Physica A: Statistical Mechanics and its Applications

1975 - 2025

Current editor(s): K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

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Volume 383, issue 2, 2007

Scale-invariance of random populations: From Paretian to Poissonian fractality pp. 171-189

Iddo Eliazar and Joseph Klafter

Nearest-neighbour spacing distributions of the β-Hermite ensemble of random matrices pp. 190-208

G. Le Caër, C. Male and R. Delannay

Locally ordered regions in the phase transition in the systems with a finite-range correlated quenched disorder pp. 209-231

Xintian Wu

A quantum field theory of the liquid–glass transition in multi-component liquids pp. 232-252

Toyoyuki Kitamura

Peristaltically induced transport of a MHD biviscosity fluid in a non-uniform tube pp. 253-266

N.T.M. Eldabe, M.F. El-Sayed, A.Y. Ghaly and H.M. Sayed

Constitutive relations for steady flows of dense granular liquids pp. 267-275

Daniel Lhuillier

On–off intermittency in continuum systems driven by Lorenz system pp. 276-290

Q. Zhou, Z.Q. Chen and Z.Z. Yuan

Fractional dynamics of systems with long-range space interaction and temporal memory pp. 291-308

Vasily E. Tarasov and George M. Zaslavsky

Classical search algorithm with resonances in N cycles pp. 309-315

A. Romanelli and R. Donangelo

Entanglement oscillations in open Heisenberg chains pp. 316-324

Ting Wang, Xiaoguang Wang and Zhe Sun

Optimal dense coding with thermal entangled states pp. 325-330

Liang Qiu, An Min Wang and Xiao San Ma

Quasiprobability distribution in a Kerr-nonlinear blackbody pp. 331-338

Zixia Wu, Ze Cheng, Yanmin Zhang and Zhengze Cheng

Reentrant transitions and multicompensation phenomena of the exactly solvable mixed spin-S and spin-1/2 Ising model on decorated planar lattices pp. 339-350

Silvia Maťašovská and Michal Jaščur

First-order transition features of the triangular Ising model with nearest- and next-nearest-neighbor antiferromagnetic interactions pp. 351-371

A. Malakis, N.G. Fytas and P. Kalozoumis

Investigation of the behavior of an Ising metamagnet under the influence of a field using Glauber dynamics pp. 372-382

Gul Gulpinar, Dogan Demirhan and Fevzi Buyukkilic

Frustrated model to describe reentrant behavior in copper oxide superconductors pp. 383-390

Igor Tavares, J.T.M. Pacobahyba and J. Ricardo de Sousa

Investigation of the phase transition at the nematic liquid crystal–wall interface within nonextensivity pp. 391-400

Ozhan Kayacan

Direct and indirect correlations in low density supercritical Lennard-Jones fluids pp. 401-415

Tapas R. Kunor and Srabani Taraphder

A hard sphere model of chemical reactions theory from the point of view of many-particle approach pp. 416-424

A.B. Doktorov, A.A. Kadetov and A.A. Kipriyanov

Velocity enhancement of slow particles in lattice–gas binary mixture pp. 425-434

Masahiro Fukamachi, Ryota Kuwajima, Yasuhito Imanishi and Takashi Nagatani

Sandpile on directed small-world networks pp. 435-442

Gui-Jun Pan, Duan-Ming Zhang, Yan-Ping Yin and Min-Hua He

Relaxation and phase space singularities in time series of human magnetoencephalograms as indicator of photosensitive epilepsy pp. 443-454

R.M. Yulmetyev, P. Hänggi, D.G. Yulmetyeva, S. Shimojo, E.V. Khusaenova, K. Watanabe and J. Bhattacharya

Fluctuation and synchronization of gait intervals and gait force profiles distinguish stages of Parkinson's disease pp. 455-465

Ronny Bartsch, Meir Plotnik, Jan W. Kantelhardt, Shlomo Havlin, Nir Giladi and Jeffrey M. Hausdorff

Traveling wave solutions of a reaction–diffusion model for bacterial growth pp. 466-472

M.B.A. Mansour

Will the leading firm continue to dominate the market in the Taiwan notebook industry? pp. 473-479

