We develop a criterion based on a brute-force algorithm to systematically determine optimal fitting regions for fluctuation functions in Detrended Fluctuation Analysis (DFA) and Multifractal Detrended Fluctuation Analysis (MF-DFA). We analyze and compare results with several artificially...

In this paper, we show that the pseudogap in the excitation spectra of high-Tc cuprates together with the impurity phase and charge inhomogeneity plays key roles in determining the essential features of their anomalous specific heat properties observed above Tc. We consider the doped cuprate...

A general statistical mechanical theory of fluid mixtures (liquid mixtures and gas mixtures) is developed based on the statistical mechanical expression of chemical potential of components in the grand canonical ensemble, which gives some new relationships between thermodynamic quantities...

The Fokker–Planck equation is studied through its relation to a Schrödinger-type equation. The advantage of this combination is that we can construct the probability distribution of the Fokker–Planck equation by using well-known solutions of the Schrödinger equation. By making use of such...

Stochastic volatility models have been widely studied and used in the financial world. The Heston model (Heston, 1993)  [7] is one of the best known models to deal with this issue. These stochastic volatility models are characterized by the fact that they explicitly depend on a correlation...

We discuss a Tsallis distribution with complex nonextensivity parameter q. In this case the usual distribution is decorated with a log-periodic oscillating factor (apparently, such oscillations can be seen in recently measured transverse momentum distributions in collisions at very high...

Mixed traffic without signal control is complicated. This paper proposes a pedestrian–vehicle cellular automata (CA) model to study the characteristics of the mixed traffic. The model includes two sub models. One is the pedestrian model, in which the heterogeneity is taken into consideration....

Quantum teleportation for continuous variables is treated by Non-Equilibrium Thermo Field Dynamics (NETFD), a canonical operator formalism for dissipative quantum systems, in order to study the effect of imperfect quantum entanglement on quantum communication. We used an entangled state...

The paper presents the results concerning a new problem of homogenization of the fluids filled with a random volume fraction of nanoparticles. We use a variety of probabilistic and statistical methods applied for numerical determination of the effective physical properties of different fluids...

We present the modification of natural visibility graph (NVG) algorithm used for the mapping of the time series to the complex networks (graphs). We propose the parametric natural visibility graph (PNVG) algorithm. The PNVG consists of NVG links, which satisfy an additional constraint determined...