close
1.

図書

図書
Rosario N. Mantegna, H. Eugene Stanley
出版情報: Cambridge, U.K. : Cambridge University Press, 2000  ix, 148 p. ; 26 cm
所蔵情報: loading…
目次情報: 続きを見る
Preface
Introduction / 1:
Efficient market hypothesis / 2:
Random walk / 3:
Lévy stochastic processes and limit theorems / 4:
Scales in financial data / 5:
Stationarity and time correlation / 6:
Time correlation in financial time series / 7:
Stochastic models of price dynamics / 8:
Scaling and its breakdown / 9:
ARCH and GARCH processes / 10:
Financial markets and turbulence / 11:
Correlation and anti-correlation between stocks / 12:
Taxonomy of a stock portfolio / 13:
Options in idealized markets / 14:
Options in real markets / 15:
Notation guide / Appendix A:
Martingales / Appendix B:
References
Index
LFvy stochastic processes and limit theorems
Preface
Introduction / 1:
Efficient market hypothesis / 2:
2.

図書

図書
edited by V.V. Brazhkin ... [et al.]
出版情報: Dordrecht : Kluwer Academic Pub., c2002  xix, 649 p. ; 25 cm
シリーズ名: NATO science series ; Sub-series II, Mathematics, physics and chemistry ; v. 81
所蔵情報: loading…
目次情報: 続きを見る
Preface
Dedication
New Phase Transitions: General Properties / Part I:
The search for phase transitions in liquids: A personal account / Sergei M. Stishov
New types of phase transitions: Phenomenology, concepts and terminology / V. V. Brazhkin ; A. G. Lyapin ; S. V. Popova ; R. N. Voloshin
Cooperative disordering phase transitions / C. Austen Angell ; Steve Borick
Beyond fluid-fluid separation / M. A. Anisimov
Liquid Polymorphism in yttrium-aluminate liquids / Martin C. Wilding ; Paul F. Mcmillan
The inherent states of glassy systems and granular media / Antonio Coniglio ; Annalisa Fierro ; Mario Nicodemi
The liquid-vapor transition of mercury / Friedrich Hensel
Double-step potential models of fluids / S.V. Buldyrev ; G. Franzese ; N. Giovambattista ; G. Malescio ; M.R. Sadr-Lahijany ; A. Scala ; A. Skibinsky ; H.E. Stanley
Kinetic slowing down in liquid water / Masaki Sasai
A phase transition induced by water reorientation at electrode interfaces / L. Blum ; Dale A. Huckaby
Master equation approach to configurational kinetics of non-equilibrium alloys / K. D. Belashchenko ; I. R. Pankratov ; G. D. Samolyuk ; V. G. Vaks
Transitions in Liquids / Part II:
Interrelationship of polyamorphism and the fragile-to-strong transition in liquid silica / Ivan Saika-Voivod ; Peter H. Poole ; Francesco Sciortino
In-situ observation of a liquid-liquid transition in phosphorus / Y. Katayama
Insulator-metal transitions in fluids and the Coulomb critical points / A. A. Likalter
From liquid to amorphous germanium by molecular dynamics / J. K. Bording ; J. E. Tibballs ; J. Tafto
Smeared first-order phase transition in melts / Yu. S. Tver'yanovich ; V. L. Ugolkov
Equilibrium structural model for liquid water / S. R. Dillon ; R. C. Dougherty
Transitions in liquids: Examples and open questions
Behaviors of liquid carbon at high pressure / M. Togaya
Structural changes across phase transitions in disordered systems / P. Jovari ; L. Pusztai
Pressure-induced transformations in fluid iodine / P. Postorino ; M. Gerunda ; A. Congeduti ; D. Antonangeli
Pressure-temperature phase diagrams of Se and S in terms of the Patashinski model / L. Son ; G. Rusakov ; N. Katkov
Water and Amorphous Ice / Part III:
Unsolved problems of liquid water / H. E. Stanley ; S. V. Buldyrev ; E. La Nave ; F. Sciortino ; F.W. Starr
High-density amorphous ice and its phase transition to ice XII / I. Kohl ; T. Loerting ; C. Salzmann ; E. Mayer ; A. Hallbrucker
Structure and dynamics of confined water / Marie-Claire Bellissent-Funel
Neutron diffraction study of water polymorphism / M. A. Ricci ; A. K. Soper
Liquid-vapour phase diagrams of water in nanopores / I. Brovchenko ; A. Geiger ; A. Oleinikova
Relaxations in supercooled confined water / P. Gallo
Transformations, dynamics, and structures of amorphous ices / D. D. Klug ; J. S. Tse ; V. Shpakov ; C. A. Tulk ; I. Swainson ; E.C. Svensson ; C.-K. Loong
Pure water structure and hydration forces for protein folding / Teresa Head-Gordon ; Greg Hura ; Jon M. Sorenson ; Robert M. Glaeser
Dynamic properties of stretched water / P. A. Netz ; F. W. Starr ; M. C. Barbosa
Computer simulation of supercooled water and amorphous ices / G. G. Malenkov
Glasses and Amorphous Solids / Part IV:
Amorphous-amorphous phase transitions in group-IV semiconductors / P. C. Kelires
Kinetics and non-ergodic nature of amorphous-amorphous transformations under pressure / E. L. Gromnitskaya ; V.V. Mukhamadiarov ; O.V. Stal'gorova ; O.B. Tsiok
Phase relations for water and ice in confined geometry / John Dore ; Beau Webber ; Peter Behrens ; Christian Haggenmuller ; Dan Montague
Energy landscapes and amorphous-amorphous transitions / Daniel J. Lacks
Localized low-energy excitations in glasses / V. Hizhnyakov ; J. Kikas ; An. Kuznetsov ; A. Laisaar ; A. Suisalu
Amorphous pressure-induced alloys / V. F. Degtyareva
Puzzles / Part V:
Monte Carlo study of the dynamic and static glass transitions in the 10-state Potts glass / C. Brangian ; W. Kob ; K. Binder
Transitions in simple liquids: Correlation function approach / V. N. Ryzhov ; E. E. Tareyeva
Phase transitions induced or suppressed by confinement / Jacqueline Quintana ; Alberto Robledo
Free energy for liquids out of equilibrium
Water and ice in quasi-two-dimensional geometries / K. Koga
Fragility, configurational entropy, and the energy landscape of glass-for-ming liquids / Srikanth Sastry
Thermodynamics of liquids and glasses / Robin J. Speedy
Landscape of water dynamics and chemical reactions / I. Ohmine ; M. Matsumoto ; S. Saito ; A. Baba ; Y. Yonekura ; S. Ogasawara ; H. Inagaki ; C. Kobayashi
Polyanions In crystalline, plastic and molten phases of Zintl compounds / Jurgen Hafner
Low temperature properties of a spin model with varying ferromagnetic and antiferromagnetic couplings / Chin-Kun Hu
Index
Preface
Dedication
New Phase Transitions: General Properties / Part I:
3.

