We study the interface of a recently introduced multilayer contact process. In this model the mean value n of the height of its interface depends on time t and on parameter p related with evaporation and deposition of particles (0⩽p⩽1). For p1cpp2c,n reaches finite non trivial values in the...

We present an analytical solution for the connectivity of a network model with a "non-simultaneous" linking scheme. Despite its simplicity, this model exhibits node-space correlations in the link distribution, and anomalous fluctuations behavior of the time series of the connectivity variable,...

We address the problem of portfolio optimization under the simplest coherent risk measure, i.e. the expected shortfall. As is well known, one can map this problem into a linear programming setting. For some values of the external parameters, when the available time series is too short, portfolio...

After a brief general overview of Monte Carlo computer simulations in statistical physics, special emphasis is placed on applications to phase transitions and critical phenomena. Here, standard simulations employing local update algorithms are severely hampered by the problem of critical slowing...

In this work we study scale invariant functions and stochastic Lévy models and we apply them to geophysical data. We show that a pattern arises from the scale invariance property and Lévy flight models that may be used to estimate parameters related to some major event–major earthquakes.

A suitably modified Wolff single-cluster Monte Carlo simulation has been performed to investigate the critical behavior of a two-dimensional Ising model with temperature-dependent annealed bond dilution, also known as the thermalized bond Ising model, which is intended to simulate the thermal...

Leverage is strongly related to liquidity in a market and lack of liquidity is considered a cause and/or consequence of the recent financial crisis. A repurchase agreement is a financial instrument where a security is sold simultaneously with an agreement to buy it back at a later date....

This work is devoted to the study of the Asian crisis of 1997, and its consequences on emerging markets. We have done so by means of a phase transition model. We have analyzed the crashes on leading indices of Hong Kong (HSI), Turkey (XU100), Mexico (MMX), Brazil (BOVESPA) and Argentina...

We write the exact renormalization-group recursion relations for nearest-neighbor ferromagnetic Ising models on Migdal–Kadanoff hierarchical lattices with a distribution of aperiodic exchange interactions according to a class of substitutional sequences. For small geometric fluctuations, the...

To assess the effect of randomness on the permeability of topologically disordered structures we study the percolation properties of a bond model on various random mosaics. The networks are efficiently generated by topological models which reproduce a wide range of naturally observed structures....