Showing 1999 · cond-mat.stat-mechShow all

29 papers · 2 filters

cond-mat.stat-mech1999★ 4 cited

Particle Systems with Stochastic Passing

I. Ispolatov, P. L. Krapivsky

We study a system of particles moving on a line in the same direction. Passing is allowed and when a fast particle overtakes a slow particle, it acquires a new velocity drawn from…

cond-mat.stat-mech1999★ 269 cited

Economic Fluctuations and Diffusion

Vasiliki Plerou, Parameswaran Gopikrishnan, Luis. A. Nunes Amaral +2

Stock price changes occur through transactions, just as diffusion in physical systems occurs through molecular collisions. We systematically explore this analogy and quantify the r…

cond-mat.stat-mech1999★ 67 cited

Power-law Distribution of Family Names in Japanese Societies

Sasuke Miyazima, Youngki Lee, Tomomasa Nagamine +1

We study the frequency distribution of family names. From a common data base, we count the number of people who share the same family name. This is the size of the family. We find…

cond-mat.stat-mech1999★ 239 cited

Sleep-Wake Differences in Scaling Behavior of the Human Heartbeat: Analysis of Terrestrial and Long-Term Space Flight Data

Plamen Ch. Ivanov, Armin Bunde, Luís A. N. Amaral +5

We compare scaling properties of the cardiac dynamics during sleep and wake periods for healthy individuals, cosmonauts during orbital flight, and subjects with severe heart diseas…

cond-mat.stat-mech1999★ 3 cited

Effective Field Theory of the Zero-Temperature Triangular-Lattice Antiferromagnet: A Monte Carlo Study

Hui Yin, Bulbul Chakraborty, Nicholas Gross

Using a Monte Carlo coarse-graining technique introduced by Binder et al., we have explicitly constructed the continuum field theory for the zero-temperature triangular Ising antif…

cond-mat.stat-mech1999★ 34 cited

Scale Invariance and Lack of Self-Averaging in Fragmentation

P. L. Krapivsky, I. Grosse, E. Ben-Naim

We derive exact statistical properties of a class of recursive fragmentation processes. We show that introducing a fragmentation probability 0<p<1 leads to a purely algebraic size…

cond-mat.stat-mech1999★ 15 cited

Dependence of Conductance on Percolation Backbone Mass

Gerald Paul, Sergey V. Buldyrev, Nikolay V. Dokholyan +4

On two-dimensional percolation clusters at the percolation threshold, we study , the average conductance of the backbone, defined by two points separated by Euclidean d…

cond-mat.stat-mech1999★ 55 cited

Systems with Correlations in the Variance: Generating Power-Law Tails in Probability Distributions

Boris Podobnik, Plamen Ch. Ivanov, Youngki Lee +2

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 gen…

cond-mat.stat-mech1999★ 14 cited

Sliding blocks with random friction and absorbing random walks

A. R. Lima, Cristian F. Moukarzel, I. Grosse +1

With the purpose of explaining recent experimental findings, we study the distribution of distances traversed by a block that slides on an inclined plane and stops due t…

cond-mat.stat-mech1999★ 128 cited

Shock-Like Dynamics of Inelastic Gases

E. Ben-Naim, S. Y. Chen, G. D. Doolen +1

We provide a simple physical picture which suggests that the asymptotic dynamics of inelastic gases in one dimension is independent of the degree of inelasticity. Statistical chara…

cond-mat.stat-mech1999★ 197 cited

Multiscaling in Infinite Dimensional Collision Processes

E. Ben-Naim, P. L. Krapivsky

We study relaxation properties of two-body collisions in infinite spatial dimension. We show that this process exhibits multiscaling asymptotic behavior as the underlying distribut…

cond-mat.stat-mech1999★ 57 cited

Scaling of the distribution of shortest paths in percolation

Nikolay V. Dokholyan, Youngki Lee, Sergey V. Buldyrev +3

We present a scaling hypothesis for the distribution function of the shortest paths connecting any two points on a percolating cluster which accounts for {\it (i)} the effect of th…

