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Aki-Hiro Sato

Publications and source records attributed to Aki-Hiro Sato.

2 recordsLinked to original sources
PubMed2004

Signal estimation and threshold optimization using an array of bithreshold elements.

We consider the problem of optimizing signal transmission through multichannel noisy devices. We investigate an array of bithreshold noisy devices which is connected in parallel and convergent on a summing center. Utilizing the concept of noise-induced linearization we derive an analytical approximation of the normalized power norm and clarify the relation between the optimum threshold and the standard deviation of noises. We show that the optimum threshold value is 0.63 times the standard deviation of the noises. This relation is applicable to both subthreshold and suprathreshold inputs.

Journal Article↗
PubMed2004

Explanation of power law behavior of autoregressive conditional duration processes based on the random multiplicative process.

Autoregressive conditional duration (ACD) processes, which have the potential to be applied to power law distributions of complex systems found in natural science, life science, and social science, are analyzed both numerically and theoretically. An ACD(1) process exhibits the singular second order moment, which suggests that its probability density function (PDF) has a power law tail. It is verified that the PDF of the ACD(1) has a power law tail with an arbitrary exponent depending on a model parameter. On the basis of theory of the random multiplicative process a relation between the model parameter and the power law exponent is theoretically derived. It is confirmed that the relation is valid from numerical simulations. An application of the ACD(1) to intervals between two successive transactions in a foreign currency market is shown.

Journal Article↗