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 376, issue C, 2007

Correlation cascades of Lévy-driven random processes pp. 1-26: Iddo Eliazar and Joseph Klafter
Reversible adsorption on a random site surface pp. 27-37: C. Oleyar and J. Talbot
Rheological properties of ferrofluids with drop-like aggregates pp. 38-50: A.Yu. Zubarev and L.Yu. Iskakova
Suspensions of rigid spherical particles in polymeric solutions pp. 51-74: V. Zmievski, M. Grmela and M. Bousmina
First-order Chapman–Enskog velocity distribution function in a granular gas pp. 75-93: José María Montanero, Andrés Santos and Vicente Garzó
Modified Sonine approximation for the Navier–Stokes transport coefficients of a granular gas pp. 94-107: Vicente Garzó, Andrés Santos and José María Montanero
Island coarsening in one-dimensional models with partially and completely reversible aggregation pp. 108-116: Anna Chame and F.D.A. Aarão Reis
Discretization errors in particle tracking pp. 117-132: G. Carmon, N. Mamman and M. Feingold
Measurement of time-dependent fractal dimension for time series of silicon content in pig iron pp. 133-138: Zhi-Min Zhou
Autoregressive spectral analysis based on statistical autocorrelation pp. 139-146: Minghui Hu and Huihe Shao
Is the classical autocorrelation function appropriate for spatial signals defined on fractal supports? pp. 147-157: Jun Li and Fahima Nekka
Revisiting sample entropy analysis pp. 158-164: R.B. Govindan, J.D. Wilson, H. Eswaran, C.L. Lowery and H. Preißl
Isotropy properties of the multi-step Markov symbolic sequences pp. 165-172: S.S. Apostolov, Z.A. Mayzelis, O.V. Usatenko and V.A. Yampol'skii
Binary modulated signal detection in a bistable receiver with stochastic resonance pp. 173-190: Fabing Duan and Derek Abbott
Stochastic resonance in a periodically driven linear system with multiplicative and periodically modulated additive white noises pp. 191-198: Li Cao and Da-Jin Wu
Optimal range of a nonlocal kernel for stochastic resonance in extended systems pp. 199-207: B. von Haeften and H.S. Wio
Speed shift in reaction–diffusion equations with cutoff pp. 208-214: E.P. Zemskov and V. Méndez
Greatly enhancing the modeling accuracy for distributed parameter systems by nonlinear time/space separation pp. 215-222: Hai-Tao Zhang, Chen-Kun Qi, Tao Zhou and Han-Xiong Li
Homoclinic bifurcation and chaos in Duffing oscillator driven by an amplitude-modulated force pp. 223-236: V. Ravichandran, V. Chinnathambi and S. Rajasekar
Fractional oscillator driven by a Gaussian noise pp. 237-245: A.D. Drozdov
Chaos in the sense of Li–Yorke in coupled map lattices pp. 246-252: Chuanjun Tian and Guanrong Chen
Adaptive synchronization between two different noise-perturbed chaotic systems with fully unknown parameters pp. 253-265: Yonghui Sun and Jinde Cao
Multifractal fluctuations in the survival probability of an open quantum system pp. 266-274: Angelo Facchini, Sandro Wimberger and Andrea Tomadin
A note on the generation of displaced number states pp. 275-278: J.M.C. Malbouisson, B. Baseia and A.T. Avelar
Fluctuations, correlations and the nonextensivity pp. 279-288: G. Wilk and Z. Włodarczyk
Irreversible entropy variation and the problem of the trend to equilibrium pp. 289-292: Umberto Lucia
Thermal statistical ensembles of black holes pp. 293-307: C. Chevalier, M. Bustamante and F. Debbasch
The critical ensemble: An efficient simulation of a macroscopic system at the critical point pp. 308-318: N.G. Antoniou, F.K. Diakonos, E.N. Saridakis and G.A. Tsolias
Diffusion model for the treeing process of electrodeposition experiments pp. 319-326: A.L. Pastore y Piontti, C.E. La Rocca and L.A. Braunstein
The effect of the number of simulations on the exponents obtained by finite-size scaling relations for the seven-dimensional Ising model on the Creutz cellular automaton pp. 327-336: Z. Merdan and D. Atille
The phase diagram of a bilayer Ising model pp. 337-350: E. Sloutskin and M. Gitterman
Multifractality in rotational percolation models pp. 351-360: Santanu Sinha and S.B. Santra
Dislocations in cubic crystals described by discrete models pp. 361-377: L.L. Bonilla, A. Carpio and I. Plans
Evolution of biodiversity and sympatric speciation through competition in a unimodal distribution of resources pp. 378-386: E. Brigatti, J.S. Sá Martins and I. Roditi
Characteristics of blood vessels forming “sausages-on-a-string” patterns during hypertension pp. 387-393: Ulrik Ravnsborg Beierholm, Jens Christian Brings Jacobsen, Niels-Henrik Holstein-Rathlou and Preben Alstrøm
The dynamics of inter-residue distances in bovine pancreatic trypsin inhibitor pp. 394-400: Wael I. Karain, Basem Ajarmah and Nael I. Qaraeen
