Showing 271 - 280 of 306
A thermodynamical formalism for resistor networks is developed in order to extract full information on the multifractal scaling structure. We introduce a matrix representation and study the moments of the voltage distribution Z̃(β) = ∑i=1N|Vi|β α N -F̄(β) where N is the number of...
Persistent link: https://www.econbiz.de/10011057265
This manuscript is based on four opening lectures, which were designed to offer a brief and somewhat parochial overview of some “exotic” statistical physics puzzles of possible interest to biophysicists, medical physicists, and econophysicists. These include the statistical properties of DNA...
Persistent link: https://www.econbiz.de/10011058411
We discuss some apparently “universal” aspects observed in the empirical analysis of stock price dynamics in financial markets. Specifically we consider (i) the empirical behavior of the return probability density function and (ii) the content of economic information in financial time series.
Persistent link: https://www.econbiz.de/10011059604
We perform Monte Carlo simulations to determine the average excluded area 〈Aex〉 of randomly oriented squares, randomly oriented widthless sticks and aligned squares in two dimensions. We find significant differences between our results for randomly oriented squares and previous analytical...
Persistent link: https://www.econbiz.de/10011059887
We present exact results on the low-temperature behavior of the square lattice ±J Ising model, with a concentration c of ferromagnetic bonds and a concentration 1−c of antiferromagnetic bonds. We find that for T below a characteristic temperature T0, the system is “frozen” in the sense...
Persistent link: https://www.econbiz.de/10011060013
This talk will summarize the present status of an ongoing research program designed to answer the question posed in the title. Since a snapshot of liquid water with a subpicosecond shutter speed reveals that this system (a hydrogen-bonded liquid) is above its percolation threshold, it is...
Persistent link: https://www.econbiz.de/10011060019
This manuscript is a brief summary of a talk designed to address the question of whether two of the pillars of the field of phase transitions and critical phenomena—scale invariance and universality—can be useful in guiding research on interpreting empirical data on economic fluctuations....
Persistent link: https://www.econbiz.de/10011061910
In recent years, physicists have started applying concepts and methods of statistical physics to study economic problems. The word “Econophysics” is sometimes used to refer to this work. Much recent work is focused on understanding the statistical properties of financial time series. One...
Persistent link: https://www.econbiz.de/10011062037
One plus one dimensional growth of an Eden model with acceleration sites is investigated by simulations, where the acceleration sites which are distributed at random before the process starts become immediately Eden cells if the surface of Eden cluster touches them. The critical concentration of...
Persistent link: https://www.econbiz.de/10011062392
An analysis of diffusion in a supercooled liquid based solely in the density of diffusive directions and the value of energy barriers shows how the potential energy landscape (PEL) approach is capable of explaining the α and β relaxations and the fragility of a glassy system. We find that the...
Persistent link: https://www.econbiz.de/10011062481