The Grounds For Time Dependent Market Potentials From Dealers' Dynamics

We apply the potential force estimation method to artificial time series of market price produced by a deterministic dealer model. We find that dealers' feedback of linear prediction of market price based on the latest mean price changes plays the central role in the market's potential force. When markets are dominated by dealers with positive feedback the resulting potential force is repulsive, while the effect of negative feedback enhances the attractive potential force.Comment: 9 pages, 3 figures, proceedings of APFA

Self-organization of structures and networks from merging and small-scale fluctuations

We discuss merging-and-creation as a self-organizing process for scale-free topologies in networks. Three power-law classes characterized by the power-law exponents 3/2, 2 and 5/2 are identified and the process is generalized to networks. In the network context the merging can be viewed as a consequence of optimization related to more efficient signaling.Comment: Physica A: Statistical Mechanics and its Applications, In Pres

A universal mechanism for long-range cross-correlations

Cross-correlations are thought to emerge through interaction between particles. Here we present a universal dynamical mechanism capable of generating power-law cross-correlations between non-interacting particles exposed to an external potential. This phenomenon can occur as an ensemble property when the external potential induces intermittent dynamics of Pomeau-Manneville type, providing laminar and stochastic phases of motion in a system with a large number of particles. In this case, the ensemble of particle-trajectories forms a random fractal in time. The underlying statistical self-similarity is the origin of the observed power-law cross-correlations. Furthermore, we have strong indications that a sufficient condition for the emergence of these long-range cross-correlations is the divergence of the mean residence time in the laminar phase of the single particle motion (sporadic dynamics). We argue that the proposed mechanism may be relevant for the occurrence of collective behaviour in critical systems

Long-term power-law fluctuation in Internet traffic

Power-law fluctuation in observed Internet packet flow are discussed. The data is obtained by a multi router traffic grapher (MRTG) system for 9 months. The internet packet flow is analyzed using the detrended fluctuation analysis. By extracting the average daily trend, the data shows clear power-law fluctuations. The exponents of the fluctuation for the incoming and outgoing flow are almost unity. Internet traffic can be understood as a daily periodic flow with power-law fluctuations.Comment: 10 pages, 8 figure

Neutrino texture saturating the CP asymmetry

We study a neutrino mass texture which can explain the neutrino oscillation data and also saturate the upper bound of the CP asymmetry $\epsilon_1$ in the leptogenesis. We consider the thermal and non-thermal leptogenesis based on the right-handed neutrino decay in this model. A lower bound of the reheating temperature required for the explanation of the baryon number asymmetry is estimated as $O(10^8)$GeV for the thermal leptogenesis and $O(10^{6})$GeV for the non-thermal one.It can be lower than the upper bound of the reheating temperature imposed by the cosmological gravitino problem. An example of the construction of the discussed texture is also presented.Comment: 23 pages, 6 figure

Generalised Sandpile Dynamics on Artificial and Real-World Directed Networks

The main finding of this paper is a novel avalanche-size exponent τ ≈ 1.87 when the generalised sandpile dynamics evolves on the real-world Japanese inter-firm network. The topology of this network is non-layered and directed, displaying the typical bow tie structure found in real-world directed networks, with cycles and triangles. We show that one can move from a strictly layered regular lattice to a more fluid structure of the inter-firm network in a few simple steps. Relaxing the regular lattice structure by introducing an interlayer distribution for the interactions, forces the scaling exponent of the avalanche-size probability density function τ out of the two-dimensional directed sandpile universality class τ = 4/3, into the mean field universality class τ = 3/2. Numerical investigation shows that these two classes are the only that exist on the directed sandpile, regardless of the underlying topology, as long as it is strictly layered. Randomly adding a small proportion of links connecting non adjacent layers in an otherwise layered network takes the system out of the mean field regime to produce non-trivial avalanche-size probability density function. Although these do not display proper scaling, they closely reproduce the behaviour observed on the Japanese inter-firm network

Nonequilibrium Phase Transitions in Models of Aggregation, Adsorption, and Dissociation

We study nonequilibrium phase transitions in a mass-aggregation model which allows for diffusion, aggregation on contact, dissociation, adsorption and desorption of unit masses. We analyse two limits explicitly. In the first case mass is locally conserved whereas in the second case local conservation is violated. In both cases the system undergoes a dynamical phase transition in all dimensions. In the first case, the steady state mass distribution decays exponentially for large mass in one phase, and develops an infinite aggregate in addition to a power-law mass decay in the other phase. In the second case, the transition is similar except that the infinite aggregate is missing.Comment: Major revision of tex