2,030 research outputs found

    The Values Distribution in a Competing Shares Financial Market Model

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    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

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    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

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    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 L1(m)L^1(m) function, whose average with respect to the invariant measure mm 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

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    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

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    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

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    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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