Publications by authors named "Ravindra E Amritkar"

We report the first experimental observation of extreme multistability in a controlled laboratory investigation. Extreme multistability arises when infinitely many attractors coexist for the same set of system parameters. The behavior was predicted earlier on theoretical grounds, supported by numerical studies of models of two coupled identical or nearly identical systems.

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We propose a model of coupled random walks for stock-stock correlations. The walks in the model are coupled via a mechanism that the displacement (price change) of each walk (stock) is activated by the price gradients over some underlying network. We assume that the network has two underlying structures, describing the correlations among the stocks of the whole market and among those within individual groups, respectively, each with a coupling parameter controlling the degree of correlation.

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