ISI/JCR

List of papers published in JCR journals by the members of ICTP (in progress).

Other papers will be added soon.

Separation of components from a scale mixture of Gaussian white noises

6 years ago

AbstractThe time evolution of a physical quantity associated with a thermodynamic system whose equilibrium fluctuations are modulated in amplitude by…

Numerical demodulation of a Gaussian white noise modulated in amplitude by a deterministic volatility

6 years ago

AbstractThe Gaussian white noise modulated in amplitude is defined as the product of a Gaussian white noise and a slowly…

Intrinsic superstatistical components of financial time series

6 years ago

AbstractTime series generated by a complex hierarchical system exhibit various types of dynamics at different time scales. A financial time…

Automatic algorithm to decompose discrete paths of fractional Brownian motion into self-similar intrinsic components

6 years ago

AbstractFractional Brownian motion (fBm) is a nonstationary self-similar continuous stochastic process used to model many natural phenomena. A realization of…

Evidence for quasiperiodicity in orbital period modulation of WW Cygni

6 years ago

AbstractThe Algol type binary system WW Cygni is known to display an intricate orbital period variability phenomenon which consists in…

Analysis and generation of groundwater concentration time series

6 years ago

AbstractConcentration time series are provided by simulated concentrations of a nonreactive solute transported in groundwater, integrated over the transverse direction…

Estimating the radius of an attraction ball

6 years ago

Abstract Given a nonlinear mapping \(G:D\subseteq \mathbb{R}^n\rightarrow \mathbb{R}^n\) differentiable at a fixed point \(x^\ast\), the Ostrowski theorem offers the sharp…

The inexact, inexact perturbed and quasi-Newton methods are equivalent models

6 years ago

Abstract A classical model of Newton iterations which takes into account some error terms is given by the quasi-Newton method,…

On the superlinear convergence of the successive approximations method

6 years ago

Abstract The Ostrowski theorem is a classical result which ensures the attraction of all the successive approximations xk+1 = G(xk) near a fixed…

Inexact perturbed Newton methods and applications to a class of Krylov solvers

6 years ago

Abstract Inexact Newton methods are variant of the Newton method in which each step satisfies only approximately the linear system…

ISI/JCR

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