図書

図書
editor Michio Tokuyama, H. Eugene Stanley
出版情報: Melville, N.Y. : American Institute of Physics, c2000  xix, 800 p. ; 25cm
シリーズ名: AIP conference proceedings ; no. 519
所蔵情報: loading…
目次情報: 続きを見る
Preface
Organization of Conference
Invited Speakers
Group Photograph
Complex Systems / I.:
The Glass Transition in Binary Mixtures of Hard Colloidal Spheres / S. R. Williams ; W. van Megen
Theoretical Problems in the Crystallization of Hard Sphere Colloidal Particles / R. Wild ; P. Harrowell
Slow Dynamics of Supercooled Colloidal Fluids: Spatial Heterogeneities and Nonequilibrium Density Fluctuations / M. Tokuyama
Multidimensional Solid State NMR Studies of Complex Dynamics in Polymers / H. W. Spiess
Dynamical Behaviour in the Nonlinear Rheology of Surfactant Solutions / R. Bandyopadhyay ; A. K. Sood
Viscoelastic Model of Phase Separation: From Polymer Solutions to Colloidal Suspensions / H. Tanaka
Relaxation Behaviour of Polymers Through the Study of Oligomer Model Compounds / T. A. Ezquerra
Phase Behavior of Gradient Copolymers / A. Aksimentiev ; R. Holyst
When Does "Like" Like "Like"? How Does the Repulsion-Only Assumption Fail? / N. Ise
Long-Range Attraction in Systems of Like-Charged Particles / B. V. R. Tata
Liquid-Glass Transition in Charge-Stabilized Colloidal Dispersions / S. K. Lai ; G. F. Wang ; W. P. Peng
Statistical Physics of Polymer Networks / S. Panyukov
Probing the Viscous Boundary Layer by Measuring Temperature Fluctuations in Turbulent Rayleigh-Benard Convection / K. Q. Xia ; S. Q. Zhou
In-Plane Polar Structure in 2D Liquid Crystalline Monolayers Probed by Optical Second Harmonic Generation Spectroscopy / Y. Tabe ; H. Yokoyama
Phase Transitions in Soft Matter Systems / H. Lowen ; M. Watzlawek ; C. N. Likos ; M. Schmidt ; A. Jusufi ; H. Graf ; A. R. Denton ; C. von Ferber
Dynamics and Rheology of a Supercooled Polymer Melt / R. Yamamoto ; A. Onuki
Real-Time Observation of Gelation and Vitrification / M. Shibayama ; S. Ozeki ; T. Norisuye
Differences in the Thermal and Viscoelastic Properties of Bulk and Non-bulk Glass-Forming Metallic Alloys / D. N. Perera ; A. P. Tsai
Inhomogeneity in Dehydrated NIPA/SA Gel / K. Hara ; M. Sugiyama ; S. Kuwajima ; Y. Soejima ; A. Nakamura ; T. Kikukawa ; N. Hiramatsu ; A. Suzuki
A Study of Temperature Dependent [epsilon]" ([omega]) in Amorphous Ferroelectrics: Mode Coupling Theory Analysis / Y. H. Hwang ; S. Kim ; J. Oh
Coexistence of Capillary and Elastic Surface Waves at the Gelation Point of Tungstic Acid / H. Okabe ; K. Kuboyama ; S. Kai
Structural Study of Microcrystalline Cellulose in Aqueous Suspension / H. Iijima
Long-Ranged Attraction between Like-Charged Metal Balls Spread on a Dielectric Surface / J. Chakrabarti
Spatial Structure of Granular Flow through a Pipe / A. Nakahara
