The Stretched Exponential, The Vogel Law, and All That

1989 ◽  
pp. 347-352
Author(s):  
Michael F. Shlesinger ◽  
John T. Bendler
Keyword(s):  
Stretched Exponential

POWER LAW AND STRETCHED EXPONENTIAL EFFECTS OF EXTREME EVENTS IN CHINESE STOCK MARKETS

2010 ◽  
Vol 09 (02) ◽  
pp. 203-217 ◽  
Author(s):  
XIAOJUN ZHAO ◽  
PENGJIAN SHANG ◽  
YULEI PANG
Keyword(s):  
Correlation Analysis ◽  
Power Law ◽  
Extreme Events ◽  
Stock Markets ◽  
Cross Correlation ◽  
Extreme Values ◽  
Cumulative Distribution ◽  
Stretched Exponential ◽  
Cross Correlation Analysis ◽  
Chinese Stock Markets

This paper reports the statistics of extreme values and positions of extreme events in Chinese stock markets. An extreme event is defined as the event exceeding a certain threshold of normalized logarithmic return. Extreme values follow a piecewise function or a power law distribution determined by the threshold due to a crossover. Extreme positions are studied by return intervals of extreme events, and it is found that return intervals yield a stretched exponential function. According to correlation analysis, extreme values and return intervals are weakly correlated and the correlation decreases with increasing threshold. No long-term cross-correlation exists by using the detrended cross-correlation analysis (DCCA) method. We successfully introduce a modification specific to the correlation and derive the joint cumulative distribution of extreme values and return intervals at 95% confidence level.

scholarly journals Combination of three-dimensional arterial spin labeling and stretched-exponential model in grading of gliomas

Medicine ◽  
2019 ◽  
Vol 98 (25) ◽  
pp. e16012 ◽  
Author(s):  
Yuan Qu ◽  
Lisui Zhou ◽  
Jie Jiang ◽  
Guangnan Quan ◽  
Xiaocheng Wei
Keyword(s):  
Arterial Spin Labeling ◽  
Three Dimensional ◽  
Spin Labeling ◽  
Exponential Model ◽  
Stretched Exponential ◽  
Stretched Exponential Model

scholarly journals Stretched-exponential dynamics in a chain of coupled chaotic oscillators

2002 ◽  
Vol 60 (6) ◽  
pp. 827-833 ◽  
Author(s):  
E. R Hunt ◽  
P. M Gade ◽  
N Mousseau
Keyword(s):  
Chaotic Oscillators ◽  
Stretched Exponential ◽  
A Chain

Stretched exponential relaxation in disordered system

2008 ◽  
Vol 354 (19-25) ◽  
pp. 2905-2908 ◽  
Author(s):  
H. Okamoto ◽  
Y. Sobajima ◽  
T. Toyama
Keyword(s):  
Disordered System ◽  
Stretched Exponential ◽  
Exponential Relaxation
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