Showing 1 - 10 of 12
While the Ising model on the Cayley tree has no spontaneous magnetization at nonzero temperatures in the thermodynamic limit, we show that finite systems of astronomical sizes remain magnetically ordered in a wide temperature range, if the symmetry is broken by fixing an arbitrary single (bulk...
Persistent link: https://www.econbiz.de/10011058340
In this work we present the first exact solution of a system of interacting particles with phase transitions of order higher than two. The presented analytical derivation shows that the Ising model on the Cayley tree exhibits a line of third order phase transition points, between temperatures...
Persistent link: https://www.econbiz.de/10011059813
We present a novel approach to pattern recognition, based on mapping of images onto a multidimensional parameter space defined by a long range interaction Ising model Hamiltonian. It is shown that different character patterns occupy mutually distant points within the n-dimensional space defined...
Persistent link: https://www.econbiz.de/10011064262
We examine statistical properties of a daily hot pixel time series recorded in Brazil during the period 1998–2006, using Multifractal Detrended Fluctuation Analysis (MF-DFA). We find that generalized scaling exponent h(q) is a decreasing function of q, indicating multifractal behavior of hot...
Persistent link: https://www.econbiz.de/10011057638
Owing to extremely slow decay of correlations, the limit H → 0 presents a poor approximation for the Ising model on the Sierpiński gasket. We present evidence of the competitive interplay between finite size scaling and thermodynamic scaling for this model, where both finite size and finite...
Persistent link: https://www.econbiz.de/10011062927
We investigate multifractal properties of daily price changes in currency rates using the multifractal detrended fluctuation analysis (MF-DFA). We analyze managed and independent floating currency rates in eight countries, and determine the changes in multifractal spectrum when transitioning...
Persistent link: https://www.econbiz.de/10011209654
We study auto-correlations and cross-correlations of daily price changes and daily volume changes of thirteen global stock market indices, using multifractal detrended fluctuation analysis (MF-DFA) and multifractal detrended cross-correlation analysis (MF-DXA). We find rather distinct...
Persistent link: https://www.econbiz.de/10011209718
We analyze correlations and cross-correlations in wind speed and solar radiation temporal series recorded at the Island Fernando de Noronha in northeastern Brazil, using Detrended fluctuation analysis (DFA) and Detrended cross-correlation analysis (DCCA). We find that both processes exhibit...
Persistent link: https://www.econbiz.de/10011194008
We investigate the auto-correlations and cross-correlations of the volatility time series in the Brazilian stock and commodity market, using the recently introduced Detrended Cross-Correlation Analysis. We find that the auto-correlations in stock volatilities are weaker than the...
Persistent link: https://www.econbiz.de/10011059479
In this work, we apply Detrended Fluctuation Analysis (DFA) to study the dynamics of electrical cortical activity in rats during the phenomenon of Cortical Spreading Depression (CSD), as well as the periods before and after this phenomenon. The characteristic of CSD is reduced electrical...
Persistent link: https://www.econbiz.de/10011061763