We report the quiet-time probability distribution of the absolute return in the Korean stock-market index. We define the quiet time as a time interval during the absolute return of the stock index that are above a threshold rc. Through an exponential bin plot, we observe that the quiet-time...

We studied two models of three-species two-particle diffusion-limited reactions with and without a drift. Model A involves annihilations A+B→0, B+C→0, and C+A→0 with hard-core interactions between like species, and assumes equal initial densities of the species. The density decays...

We consider the probability distribution function of the trading volume and the volume changes in the Korean stock market. The probability distribution function of the trading volume shows double peaks and follows a power law, P(V/〈V〉)∼(V/〈V〉)−α at the tail part of the distribution...