We analyze the sequence of time intervals between consecutive stock trades of thirty companies representing eight sectors of the U. S. economy over a period of four years. For all companies we find that: (i) the probability density function of intertrade times may be fit by a Weibull...

The NYSE and NASDAQ stock markets have very different structures and there is continuing controversy over whether differences in stock price behaviour are due to market structure or company characteristics. As the influence of market structure on stock prices may be obscured by exogenous factors...

We investigate how various coarse-graining (signal quantization) methods affect the scaling properties of long-range power-law correlated and anti-correlated signals, quantified by the detrended fluctuation analysis. Specifically, for coarse-graining in the magnitude of a signal, we consider (i)...

In this paper, we apply scaling laws from percolation theory to the problem of estimating the time for a fluid injected into an oilfield to breakthrough into a production well. The main contribution is to show that when these previously published results are used on realistic data they are in...

In this paper, we apply scaling laws from percolation theory to the problem of estimating the time for a fluid injected into an oil field to breakthrough into a production well. The main contribution is to show that when these previously published results are used on realistic data they are in...

We numerically simulate the traveling time of a tracer in convective flow between two points (injection and extraction) separated by a distance r in a model of porous media, d=2 percolation. We calculate and analyze the traveling time probability density function for two values of the fraction...

We study numerically the optimal paths in two and three dimensions on various disordered lattices in the limit of strong disorder. We find that the length l of the optimal path scales with geometric distance r , as l approximately r (d(opt) with d(opt) =1.22+/-0.01 for d=2 and 1.44+/-0.02 for...

We study the current flow paths between two edges in a random resistor network on a Ltimes L square lattice. Each resistor has resistance e ax, where x is a uniformly-distributed random variable and a controls the broadness of the distribution. We find (a) the scaled variable uequiv L/a nu,...

To study transport properties of complex networks, we analyze the equivalent conductance G between two arbitrarily chosen nodes of random scale-free networks with degree distribution P(k)sim k -lambda in which each link has the same unit resistance. We predict a broad range of values of G, with...

We study the behavior of the optimal path between two sites separated by a distance r on a d-dimensional lattice of linear size L with weight assigned to each site. We focus on the strong disorder limit, i.e., when the weight of a single site dominates the sum of the weights along each path. We...