Random walk on percolation under an external field has been investigated by using statistical analysis and Monte Carlo simulation. The mean square displacement 〈R2〉 as a function of time t was obtained. There exist some steps in the log〈R2〉–logt plot. The defect in the percolation...

We model the power-law stability in distribution of returns for S&P500 index by the GARCH process which we use to account for the long memory in the variance correlations. Precisely, we analyze the distributions corresponding to temporal aggregation of the GARCH process, i.e., the sum of n GARCH...

This paper analyses the statistics of visits to a site in random walks. First general formulas will be derived, and next they will be applied to simple symmetric random walks on finite and infinite lattices; the dependence of the statistics on the lattices dimensionality will also be studied....

Random Boolean networks are among the best-known systems used to model genetic networks. They show an on–off dynamics and it is easy to obtain analytical results with them. Unfortunately very few genes are strictly on–off switched. On the other hand, continuous methods are in principle more...

We model the time series of the S&P500 index by a combined process, the AR+GARCH process, where AR denotes the autoregressive process which we use to account for the short-range correlations in the index changes and GARCH denotes the generalized autoregressive conditional heteroskedastic process...

A 3D copepod trajectory is recorded in the laboratory, using two digital cameras. The copepod undergoes a very structured type of trajectory, with successive moves displaying intermittent amplitudes. We perform a statistical analysis of this 3D trajectory using statistical tools developed in the...