Related papers: Critical dynamics and global persistence exponent …
A `persistence exponent' $\theta$ is defined for nonequilibrium critical phenomena. It describes the probability, $p(t) \sim t^{-\theta}$, that the global order parameter has not changed sign in the time interval $t$ following a quench to…
The global persistence exponent $\theta_g$ is calculated for the two-dimensional Blume-Capel model following a quench to the critical point from both disordered states and such with small initial magnetizations. Estimates are obtained for…
In this work a three-states cellular automaton proposed to describe part of a biological immune system is revisited. We obtain the dynamic critical exponent $z$ of the model by means of a recent technique that mixes different initial…
The persistence exponent \theta for the global order parameter, M(t), of a system quenched from the disordered phase to its critical point describes the probability, p(t) \sim t^{-\theta}, that M(t) does not change sign in the time interval…
We investigate global persistence properties for the non-equilibrium critical dynamics of the randomly diluted Ising model. The disorder averaged persistence probability $\bar{{P}_c}(t)$ of the global magnetization is found to decay…
We present a relatively detailed analysis of the persistence probability distributions in financial dynamics. Compared with the auto-correlation function, the persistence probability distributions describe dynamic correlations non-local in…
We obtained the global persistence exponent $\theta_g$ for a continuous spin model on the simple cubic lattice with double-exchange interaction by using two different methods. First, we estimated the exponent $\theta_g$ by following the…
The scaling behaviour of the persistence probability in the critical dynamics is investigated with both the heat-bath and the Metropolis algorithm for the two-dimensional Ising model and Potts model. Special attention is drawn to the…
Numerically we simulate the short-time behaviour of the critical dynamics for the two dimensional Ising model and Potts model with an initial state of very high temperature and small magnetization. Critical initial increase of the…
Using a twisted nematic liquid crystal system exhibiting planar Ising model dynamics, we have measured the scaling exponent $\theta$ which characterizes the time evolution, $p(t) \sim t^{-\theta}$, of the probability p(t) that the local…
The local persistence R(t), defined as the proportion of the system still in its initial state at time t, is measured for the Bak--Sneppen model. For 1 and 2 dimensions, it is found that the decay of R(t) depends on one of two classes of…
Persistence is studied in a financial context by mapping the time evolution of the values of the shares quoted on the London Financial Times Stock Exchange 100 index (FTSE 100) onto Ising spins. By following the time dependence of the…
The conventional formal tool to detect effects of the financial persistence is in terms of the Hurst exponent. A typical corresponding result is that its value comes out close to 0.5, as characteristic for geometric Brownian motion, with at…
We perform non-linear analysis on stock market indices using time-dependent extended Tsallis statistics. Specifically, we evaluate the q-triplet for particular time periods with the purpose of demonstrating the temporal dependence of the…
We study the temporal fluctuations in time-dependent stock prices (both individual and composite) as a stochastic phenomenon using general techniques and methods of nonequilibrium statistical mechanics. In particular, we analyze stock price…
We investigate the short-time universal behavior of the two dimensional Ashkin-Teller model at the Baxter line by performing time-dependent Monte Carlo Simulations. First, as preparatory results, we obtain the critical parameters by…
We introduce a parameter $p$, called partial survival, in the persistence of stochastic processes and show that for smooth processes the persistence exponent $\theta(p)$ changes continuously with $p$, $\theta(0)$ being the usual persistence…
A phenomenological investigation of the endogenous and exogenous dynamics in the fluctuations of capital fluxes is investigated on the Chinese stock market using mean-variance analysis, fluctuation analysis and their generalizations to…
This article deals with the asymptotic behaviour as $t\to +\infty$ of the survival function $P[T > t],$ where $T$ is the first passage time above a non negative level of a random process starting from zero. In many cases of physical…
The spatial distribution of persistent (unvisited) sites in one dimensional $A+A\to\emptyset$ model is studied. The `empty interval distribution' $n(k,t)$, which is the probability that two consecutive persistent sites are separated by…