The relationship between the size and the variance of firm growth rates is known to follow an approximate power-law behavior σ(S) similar to S^-β(S) where S is the firm size and β(S) almost equal to 0.2 is an exponent weakly dependent on S. Here we show how a model of proportional growth...

A time series can be decomposed into two sub-series: a magnitude series and a sign series. Here we analyze separately the scaling properties of the magnitude series and the sign series using the increment time series of cardiac interbeat intervals as an example. We find that time series having...

We investigated the network structures of the Japanese stock market using the minimum spanning tree. We defined a grouping coefficient to test the validity of the conventional grouping by industrial categories, and found a decreasing in trend for the coefficient. This phenomenon supports the...

We investigate if known extrinsic and intrinsic factors fully account for the complex features observed in recordings of human activity as measured from forearm motion in subjects undergoing their regular daily routine. We demonstrate that the apparently random forearm motion possesses dynamic...

The thermodynamic behavior of water seems to be closely related to static heterogeneities. These static heterogeneities are related to the local structure of water molecules, and when properly characterized, may offer an economical explanation of thermodynamic data. The key feature of liquid...

We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition function-based multifractal formalism, and prove that both...

This talk briefly reviews the subject of fluid flow through disordered media. In particular, we focus on the sorts of considerations that may be necessary to move statistical physics from the description of idealized flows in the limit of zero Reynolds number to more realistic flows of real...

We study a three-dimensional system of particles interacting via spherically symmetric pair potentials consisting of several discontinuous steps. We show that at certain values of the parameters describing the potential, the system has three first-order phase transitions between fluids of...