We devote this work to investigate the solutions of a generalized diffusion equation which contains spatial fractional derivatives and nonlinear terms. The presence of external forces and absorbent terms is also considered. The solutions found here can have a compact or long tail behavior and,...

A method, based on the Smirnov transform, for generating synthetic data with the statistical properties of Lévy-walks is presented. This method can be utilized for generating arbitrary prescribed probability density functions (pdf). A cybersecurity engineering problem associated with Internet...

A comparison between the probability similarities of a Distributed Denial-of-Service (DDoS) dataset and Lévy walks is presented. This effort validates Lévy walks as a model resembling DDoS probability features. In addition, a method, based on the Smirnov transform, for generating synthetic...

ARCH and GARCH stochastic processes are widely used in finance and are generally accepted as good approximations when modelling the price dynamics with Gaussian conditional probability. It can be seen that certain aspects of the empirical data for asset price changes seems to more closely fit a...

When people attempt to recall as many words as possible from a specific category (e.g., animal names) their retrievals occur sporadically over an extended temporal period. Retrievals decline as recall progresses, but short retrieval bursts can occur even after tens of minutes of performing the...

Properties of the self-adjusted Monte Carlo algorithm applied to 2d Ising ferromagnet are studied numerically. The endogenous feedback form expressed in terms of the instant running averages is suggested in order to generate a biased random walk of the temperature that converges to criticality...

The power α of the Lévy tails of stock market fluctuations discovered in recent years are generally believed to be universal. We show that for the Chinese stock market this is not true, the powers depending strongly on anomalous daily index changes short before market closure, and weakly on...

This manuscript is a brief summary of a talk designed to address the question of whether two of the pillars of the field of phase transitions and critical phenomena—scale invariance and universality—can be useful in guiding research on interpreting empirical data on economic fluctuations....

We present in this paper a multi-agent model of an economic system driven by a simple positive feedback rule of price updating, which exhibits Lévy statistics for all the ranges of index α. We have observed by means of computer simulations two distinct phases of oscillatory patterns in the...