Physical review. E, Statistical, nonlinear, andâ€¦

2004

We analyze the sequence of time intervals between consecutive stock trades of thirty companies representing eight sectors of the U.S. economy over a period of 4 yrs. For all companies we find that:â€¦ (More)

The chemical distance or minimal path, t, between two sites is defined as the shortest path on a percolating cluster connecting the two sites. The quantity of interest here is the conditionalâ€¦ (More)

â€“ We study how the presence of correlations in physical variables contributes to the form of probability distributions. We investigate a process with correlations in the variance generated by i) aâ€¦ (More)

We develop an analytically solvable three-state discrete-time minimal Brownian ratchet (MBR), where the transition probabilities between states are asymmetric. By solving the master equations, weâ€¦ (More)

We model the time series of the S&P500 index by a combined process, the AR+GARCH process, where AR denotes the autoregressive process which we use to account for the short-range correlations in theâ€¦ (More)

We develop a scale-invariant truncated L# evy (STL) process to describe physical systems characterized by correlated stochastic variables. The STL process exhibits L# evy stability for theâ€¦ (More)

We present a scaling Ansatz for the distribution function of the shortest paths connecting any two points on a percolating cluster which accounts for (i) the e ect of the nite size of the system, andâ€¦ (More)