Estimation of ApEn for short-term HFECG based on multi-resolution analysis pp. 401-408: Yinlin Xu, Xiaofei Ma and Xinbao Ning
Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen pp. 409-421: Jonathan Batten and Peter Szilagyi
Testing for contagion under asymmetric dynamics: Evidence from the stock markets between US and Taiwan pp. 422-432: Kuan Min Wang and Thanh-Binh Nguyen Thi
Are stock prices too volatile to be justified by the dividend discount model? pp. 433-444: Levent Akdeniz, Aslihan Salih and Süleyman Tuluğ Ok
Ranking market efficiency for stock markets: A nonlinear perspective pp. 445-454: Kian-Ping Lim
The evolution of interdependence in world equity markets—Evidence from minimum spanning trees pp. 455-466: Ricardo Coelho, Claire G. Gilmore, Brian Lucey, Peter Richmond and Stefan Hutzler
Trading strategies in the Italian interbank market pp. 467-479: Giulia Iori, Roberto Renò, Giulia De Masi and Guido Caldarelli
Non-Poisson intermittent events in price formation in a Ising spin model of market pp. 480-486: Antonella Greco, Vincenzo Carbone and Luca Sorriso-Valvo
Recurrence quantification analysis and state space divergence reconstruction for financial time series analysis pp. 487-499: Fernanda Strozzi, José-Manuel Zaldívar and Joseph P. Zbilut
On the gap between an empirical distribution and an exponential distribution of waiting times for price changes in a financial market pp. 500-506: Naoya Sazuka
Virtual volatility pp. 507-516: A. Christian Silva and Richard E. Prange
Dynamical stochastic processes of returns in financial markets pp. 517-524: Gyuchang Lim, SooYong Kim, Seong-Min Yoon, Jae-Won Jung and Kyungsik Kim
Dynamical structures of high-frequency financial data pp. 525-531: Kyungsik Kim, Seong-Min Yoon, SooYong Kim, Ki-Ho Chang, Yup Kim and Sang Hoon Kang
A non-Gaussian approach to risk measures pp. 532-542: Giacomo Bormetti, Enrica Cisana, Guido Montagna and Oreste Nicrosini
Empirical evaluation of the market price of risk using the CIR model pp. 543-554: M. Bernaschi, L. Torosantucci and A. Uboldi
Cross correlations in an emerging market financial data pp. 555-564: Sadık Çukur, Mehmet Eryigit and Resul Eryiğit
The stability of electricity prices: Estimation and inference of the Lyapunov exponents pp. 565-572: Mikael Bask, Tung Liu and Anna Widerberg
Market behaviors and dynamic evolution on heterogeneous agent clusters pp. 573-578: Linrong Dong
Dynamics of the world terror and the war in Iraq pp. 579-595: Güngör Gündüz
Identifying spatial clustering phenomena in forest-fire sequences pp. 596-600: Devis Tuia, Rosa Lasaponara, Luciano Telesca and Mikail Kanevski
The fatigue of high office pp. 601-608: Jeremy Ramsden and Deven Naran
Bit-strings and other modifications of Viviane model for language competition pp. 609-616: P.M.C. de Oliveira, D. Stauffer, F.W.S. Lima, A.O. Sousa, C. Schulze and S. Moss de Oliveira
Traffic congestion and dispersion in Hurricane evacuation pp. 617-627: Katsunori Tanaka, Takashi Nagatani and Hirotoshi Hanaura
A force model for single-line traffic pp. 628-640: J.W. Zhang, Y. Zou and L. Ge
Traffic dispersion and its mapping to one-sided ballistic deposition pp. 641-648: Takashi Nagatani
A new overtaking model and numerical tests pp. 649-657: T.Q. Tang, Hai-Jun Huang, S.C. Wong and X.Y. Xu
A packet routing method for complex networks by a stochastic neural network pp. 658-672: Takayuki Kimura, Hiroyuki Nakajima and Tohru Ikeguchi
A growth model of community graph with a degree distribution consisting of two distinct parts pp. 673-678: Kenichi Nakazato and Takaya Arita
Scale-free property of complex ad hoc networks with accelerated growth pp. 679-686: Sen Qin, Guanzhong Dai, Lin Wang and Ming Fan
Asymmetry between odd and even node weight in complex networks pp. 687-691: Liang Gao, Jinshan Zhao, Zengru Di and Dahui Wang
Generation of scale-free networks using a simple preferential-rewiring dynamics pp. 692-698: Suhan Ree
Propagation of confidential information on scale-free networks pp. 699-707: Kosmas Kosmidis and Armin Bunde
The structure of weighted small-world networks pp. 708-718: Wenyuan Li, Yongjing Lin and Ying Liu
Properties of asymmetrical evolving networks pp. 719-724: Jian-Feng Zheng, Zi-You Gao and Hui Zhao
Delay estimation in a two-node acyclic network pp. 725-737: Radhakrishnan Nagarajan
Structure of the cross-talk collaboration network of China pp. 738-746: Xinping Xu, Li Yang and Feng Liu
A study on some urban bus transport networks pp. 747-754: Yong-Zhou Chen, Nan Li and Da-Ren He

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