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Average Time Spent by Levy Flights and Walks on an Interval with Absorbing Boundaries
S. V. Buldyrev, S. Havlin, A. Ya. Kazakov +4
We consider a Levy flyer of order alpha that starts from a point x0 on an interval [O,L] with absorbing boundaries. We find a closed-form expression for the average number of fligh…
Characterization of Sleep Stages by Correlations of Heartbeat Increments
Jan W. Kantelhardt, Yosef Ashkenazy, Plamen Ch. Ivanov +5
We study correlation properties of the magnitude and the sign of the increments in the time intervals between successive heartbeats during light sleep, deep sleep, and REM sleep us…
Identifying Business Sectors from Stock Price Fluctuations
Parameswaran Gopikrishnan, Bernd Rosenow, Vasiliki Plerou +1
Firms having similar business activities are correlated. We analyze two different cross-correlation matrices C constructed from (i) 30-min price fluctuations of 1000 US stocks for…
Water-Like Anomalies for Core-Softened Models of Fluids: Two-Dimensional Systems
A. Scala, M. Reza Sadr-Lahijany, N. Giovambattista +2
We use molecular dynamics simulations in two dimensions to investigate the possibility that a core-softened potential can reproduce static and dynamic anomalies found experimentall…
Hydrogen-Bonded Liquids: Effects of Correlations of Orientational Degrees of Freedom
G. Franzese, M. Yamada, H. E. Stanley
We improve a lattice model of water introduced by Sastry, Debenedetti, Sciortino, and Stanley to give insight on experimental thermodynamic anomalies in supercooled phase, taking i…
Scale Invariance in the Nonstationarity of Physiological Signals
Pedro Bernaola-Galvan, Plamen Ch. Ivanov, Luis A. Nunes Amaral +2
We introduce a segmentation algorithm to probe temporal organization of heterogeneities in human heartbeat interval time series. We find that the lengths of segments with different…