Random Walk Approach to Simple Evolution Model
نویسنده
چکیده
The dynamics of the avalanche width in the evolution model is described using a random walk picture. In this approach the critical exponents for avalanche distribution, τ , and avalanche average time, γ, are found to be the same as in the previous mean field approximation but SOC appear at λ critical = 2/3, which is very close to numerical value. A continuous time random walk is studied numerically as a possible way to reconstruct in simpler concepts the evolution model.
منابع مشابه
A Fuzzy Random Walk Technique to Forecasting Volatility of Iran Stock Exchange Index
Study of volatility has been considered by the academics and decision makers dur-ing two last decades. First since the volatility has been a risk criterion it has been used by many decision makers and activists in capital market. Over the years it has been of more importance because of the effect of volatility on economy and capital markets stability for stocks, bonds, and foreign exchange mark...
متن کاملExcited Random Walk in Three Dimensions Has Positive Speed
Excited random walk is a model of a random walk on Z which, whenever it encounters a new vertex it receives a push toward a specific direction, call it the “right”, while when it reaches a vertex it “already knows”, it performs a simple random walk. This model has been suggested in [BW] and had since got lots of attention, see [V, Z]. The reason for the interest is that it is situated very natu...
متن کاملTesting Weak-Form Efficient Capital Market Case Study: TSE and DJUS Indices
The present study investigated weak-form market information efficiency in Tehran security exchange (TSE) as an emerging market and in Dow Jones United States security exchange (DJUS) as a developed market based on random walk model. In each market, the random walk model was examined using daily and monthly returns of a set of indices. The results of the parametric and non-parametric tests indic...
متن کاملEvolution of model proteins on a foldability landscape.
We model the evolution of simple lattice proteins as a random walk in a fitness landscape, where the fitness represents the ability of the protein to fold. At higher selective pressure, the evolutionary trajectories are confined to neutral networks where the native structure is conserved and the dynamics are non self-averaging and nonexponential. The optimizability of the corresponding native s...
متن کاملUniversality of Zipf’s Law
We introduce a simple and generic model that reproduces Zipf’s law. By regarding the time evolution of the model as a random walk in the logarithmic scale, we explain theoretically why this model reproduces Zipf’s law. The explanation shows that the behavior of the model is very robust and universal.
متن کامل