2,055 research outputs found
The Values Distribution in a Competing Shares Financial Market Model
We present our competing shares financial market model and describe its
behaviour by numerical simulation. We show that in the critical region the
distribution avalanches of the market value as defined in this model has a
power-law distribution with exponent around 2.3. In this region the price
returns distribution is truncated Levy stable with exponent near the observed
value.Comment: 7 pages ps file with 6 eps figures. Latex source file. To appear in
Proceedings of Third Tohwa University Conference on Statistical Physics,
Japan, Nov.199
Regularized Renormalization Group Reduction of Symplectic Map
By means of the perturbative renormalization group method, we study a
long-time behaviour of some symplectic discrete maps near elliptic and
hyperbolic fixed points. It is shown that a naive renormalization group (RG)
map breaks the symplectic symmetry and fails to describe a long-time behaviour.
In order to preserve the symplectic symmetry, we present a regularization
procedure, which gives a regularized symplectic RG map describing an
approximate long-time behaviour succesfully
Generalized Arcsine Law and Stable Law in an Infinite Measure Dynamical System
Limit theorems for the time average of some observation functions in an
infinite measure dynamical system are studied. It is known that intermittent
phenomena, such as the Rayleigh-Benard convection and Belousov-Zhabotinsky
reaction, are described by infinite measure dynamical systems.We show that the
time average of the observation function which is not the function,
whose average with respect to the invariant measure is finite, converges to
the generalized arcsine distribution. This result leads to the novel view that
the correlation function is intrinsically random and does not decay. Moreover,
it is also numerically shown that the time average of the observation function
converges to the stable distribution when the observation function has the
infinite mean.Comment: 8 pages, 8 figure
Coupled Oscillators with Chemotaxis
A simple coupled oscillator system with chemotaxis is introduced to study
morphogenesis of cellular slime molds. The model successfuly explains the
migration of pseudoplasmodium which has been experimentally predicted to be
lead by cells with higher intrinsic frequencies. Results obtained predict that
its velocity attains its maximum value in the interface region between total
locking and partial locking and also suggest possible roles played by partial
synchrony during multicellular development.Comment: 4 pages, 5 figures, latex using jpsj.sty and epsf.sty, to appear in
J. Phys. Soc. Jpn. 67 (1998
Neuro-flow Dynamics and the Learning Processes
A new description of the neural activity is introduced by the neuro-flow
dynamics and the extended Hebb rule. The remarkable characteristics of the
neuro-flow dynamics, such as the primacy and the recency effect during
awakeness or sleep, are pointed out.Comment: 8 pages ,10 Postscript figures, LaTeX file, to appear in Chaos,
Solitons and Fractal
Tunneling splitting of magnetic levels in Fe8 detected by 1H NMR cross relaxation
Measurements of proton NMR and the spin lattice relaxation rate 1/T1 in the
octanuclear iron (III) cluster [Fe8(N3C6H15)6O2(OH)12][Br8 9H2O], in short Fe8,
have been performed at 1.5 K in a powder sample aligned along the main
anisotropy z axis, as a function of a transverse magnetic field (i.e.,
perpendicular to the main easy axis z). A big enhancement of 1/T1 is observed
over a wide range of fields (2.5-5 T), which can be attributed to the tunneling
dynamics; in fact, when the tunneling splitting of the pairwise degenerate
m=+-10 states of the Fe8 molecule becomes equal to the proton Larmor frequency
a very effective spin lattice relaxation channel for the nuclei is opened. The
experimental results are explained satisfactorily by considering the
distribution of tunneling splitting resulting from the distribution of the
angles in the hard xy plane for the aligned powder, and the results of the
direct diagonalization of the model Hamiltonian.Comment: J. Appl. Phys., in pres
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