We test for departures from normal and independent and identically distributed (NIID) log returns, for log returns under the alternative hypothesis that are self-affine and either long-range dependent, or drawn randomly from an L-stable distribution with infinite higher-order moments. The finite...

The problem of effusion is studied using Monte Carlo simulations and scaling analysis. Particles confined to the interior of a container undergo a random walk with step size δ. If a hole is opened in one of the container walls, an outgoing diffusive current of particles will exit through it....

We investigate the time evolution of the roughness of Kadar–Parisi–Zhang (KPZ) equation in (2+1) dimensions. Scaling behavior of the roughness is analyzed from scale transformations and the scaling function is obtained from numerical simulations.

We briefly review recent work on universal finite-size scaling functions (UFSSFs) and quantities in percolation models. The topics under discussion include: (a) UFSSFs for the existence probability (also called crossing probability) Ep, the percolation probability P, and the probability Wn of...

We elucidate the statistical mechanical properties of the approval rating time series of several governments from the social dynamics of complex systems and sociophysics points of view. We find that the distribution of approval rating volatility shows exponential independently on nations....

Bacterial species Bacillus subtilis is known to exhibit various colony patterns, depending on the substrate softness and nutrient concentration. We have examined the self-affinity and roughness exponent α for growing interfaces of colonies which belong to regions B (Eden-like) and D (disk-like)...

Multifractal properties of the energy time series of short α-helix structures, specifically from a polyalanine family, are investigated through the MF-DFA technique (multifractal detrended fluctuation analysis). Estimates for the generalized Hurst exponent h(q) and its associated multifractal...

We study the time series of the total energy of polypeptides and proteins. These time series were generated by molecular dynamics methods and analyzed by applying detrended fluctuation analysis to estimate the long-range power-law correlation, i.e. to measure scaling exponents α. Such...

Scaling behavior of a self-affine fractal interface is examined in fracture lines deduced in cement blocks, approximately 5 cm × 20 cm × 41 cm. Ecah fracture line generated is scanned and digitized to obtain the interface height h(x) as a function of position x. From this, the interface with...