The practice of detecting power laws and scaling behaviors in economics and finance has gained momentum in the last few years, due to the increased use of concepts and methods first developed in statistical physics. Some disappointment has emerged in the economic profession, however, as regards...

The Multifractal Model of Asset Returns ("MMAR," see Mandelbrot, Fisher, and Calvet, 1997) proposes a class of multifractal processes for the modelling of financial returns. In that paper, multifractal processes are defined by a scaling law for moments of the processes' increments over finite...

Quantile plots showing by default ordered values versus cumulative probabilities are both well known and also often neglected, considering their ma jor advantages. Their flexibility and power is emphasized by using the qplot program to show several variants on the standard form, making full use...

Recent extensive and systematic numerical experiments have uncovered new insights into plasma focus fusion devices including the following: (1) a plasma current limitation effect, as device static inductance is reduced towards very small values; (2) scaling laws of neutron yield and soft x-ray...

Some scaling properties of the regular dynamics for a dissipative version of the one-dimensional Fermi accelerator model are studied. The dynamics of the model is given in terms of a two-dimensional nonlinear area contracting map. Our results show that the velocities of saddle fixed points...

This paper extends research by Batten and Ellis [Econ. Lett. 72 (2001) 291] to propose a simple model of scale-adjusted volatility which measures the extent to which the Gaussian scaling law mis-estimates long-horizon volatility. Applied to the Dow Jones industrial average, the results of our...

We investigate the scaling properties of the photospheric intensity field, using images acquired at the THEMIS telescope with the Italian Panoramic Monochromator. After calculating the power spectrum of the continuum intensity fluctuations, we analyze the scaling laws of the dissipation field...

Various aspects of modern statistical physics and meteorology can be tied together. The historical importance of the University of Wroclaw in the field of meteorology is first pointed out. Next, some basic difference about time and space scales between meteorology and climatology is outlined....

A discussion of certain geometrical aspects in the distribution of living languages as well as in the distribution of urban settlements is made with emphasis in scaling laws and fractals. It is shown that a power law scaling exists for the distribution n(s) of islands of s habitations in a...

The application of uniaxial stress in rocks is accompanied by the production of an electric signal which described by the term Pressure Stimulated Current (PSC). Here we present a statistical analysis of PSC time series from rock fracture experiments obtained from samples of calcite and cement...