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Nonequilibrium phase transitions between an active and an absorbing state are found in models of populations, epidemics, autocatalysis, and chemical reactions on a surface. While absorbing-state phase transitions fall generically in the directed-percolation universality class, this does not...
Persistent link: https://www.econbiz.de/10010590751
We discuss the critical behavior of nonequilibrium anisotropic systems, particularly the driven lattice gas and its variants. A large series of available numerical results depict a coherent picture consistent with specific predictions drawn from novel field theory and its renormalization group...
Persistent link: https://www.econbiz.de/10010590779
A single-component, two-dimensional lattice model of self-replicating entities (replicators) which exhibits a nonequilibrium first-order phase transition into a unique absorbing state is introduced and studied through extensive numerical simulations. The basic dynamic processes are...
Persistent link: https://www.econbiz.de/10010590866
Auto-regressive conditionally heteroskedastic (ARCH) family models are still used, by practitioners in business and economic policy making, as a conditional volatility forecasting models. Furthermore ARCH models still are attracting an interest of the researchers. In this contribution we...
Persistent link: https://www.econbiz.de/10011209648
-similar stochastic processes. Sandpile model fluctuations are shown to manifest 1/f noise, fluctuation scaling, and to conform to the …
Persistent link: https://www.econbiz.de/10011193988
We perform a parallel analysis of the spectral density of (i) the logarithm of price and (ii) the daily number of trades of a set of stocks traded in the New York Stock Exchange. The stocks are selected to be representative of a wide range of stock capitalization. The observed spectral densities...
Persistent link: https://www.econbiz.de/10010873431
In this work, based on robust experimental results, we derive a novel theoretical probabilistic approach to model the low-frequency noise power S(f) in semiconductor devices. Using the proposed approach we obtained, analytically, the average of the integrated noise power Wp=∫fLfHS(f)df as a...
Persistent link: https://www.econbiz.de/10011058265
markets, where long-range correlations of price fluctuations largely depend on the number of transactions. We analyze the …
Persistent link: https://www.econbiz.de/10011058357
We introduce the stochastic multiplicative point process modeling trading activity of financial markets. Such a model system exhibits power-law spectral density S(f)∝1/fβ, scaled as power of frequency for various values of β between 0.5 and 2. Furthermore, we analyze the relation between the...
Persistent link: https://www.econbiz.de/10011058691
Starting from the developed generalized point process model of 1/f noise [B. Kaulakys et al., Phys. Rev. E 71 (2005) 051105] we derive the nonlinear stochastic differential equations for the signal exhibiting 1/fβ noise and 1/xλ distribution density of the signal intensity with different...
Persistent link: https://www.econbiz.de/10011059305