We consider the role of finite size effects on the value of the effective Hurst exponent H . This problem is motivated by the properties of the high frequency daily stock-prices. For a finite size random walk we derive some exact results based on Spitzer’s identity. The conclusion is that finite size effects strongly enhance the value of H and the convergency to the asymptotic value (H = 1/2) i...

An early (and influential) scaling relation in the multifractal theory of diffusion limited aggregation (DLA) is the Turkevich-Scher conjecture that relates the exponent alpha(min) that characterizes the "hottest" region of the harmonic measure and the fractal dimension D of the cluster, i.e., D=1+alpha(min). Due to lack of accurate direct measurements of both D and alpha(min), this conjecture ...

The results of kinetic Monte Carlo simulations of epitaxial growth on fcc~100! and bcc~100! surfaces in which the correct crystal geometry is taken into account are reported. The existence of downward funneling to fourfold hollow sites leads to a downward current for large angles and to angle selection as observed in a variety of experiments. We have used our model to simulate Fe/Fe~100! deposi...

Loynes’ distribution, which characterizes the one dimensional marginal of the stationary solution to Lindley’s recursion, possesses an ultimately exponential tail for a large class of increment processes. If one can observe increments but does not know their probabilistic properties, what are the statistical limits of estimating the tail exponent of Loynes’ distribution? We conjecture that in b...

different discrete models of population dynamics of certain insects have been investigated under various feasible conditions within the framework of nonlinear dynamics. evolutionary phenomena are discussed through bifurcation analysis leading to chaos. some tools of nonlinear dynamics, such as lyapunov characteristic exponents (lce), lyapunov numbers, correlation dimension, etc. are calculated ...

‎given an integer $n$‎, ‎we denote by $mathfrak b_n$ and $mathfrak c_n$ the classes of all groups $g$ for which the map $phi_{n}:gmapsto g^n$ is a monomorphism and an epimorphism of $g$‎, ‎respectively‎. ‎in this paper we give a characterization for groups in $mathfrak b_n$ and for groups in $mathfrak c_n$‎. ‎we also obtain an arithmetic description of the set of all integers $n$ such that a gr...

An ðm; u; k; lÞ relative difference set (RDS) in a group G relative to a subgroup U of order u and index m is a k-element subset R of G such that every element of g 2 G=U has exactly l representations g 1⁄4 r1r 1 2 with r1; r2 2 R and no identity element of U has such a representation. The subgroup U is often called the forbidden subgroup. If k 1⁄4 ul; then the RDS is called semiregular and its...