The complex structure of a typical stratus cloud base height (or profile) time series is analyzed with respect to the variability of its fluctuations and their correlations at all experimentally observed temporal scales. Due to the underlying processes that create these time series, they are...

Problems in economy and finance have started to attract the interest of statistical physicists. Fundamental problems pertain to the existence or not of long-, medium-, short-range power-law correlations in economic systems as well as to the presence of financial cycles. Methods like the extended...

The electrical properties of a 2D packed metallic pentagons have been studied. The electrical characterization of such metallic pentagon heaps, like i-V measurements, has been achieved. Two distinct regimes have been shown. They are separated by a transition line along which the system exhibits...

Co-authorship networks of neighbouring scientific disciplines, i.e. granular (G) media and networks (N) are studied in order to observe drastic structural changes in evolving networks. The data is taken from arXives. The system is described as coupled networks. By considering the...

We analyze the evolution of several financial indices before the crash of October 1987. The amplitude of the crash varies from one index to another. However, assuming that the crash is similar to a phase transition and particularly to a specific heat jump, we find that the crash amplitude can be...

The detrended fluctuation analysis (DFA) is used to sort out temporal correlations in financial data. Its usefulness for the investigations of long-range power-law correlations in economic sequences is shown. Our findings of persistent and antipersistent sequences are suprisingly similar to...