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percentage of saturation and pH data show remarkably nice scaling ranges, indicating an important coupling with turbulence, but …
Persistent link: https://www.econbiz.de/10010873901
We show that the roughening of fire fronts in slow combustion of paper [7] follows the scaling predictions of the …
Persistent link: https://www.econbiz.de/10010874068
exhibits the scaling property. The traffic dispersion is compared with the one-sided ballistic deposition. The traffic model … exhibits the same scaling behavior as the one-sided ballistic deposition model of random update. When vehicle i and arrival …
Persistent link: https://www.econbiz.de/10010874213
The scaling behaviour of the 1981–2007 seismicity data in central Italy, which is one of the most seismically active … fluctuation analysis (DFA), we found that in the magnitude range between 2.5 and 2.9 the scaling exponents fall into disjoint sets …
Persistent link: https://www.econbiz.de/10010874396
Spinodal decomposition in a three-dimensional Lennard–Jones system with one million particles is studied via molecular dynamics simulations. The interfacial width in the system is about 40 times smaller than the linear system dimension, i.e., the system size therefore is comparable to recent...
Persistent link: https://www.econbiz.de/10010874645
It is shown that Gaussian mixture distributions cannot be distinguished from Laplace distributions and that the scaling …
Persistent link: https://www.econbiz.de/10010874748
The risk-neutral process is modeled by a four parameter self-similar process of independent increments with a self-decomposable law for its unit time distribution. Six different processes in this general class are theoretically formulated and empirically investigated. We show that all six models...
Persistent link: https://www.econbiz.de/10010905156
Self-organized criticality, a powerful concept, originated in 1987 as an extension of fractal geometries to thermodynamic systems in the vicinities of instabilities. The value of fractal methods can be greatly enhanced in realistic models that exploit accurate fractal values derived from...
Persistent link: https://www.econbiz.de/10010939960
through the scaling of variance of the underlying processes. On the three most liquid US indices — DJI, NASDAQ and S&P500 — we …
Persistent link: https://www.econbiz.de/10011010862
In this paper we investigate scaling properties of risky asset returns and make a strong case (1) against the need for …-range dependent. These scaling properties are well known, although commonly ignored for modeling convenience. However, much more can … be inferred from the scaling properties of the returns. It turns out that the empirical scaling functions are initially …
Persistent link: https://www.econbiz.de/10010950160