Hsiao-Ping Chu, Ming-Liang Yeh, Peter J. Sher and Yi-Chia Chiu

Downside Risk analysis applied to the Hedge Funds universe pp. 480-496

Josep Perelló

Statistical properties of daily ensemble variables in the Chinese stock markets pp. 497-506

Gao-Feng Gu and Wei-Xing Zhou

Toward a new modeling of international economics: An attempt to reformulate an international trade model based on real option theory pp. 507-512

Yasunori Fujita

Boltzmann distribution and market temperature pp. 513-518

H. Kleinert and X.J. Chen

Characterizing abrupt changes in the stock prices using a wavelet decomposition method pp. 519-526

Marco Antonio Leonel Caetano and Takashi Yoneyama

Random, but not so much a parameterization for the returns and correlation matrix of financial time series pp. 527-532

André C.R. Martins

Credit risk—A structural model with jumps and correlations pp. 533-569

Rudi Schäfer, Markus Sjölin, Andreas Sundin, Michal Wolanski and Thomas Guhr

Correlations in a Mozart's music score (K-73x) with palindromic and upside-down structure pp. 570-584

Leonardo Dagdug, Jose Alvarez-Ramirez, Carlos Lopez, Rodolfo Moreno and Enrique Hernandez-Lemus

Temporal–spatial diversities of long-range correlation for relative humidity over China pp. 585-594

Guangxing Lin, Xi Chen and Zuntao Fu

Application of a cellular automata model to the study of soil particle size distributions pp. 595-602

N. Prosperini and D. Perugini

Phase diagram of a traffic roundabout pp. 603-612

Ding-wei Huang

Passenger's fluctuation and chaos on ferryboats pp. 613-623

Takashi Nagatani

Evolution of cooperation among interacting individuals through molecular dynamics simulations pp. 624-630

Xiao-Bin Dai, Zhi-Yong Huang and Chen-Xu Wu

Evolutionary snowdrift game with an additional strategy in fully connected networks and regular lattices pp. 631-642

Li-Xin Zhong, Da-Fang Zheng, Bo Zheng, Chen Xu and P.M. Hui

Broad distributions from resource partitioning pp. 643-650

G. Malescio

Promotion of cooperation induced by the interplay between structure and game dynamics pp. 651-659

Feng Fu, Xiaojie Chen, Lianghuan Liu and Long Wang

Cellular automata for the spreading of technologies in socio-economic systems pp. 660-670

Ferenc Kun, Gergely Kocsis and János Farkas

Limits on relief through constrained exchange on random graphs pp. 671-676

Randall A. LaViolette, Lory A. Ellebracht and Charles J. Gieseler

Degree and wealth distribution in a network induced by wealth pp. 677-686

Gyemin Lee and Gwang Il Kim

Assortativity and act degree distribution of some collaboration networks pp. 687-702

Hui Chang, Bei-Bei Su, Yue-Ping Zhou and Da-Ren He

Synchronization criteria for a generalized complex delayed dynamical network model pp. 703-713

Lei Wang, Hua-ping Dai and You-xian Sun

Collective signaling behavior in a networked-oscillator model pp. 714-724

Z.-H. Liu and P.M. Hui

Direction coherence in scale-free lattices of chaotic maps pp. 725-732

C.A.S. Batista, A.M. Batista, S.E. de S. Pinto, R.L. Viana, S.R. Lopes and I.L. Caldas

Stabilization of a class of dynamical complex networks based on decentralized control pp. 733-744

Xian Liu, Jinzhi Wang and Lin Huang

Relationship between degree–rank distributions and degree distributions of complex networks pp. 745-752

Jun Wu, Yuejin Tan, Hongzhong Deng, Dazhi Zhu and Yan Chi

Entropy and HUHPM approach for complex networks pp. 753-762

Bi Qiao and Fang Jin-Qing

Random pseudofractal networks with competition pp. 763-772

Lei Wang, Hua-ping Dai and You-xian Sun

A highly clustered scale-free network evolved by random walking pp. 773-781

Qinghua Chen and Shenghui Chen

Semiclassical information from deformed and escort information measures pp. 782-796