cond-mat.stat-mech1999★ 546 cited

Scaling of the distribution of price fluctuations of individual companies

V. Plerou, P. Gopikrishnan, L. A. N. Amaral +2

We present a phenomenological study of stock price fluctuations of individual companies. We systematically analyze two different databases covering securities from the three major…

cond-mat.stat-mech1999

A review of growing interfaces in quenched disordered media

L. A. Braunstein, R. C. Buceta, A. Diaz-Sanchez +1

We make a review of the two principal models that allows to explain the imbibition of fluid in porous media. These models, that belong to the directed percolation depinning (DPD) u…

cond-mat.stat-mech1999★ 49 cited

Scale-invariant Truncated Lévy Process

Boris Podobnik, Plamen Ch. Ivanov, Youngki Lee +1

We develop a scale-invariant truncated Lévy (STL) process to describe physical systems characterized by correlated stochastic variables. The STL process exhibits Lévy stability for…

cond-mat.stat-mech1999★ 2 cited

A Generalization of Metropolis and Heat-Bath Sampling for Monte Carlo Simulations

Bruce M. Boghosian

For a wide class of applications of the Monte Carlo method, we describe a general sampling methodology that is guaranteed to converge to a specified equilibrium distribution functi…

cond-mat.stat-mech1999★ 165 cited

Ivory Tower Universities and Competitive Business Firms

Vasiliki Plerou, Luis A. Nunes Amaral, Parameswaran Gopikrishnan +2

There is nowadays considerable interest on ways to quantify the dynamics of research activities, in part due to recent changes in research and development (R&D) funding. Here, we s…

cond-mat.stat-mech1999★ 1.5k cited

Multifractality in Human Heartbeat Dynamics

Plamen Ch. Ivanov, Luís A. Nunes Amaral, Ary L. Goldberger +4

Recent evidence suggests that physiological signals under healthy conditions may have a fractal temporal structure. We investigate the possibility that time series generated by cer…

cond-mat.stat-mech1999★ 895 cited

Scaling of the distribution of fluctuations of financial market indices

Parameswaran Gopikrishnan, Vasiliki Plerou, Luis A. Nunes Amaral +2

We study the distribution of fluctuations over a time scale (i.e., the returns) of the S&P 500 index by analyzing three distinct databases. Database (i) contains approximately…

cond-mat.stat-mech1999★ 103 cited

Capture of the Lamb: Diffusing Predators Seeking a Diffusing Prey

S. Redner, P. L. Krapivsky

We study the capture of a diffusing "lamb" by diffusing "lions" in one dimension. The capture dynamics is exactly soluble by probabilistic techniques when the number of lions is ve…

cond-mat.stat-mech1999★ 1 cited

Dynamics of a Ring of Diffusively Coupled Lorenz Oscillators

Kresimir Josic, C. Eugene Wayne

We study the dynamics of a finite chain of diffusively coupled Lorenz oscillators with periodic boundary conditions. Such rings possess infinitely many fixed states, some of which…

cond-mat.stat-mech1999★ 27 cited

Scaling for the Percolation Backbone

Marc Barthelemy, S. V. Buldyrev, S. Havlin +1

We study the backbone connecting two given sites of a two-dimensional lattice separated by an arbitrary distance in a system of size . We find a scaling form for the average…

cond-mat.stat-mech1999★ 731 cited

The statistical properties of the volatility of price fluctuations

Yanhui Liu, Parameswaran Gopikrishnan, Pierre Cizeau +3

We study the statistical properties of volatility---a measure of how much the market is likely to fluctuate. We estimate the volatility by the local average of the absolute price c…

cond-mat.stat-mech1999★ 14 cited

Coarsening in a Driven Ising Chain with Conserved Dynamics

V. Spirin, P. L. Krapivsky, S. Redner

We study the low-temperature coarsening of an Ising chain subject to spin-exchange dynamics and a small driving force. This dynamical system reduces to a domain diffusion process,…