The problem of effusion is studied using Monte Carlo simulations and scaling analysis. Particles confined to the interior of a container undergo a random walk with step size δ. If a hole is opened in one of the container walls, an outgoing diffusive current of particles will exit through it....

Random walk in a one-dimensional system with a thin membrane (which is treated as a partially permeable wall with its internal structure being not explicitly involved into our considerations) is discussed for the discrete and continuous time and space variables. The Green's functions of the...

We analyze confining mechanisms for Lévy flights evolving under an influence of external potentials. Given a stationary probability density function (pdf), we address the reverse engineering problem: design a jump-type stochastic process whose target pdf (eventually asymptotic) equals the...

We investigate the multifractal properties of daily price returns and trading volume variations in 35 cryptocurrencies by using the method of wavelet leaders prior and during the COVID-19 pandemic. The obtained results from the analysis of scaling exponent functions and multifractal spectrums...

This study focused to identify the likelihood factors affecting on farmers’ higher gain from paddy marketing in the North Central Province of Sri Lanka, where the main paddy cultivation area of the country. The required data was drawn from the field survey carried out in three irrigation...

Purpose The purpose of this paper is twofold: the authors initially survey a sample of literature published after the Great Recession that address macroeconomic and commercial real estate forecasting methods related to the Great Recession and compare significant lessons learned, or lack thereof....

We consider the sensitivity of conditional value-at-risk (CVaR) with respect to the tail index assuming regularly varying tails and exponential and faster-than-exponential tail decay for the return distribution. We compare it to the CVaR sensitivity with respect to the scale parameter for stable...