F. Pennini, A. Plastino and G.L. Ferri

Quantum games entropy pp. 797-804

Esteban Guevara Hidalgo

Volume 383, issue 1, 2007

Frustration driven stock market dynamics: Leverage effect and asymmetry pp. 1-4

Peter Toke Heden Ahlgren, Mogens H. Jensen, Ingve Simonsen, Raul Donangelo and Kim Sneppen

Assessing symmetry of financial returns series pp. 5-9

H.F. Coronel-Brizio, A.R. Hernández-Montoya, R. Huerta-Quintanilla and M. Rodríguez-Achach

Yet on statistical properties of traded volume: Correlation and mutual information at different value magnitudes pp. 10-15

S.M. Duarte Queirós and L.G. Moyano

Correlation patterns of NIKKEI index constituents pp. 16-21

Katsuhiko Hayashi, Taisei Kaizoji and Lukáš Pichl

Persistence and financial markets pp. 22-27

S. Jain

Limit theorems in financial market models pp. 28-34

Koji Kuroda and Joshin Murai

True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence pp. 35-42

Ruipeng Liu, T. Di Matteo and Thomas Lux

Activity spectrum from waiting-time distribution pp. 43-48

Mauro Politi and Enrico Scalas

Fluctuations in time intervals of financial data from the view point of the Gini index pp. 49-53

Naoya Sazuka and Jun-ichi Inoue

On the origin of the Epps effect pp. 54-58

Bence Tóth and János Kertész

Stock market return distributions: From past to present pp. 59-64

S. Drożdż, M. Forczek, J. Kwapień, Oświe¸cimka, P. and R. Rak

Probability distribution function and multiscaling properties in the Korean stock market pp. 65-70

Kyoung Eun Lee and Jae Woo Lee

PID feedback controller used as a tactical asset allocation technique: The G.A.M. model pp. 71-78

G. Gandolfi, A. Sabatini and M. Rossolini

The uniqueness of firm size distribution function from tent-shaped growth rate distribution pp. 79-84

Atushi Ishikawa

Long-memory in an order-driven market pp. 85-89

Blake Lebaron and Ryuichi Yamamoto

Correlation of coming limit price with order book in stock markets pp. 90-95

Jun-ichi Maskawa

Correlation structures in short-term variabilities of stock indices and exchange rates pp. 96-101

Tomomichi Nakamura and Michael Small

Regional business cycle synchronization through expectations pp. 102-107

Tamotsu Onozaki, Tatsuo Yanagita, Taisei Kaizoji and Kazutaka Toyabe

What drives Hong Kong's residential property market—A Markov switching present value model pp. 108-114

Qin Xiao

Theoretical analysis of potential forces in markets pp. 115-119

Misako Takayasu, Takayuki Mizuno and Hideki Takayasu

A mathematical definition of the financial bubbles and crashes pp. 120-124

Kota Watanabe, Hideki Takayasu and Misako Takayasu

Adaptive use of technical indicators for the prediction of intra-day stock prices pp. 125-133

Mieko Tanaka-Yamawaki and Seiji Tokuoka

Networks of companies and branches in Poland pp. 134-138

Anna M. Chmiel, Julian Sienkiewicz, Krzysztof Suchecki and Janusz A. Hołyst

Deterministic factors of stock networks based on cross-correlation in financial market pp. 139-146

Cheoljun Eom, Gabjin Oh and Seunghwan Kim

Spectral and network methods in the analysis of correlation matrices of stock returns pp. 147-151

Tapio Heimo, Jari Saramäki, Jukka-Pekka Onnela and Kimmo Kaski

Spatial characteristics of joint application networks in Japanese patents pp. 152-157

Hiroyasu Inoue, Wataru Souma and Schumpeter Tamada

Do larger firms have more interfirm relationships? pp. 158-163

Yukiko Saito, Tsutomu Watanabe and Mitsuru Iwamura

Analysis of Japanese banks’ historical tree diagram pp. 164-168

Hiromichi Ueno, Takayuki Mizuno and Misako Takayasu