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

Investigating the nature of light scalar mesons with semileptonic decays of D mesons

We study the semileptonic decays of D-s(+), D+, and D-0 mesons into the light scalar mesons [f(0)(500), K-0(*)(800), f(0)(980), and a(0)(980)] and the light vector mesons [rho(770), omega(782), K-*(892), and phi(1020)]. With the help of a chiral unitarity approach in coupled channels, we compute the branching fractions for scalar meson processes of the semileptonic D decays in a simple way. Using current known values of the branching fractions, we make predictions for the branching fractions of the semileptonic decay modes with other scalar and vector mesons. Furthermore, we calculate the pi(+)pi(-), pi eta, pi K, and K+K- invariant mass distributions in the semileptonic decays of D mesons, which will help us clarify the nature of the light scalar mesons

Propagation and Extinction in Branching Annihilating Random Walks

We investigate the temporal evolution and spatial propagation of branching annihilating random walks in one dimension. Depending on the branching and annihilation rates, a few-particle initial state can evolve to a propagating finite density wave, or extinction may occur, in which the number of particles vanishes in the long-time limit. The number parity conserving case where 2-offspring are produced in each branching event can be solved exactly for unit reaction probability, from which qualitative features of the transition between propagation and extinction, as well as intriguing parity-specific effects are elucidated. An approximate analysis is developed to treat this transition for general BAW processes. A scaling description suggests that the critical exponents which describe the vanishing of the particle density at the transition are unrelated to those of conventional models, such as Reggeon Field Theory. P. A. C. S. Numbers: 02.50.+s, 05.40.+j, 82.20.-wComment: 12 pages, plain Te

Topological Properties of Citation and Metabolic Networks

Topological properties of "scale-free" networks are investigated by determining their spectral dimensions $d_S$, which reflect a diffusion process in the corresponding graphs. Data bases for citation networks and metabolic networks together with simulation results from the growing network model \cite{barab} are probed. For completeness and comparisons lattice, random, small-world models are also investigated. We find that $d_S$ is around 3 for citation and metabolic networks, which is significantly different from the growing network model, for which $d_S$ is approximately 7.5. This signals a substantial difference in network topology despite the observed similarities in vertex order distributions. In addition, the diffusion analysis indicates that whereas the citation networks are tree-like in structure, the metabolic networks contain many loops.Comment: 11 pages, 3 figure

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

Car-oriented mean-field theory for traffic flow models

We present a new analytical description of the cellular automaton model for single-lane traffic. In contrast to previous approaches we do not use the occupation number of sites as dynamical variable but rather the distance between consecutive cars. Therefore certain longer-ranged correlations are taken into account and even a mean-field approach yields non-trivial results. In fact for the model with $v_{max}=1$ the exact solution is reproduced. For $v_{max}=2$ the fundamental diagram shows a good agreement with results from simulations.Comment: LaTex, 10 pages, 2 postscript figure

Communication and optimal hierarchical networks

We study a general and simple model for communication processes. In the model, agents in a network (in particular, an organization) interchange information packets following simple rules that take into account the limited capability of the agents to deal with packets and the cost associated to the existence of open communication channels. Due to the limitation in the capability, the network collapses under certain conditions. We focus on when the collapse occurs for hierarchical networks and also on the influence of the flatness or steepness of the structure. We find that the need for hierarchy is related to the existence of costly connections.Comment: 7 pages, 2 figures. NATO ARW on Econophysic

Phase Transition in the Takayasu Model with Desorption

We study a lattice model where particles carrying different masses diffuse, coalesce upon contact, and also unit masses adsorb to a site with rate $q$ or desorb from a site with nonzero mass with rate $p$. In the limit $p=0$ (without desorption), our model reduces to the well studied Takayasu model where the steady-state single site mass distribution has a power law tail $P(m)\sim m^{-\tau}$ for large mass. We show that varying the desorption rate $p$ induces a nonequilibrium phase transition in all dimensions. For fixed $q$, there is a critical $p_c(q)$ such that if $p<p_c(q)$, the steady state mass distribution, $P(m)\sim m^{-\tau}$ for large $m$ as in the Takayasu case. For $p=p_c(q)$, we find $P(m)\sim m^{-\tau_c}$ where $\tau_c$ is a new exponent, while for $p>p_c(q)$, $P(m)\sim \exp(-m/m^*)$ for large $m$. The model is studied analytically within a mean field theory and numerically in one dimension.Comment: RevTex, 11 pages including 5 figures, submitted to Phys. Rev.