This study investigates long-range power-law correlations in US, UK, Japanese, German, French and Spanish stock markets using daily data and applying a recently developed residual analysis termed detrended /uctuation analysis (DFA). We quantify correlations for the returns, absolute value of returns and square of returns. The results show that there is little evidence of long-range correlations...

A second-order accurate cell-vertex nite volume/ nite element hybrid scheme is proposed. A nite volume method is used for the hyperbolic stress equations and a nite element method for the balance equations. The nite volume implementation incorporates the recent advancement on uctuation distribution schemes for advection equations. Accuracy results are presented for a pure convection problem, fo...

We test a theory presented previously to account for the turbulent transport of magnetic uctuation energy in the solar wind and the related dissipation and heating of the ambient ion population. This theory accounts for the injection of magnetic energy through the damping of large-scale ow gradients such as wind shear and compression, and incorporates the injection of magnetic energy due to wav...

Recently we have shown that the reduction of the Carruthers-Nieto symmetric quantum phase uctuation parameter (U) with respect to its coherent state value corresponds to an antibunched state, but the converse is not true. Consequently reduction of U is a stronger criterion of nonclassicality than the lowest order antibunching. Here we have studied the possibilities of reduction of U in intermed...

In this short paper, we show how uctuation identities for Lévy processes with no positive jumps yield the distribution of the present value of dividend payments until ruin in a Lévy insurance risk model with a dividend barrier.

I study a model of portfolio choice over the life-cycle incorporating a transactions need of using monetary assets (MA), …xed costs of participation in non-monetary assets (NMFA) markets, and a realistics ‡uctuation of the return spread (the “opportunity cost”of holding MA). I estimate model parameters to match age pro…les of portfolio positions and market participation in a dataset consisting ...

In the last decades, rice yields in South Asian countries grew tremendously in one hand and a noticeable yield fluctuation on the other. The objective of this study was to examine the rice yield distributions, estimate yield risks at country level, and compare risks between five countries namely Afghanistan, Bangladesh, Nepal, Sri Lanka, and Pakistan. Anderson Darling (AD) test was applied to t...

Himalayas, are among the areas most vulnerable to global warming, however, little is knownabout warming impacts on the crops. Therefore, the actual affects of anticipated warming onwinter wheat were tested in Tibet, China. During the period 1988-2012, Tibet region hasexperienced a large increase in daily mean, minimum and maximum temperatures during wheatgrowing seasons by 0.50, 0.67 and 0.51 o...

Signal kanban production control systems are often used in manufacturing systems with signiicant setup times where more conventional kanban systems are inappropriate. This paper analyzes signal kanban systems under demands with bounded uctuation. It is shown that such systems are stable in the sense that cumulative demand at any time trails cumulative demand by no more than a constant. We deter...

Quantum e ects on the retrieval quality of image restoration and error-correcting codes are investigated from statistical mechanical point of view. We introduce the transverse eld as a quantum uctuation into the Hamiltonian and adjust this to the optimal value so that the overlap takes its maximum. Our main goal is to investigate to what extent the quality is improved by the quantum uctuation i...