Non-Linear Fluctuations of Interfaces by the Voter Model and Stopping Times

نویسندگان

  • JUN WANG
  • QIUYUAN WANG
چکیده

Applying the theory of voter model and the theory of stopping time, we investigate the statistical properties of the fluctuations of interfaces model that defined from the voter model. We show that the probability distributions of the fluctuations, under some conditions, converge to the corresponding distribution of a geometric Brownian motion. Key-Words: Fluctuation; interface; voter model; stopping time; geometric Brownian motion

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

شبیه سازی ذره‌ای میرایی غیر خطی لانداؤ در پلاسمای برخوردی و غیر برخوردی

  In this article, non-linear Landau damping and generation of BGK mode in non-magnetized plasma are studied by using particle simulation. As plasma environment consists of electrons and ions, it is simulated by particle method and it is supposed that ions are considered as a motionless background. On the other hand, electron’s dynamic is obtained from solving Newton’s equation and the electron...

متن کامل

Analytical Valuation of Contingent Claims by Stochastic Interacting Systems for Stock Market

In the present paper, by applying the theory of stochastic processes and interacting particle systems and models, including stopping time theory and stochastic voter model, we model a financial stock price model that contains two types of investors, and we use this financial model to describe the behavior and fluctuations of a stock price process in a stock market. In the financial model, besid...

متن کامل

A new model for Physical flow optimization in the global automotive value chain (Case study: SIBA MOTOR Company)

Taking into account the economic capabilities, competitive advantages and environment dynamics, this research presents a new physical flow optimization model by considering payment period, time value of money and exchange rate fluctuations. Considering the actual circumstances of the current case study in the global value chain, a single-objective non-linear mathematical model is presented for ...

متن کامل

Setup times optimization with considering maintenance scheduling by using nonlinear modeling

The present paper, titled “optimizing the time of preparation, taking into account the timing of   repair and maintenance using non-linear modeling”, has been implemented with the aim of designing and presenting a mathematical model to get the best sequence of operations leading to minimum the total time of production. The main research question is related to the reduction of time and productio...

متن کامل

On the Predictability of Price Fluctuations in Tehran Stock Exchange A Correlation Dimension Estimation Approach

This paper employs a general non-linear analysis tool to analyse the nature of time series associated with the price (returns) of a particular company in Tehran Stock Exchange. It is shown that the behavior of the process associated with the price (returns) time-series of this company is weakly chaotic, and due to the non-random behavior of the process, short term prediction of stock price is p...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2008