Showing 21 - 30 of 34
The spreading of small droplets (50–200μm) of Hg on thin Ag films has been studied, using optical microscope, scanning electron microscope (SEM) and atomic force microscope (AFM). The growing rough surfaces have been analyzed in order to determine the roughness (α) and growth (β) exponents....
Persistent link: https://www.econbiz.de/10011063811
Persistent link: https://www.econbiz.de/10012202471
We investigate the cross-correlation between price returns and trading volumes for the China Securities Index 300 (CSI300) index futures, which are the only stock index futures traded on the China Financial Futures Exchange (CFFEX). The basic statistics suggest that distributions of these two...
Persistent link: https://www.econbiz.de/10010608600
Healthy sleep can be characterized by several stages: deep sleep, light sleep, and REM sleep. Here we show that these sleep stages lead to different autonomic regulation of breathing. Using the detrended fluctuation analysis up to the fourth order we find that breath-to-breath intervals and...
Persistent link: https://www.econbiz.de/10010871534
The anomalous dynamic scaling behavior of the d+1 dimensional non-local growth equations is investigated based on the scaling approach. The growth equations studied include the non-local Kardar–Parisi–Zhang (NKPZ), non-local Sun-Guo-Grant (NSGG), and non-local Lai-Das Sarma-Villain (NLDV)...
Persistent link: https://www.econbiz.de/10010871708
Scaling, phase distribution and phase correlation of financial time series are investigated based on the Dow Jones Industry Average (DJIA) and NASDAQ 10-minute intraday data for a period from Aug. 1 1997 to Dec. 31 2003. The returns of the two indices are shown to have nice scaling behaviors and...
Persistent link: https://www.econbiz.de/10005413166
The fractality and scaling properties of luminance patterns in Pollock's drip paintings, are studied in this paper. The painting is represented as a matrix array where each entry represents the luminance at the corresponding canva position. Detrended fluctuation analysis (DFA) is used to...
Persistent link: https://www.econbiz.de/10010588736
This paper investigates statistical properties of high-frequency intraday stock returns across various frequencies. Both time series and panel data are utilized to explore the properties of probability distribution, dynamic conditional correlations, and scaling analysis in Dow Jones Industrial...
Persistent link: https://www.econbiz.de/10010588826
We study the daily river flow fluctuations of 30 international rivers. Using the detrended fluctuation analysis, we study the correlations in the magnitudes of river flow increments (volatilities), and find power-law correlations in volatilities for time scales less than 1 year; these...
Persistent link: https://www.econbiz.de/10010590617
We study the motion of a massive particle in a quenched random environment at zero temperature. The distribution of particle positions is investigated numerically and special focus is placed on the mean stopping distance and its fluctuations. We apply a scaling analysis in order to obtain...
Persistent link: https://www.econbiz.de/10010591042