Showing 301 - 310 of 310
Persistent link: https://www.econbiz.de/10005205360
We calculate the asymptotic form of the expected number of distinct sites visited by N random walkers moving independently in one dimension. It is shown that to lowest order and at long times, the leading term in the asymptotic result is that found for the random walk of a single biased...
Persistent link: https://www.econbiz.de/10010586284
This article is based upon the Thirtieth Saha Memorial Lecture (delivered on 4 January 1992) and the Fourth Bose Memorial Lecture (delivered on 5 January 1992). I felt deeply touched to have been so honored by invitations to deliver these lectures, especially in view of the list of illustrious...
Persistent link: https://www.econbiz.de/10010586821
We propose a model elucidating the mechanisms at the origin of the density anomaly of water. We start from a model of Sastry et al., with no correlation between the hydrogen bonds (HBs), that rationalizes the experiments with an anomalous behavior of the line of temperatures of maximum density...
Persistent link: https://www.econbiz.de/10010588634
We model the power-law stability in distribution of returns for S&P500 index by the GARCH process which we use to account for the long memory in the variance correlations. Precisely, we analyze the distributions corresponding to temporal aggregation of the GARCH process, i.e., the sum of n GARCH...
Persistent link: https://www.econbiz.de/10010589069
We investigate how simultaneously recorded long-range power-law correlated multivariate signals cross-correlate. To this end we introduce a two-component ARFIMA stochastic process and a two-component FIARCH process to generate coupled fractal signals with long-range power-law correlations which...
Persistent link: https://www.econbiz.de/10010589533
We report some recent attempts to understand the dynamics of complex physiologic fluctuations by adapting and extending concepts and methods developed very recently in statistical physics. We first review recent progress using wavelet-based multifractal analysis, magnitude and sign decomposition...
Persistent link: https://www.econbiz.de/10010590590
We analyze auto-correlations of human chromosomes 1–22 and rice chromosomes 1–12 for seven binary mapping rules and find that the correlation patterns are different for different rules but almost identical for all of the chromosomes, despite their varying lengths and gc contents. We propose...
Persistent link: https://www.econbiz.de/10010591342
We analyze the European transition economics and show that many time series of major indices exhibit (i) power-law correlations in their values, (ii) power-law correlations in their magnitudes and (iii) an asymmetric probability distribution. Applying the phase randomization procedure to these...
Persistent link: https://www.econbiz.de/10010591719
Persistent link: https://www.econbiz.de/10007896294