Showing 1 - 7 of 7
We show that there is a common mode of origin for the power laws observed in two different models: (i) the Pareto law for the distribution of money among the agents with random-saving propensities in an ideal gas-like market model and (ii) the Gutenberg–Richter law for the distribution of...
Persistent link: https://www.econbiz.de/10010873764
We find prominent similarities in the features of the time series for the overlap of two Cantor sets when one set moves with uniform relative velocity over the other and time series of stock prices. An anticipation method for some of the crashes have been proposed here, based on these observations.
Persistent link: https://www.econbiz.de/10005084194
We find prominent similarities in the features of the time series for the (model earthquakes or) overlap of two Cantor sets when one set moves with uniform relative velocity over the other and time series of stock prices. An anticipation method for some of the crashes have been proposed here,...
Persistent link: https://www.econbiz.de/10005099206
We show that there is a common mode of origin for the power laws observed in two different models: (i) the Pareto law for the distribution of money among the agents with random saving propensities in an ideal gas-like market model and (ii) the Gutenberg-Richter law for the distribution of...
Persistent link: https://www.econbiz.de/10005099244
The characteristics of the distribution of transient times of a one-dimensional probabilistic cellular automaton are studied by computer simulation. The mean and width of the distribution are found to diverge by the same power-law at each of the two critical points, pc1 = 0 and pc2 0.75, of the...
Persistent link: https://www.econbiz.de/10010587018
We determine the geometrical properties of the most probable paths at finite temperatures T, between two points separated by a distance r, in one-dimensional lattices with positive energies of interaction εi associated with bond i. The most probable path-length tmp in a homogeneous medium...
Persistent link: https://www.econbiz.de/10011060605
A one-dimensional probabilistic cellular automaton that models a transition from elementary rule 4 to elementary rule 22 (following Wolfram's nomenclature scheme) is studied here. The evolution of the automaton follows rule 4 with probability 1 − p and rule 22 with probability p. In course of...
Persistent link: https://www.econbiz.de/10011061862