Showing 1 - 10 of 41
This paper introduces the truncator map as a dynamical system on the space of configurations of an interacting particle system. We represent the symbolic dynamics generated by this system as a non-commutative algebra and classify its periodic orbits using properties of endomorphisms of the...
Persistent link: https://www.econbiz.de/10010874844
The yuan-dollar returns prior to the 2005 revaluation show a Sierpinski triangle in an iterated function system clumpiness test. Yet the fractal vanishes after the revaluation. The Sierpinski commonly emerges in the chaos game, where randomness coexists with deterministic rules (M.F. Barnsley,...
Persistent link: https://www.econbiz.de/10010590699
This work presents a novel method of reconstructing some relevant characteristics of exchange rate time series by the superposition of two components: a mostly deterministic one, the chaos game as expressed by the Yuan/USD exchange rate and a purely stochastic one, Gaussian white noise. We...
Persistent link: https://www.econbiz.de/10010591801
Experiment on mechanical strength of porous trabecular bone shows power law dependence on the density of the structure. Physical structure and mechanical properties of the trabecular network are modelled here with a fractal lattice network of elastic springs having a strain based fracture...
Persistent link: https://www.econbiz.de/10010871943
The asset size distribution of US banks is viewed as the result of a scale-free coagulation process. When two banks merge, the assets of the combined institution equals the sum of the assets of the constituent banks. Analysis of the Smoluchowski coagulation equation suggests the emergence of a...
Persistent link: https://www.econbiz.de/10010872190
A comparable statistical analysis for the currency exchange rates of the countries with transition economies has been made. Self-criticality has been demonstrated and studied. Non-linear effect for self-criticality indexes has been demonstrated. All effects are essentially nonlinear and differ...
Persistent link: https://www.econbiz.de/10010872735
This paper presents an empirical investigation of scaling and multifractal properties of US Dollar–Deutschemark (USD–DEM) returns. The data set is ten years of 5-min returns. The cumulative return distributions of positive and negative tails at different time intervals are linear in the...
Persistent link: https://www.econbiz.de/10010872935
Self-similar properties of the biopolymer backbones in the ribosome are investigated in terms of the fractal dimension. We especially estimate the chain fractal and capacity dimensions of the ribosomal RNAs and proteins, which are constituents of the ribosome. The fractal dimensions of both...
Persistent link: https://www.econbiz.de/10010873848
We explore the correlation-structure of a large class of random processes, driven by non-Gaussian Lévy noise sources with possibly infinite variances. Examples of such processes include Lévy motions, Lévy-driven Ornstein–Uhlenbeck motions, Lévy-driven moving-average processes, fractional...
Persistent link: https://www.econbiz.de/10010874022
Despite their diverse origin, networks of large real-world systems reveal a number of common properties including small-world phenomena, scale-free degree distributions and modularity. Recently, network self-similarity as a natural outcome of the evolution of real-world systems has also...
Persistent link: https://www.econbiz.de/10011057062