Experimental and Computational Investigations of the Fractal Pattern Formation in the Metal/Semiconductor Bilayer Films / T. Koyama ; M. Doi
Photonic Band Structure of Colloidal Crystals / J. Yamanaka ; T. Hashimoto ; M. Yonese
Membrane Undulations in Complex Fluids Involving Amphiphiles / T. Takeda ; Y. Kawabata ; H. Seto ; S. K. Ghosh ; S. Komura ; M. Nagao
Neutron Spin Echo Study on the Effects of Temperature and Pressure in a Ternary Complex Fluid System
Thermal Properties of the Ionized Thermosensitive Gels: A Differential Scanning Calorimetric Study / H. Kawasaki ; S. Sasaki ; H. Maeda
Enthalpy Relaxation of Homogeneous Polystyrene/Poly(2-Chloro Styrene) Blends Measured by Differential Scanning Calorimetry / M. Takahashi ; D. Orino ; M. Saito ; H. Kobayashi ; K. Kajiwara ; H. Matsuda
Deformation of Smectic-A Domains in an Isotropic Phase Induced by Electric-Field Application / M. Todorokihara ; H. Naito
Structural Analysis of Cellulose Hydrogel by Small-Angle and Ultra-Small-Angle X-Ray Scattering / H. Ando ; T. Konishi ; H. Saga ; H. Saito
Orientational Distribution of Colloidal Microcrystals Studied by Two-Dimensional Ultra-Small-Angle X-Ray Scattering
Noise Effect on the High Flow Rate Chaos of the Belousov-Zhabotinsky Reaction / M. Yoshimoto ; J. Katsura ; D. Tachiyuki ; S. Kurosawa
Anomalous Elasticity of Disordered Nematic Gels / N. Uchida
Cooperative Processes in Glasses / N. A. Enaki ; V. I. Koroli
Orientation Fluctuation-Induced Spinodal Decompositions in Polymer/Liquid Crystal Mixtures / A. Matsuyama ; R. M. L. Evans ; M. E. Cates
Low-Density Expansion for Charged Particles with Hard Cores / A. G. Moreira ; R. R. Netz
Switching Phenomena between Several Out of Phase Modes on Coupled Chemical Oscillators / H. Mitani ; N. Nishiyama ; R. Jinguji
Phase Transitions and Critical Behavior of Complex Systems for Magnetic Shape-Memory / Y. Yamazaki ; J. Tani ; M. Matsumoto ; M. Ochiai
A Chaos Cellular Automaton / M. Nakagawa
Melting Transition of Two-Dimensional Colloidal Crystal / T. Terao ; T. Nakayama
Dynamical Properties of an Inelastic Hard Disks System with a Heat Bath under Weak Gravity / M. Isobe ; H. Nakanishi
Analysis of Geomagnetic Field Reversal Pattern by Neural Network / S. Kondo
The Effect of Particle Size Polydispersity on Freezing of Hard Spheres / I. Moriguchi
Mean-Field Studies of Block Copolymer/Homopolymers Blends / H. Kodama
Ostwald Ripening of Heteroepitaxial Islands / M. Iwamatsu
The Effect of Diffusion Length in Pattern Formation of Diffusion Field / A. Sakamoto ; S. Ohta ; H. Honjo
Coupled Map Lattice Model for Pattern Formation in Diffusion Field / M. Ohtaki ; H. Sakaguchi
Numerical Study of Phase-Separation Behavior under Temperature Gradient / T. Araki
Simulation of Fracture of Polymeric Material / A. Kuroda ; T. Yamaue ; T. Taniguchi
Brownian Dynamics Simulations on Hard-Sphere Colloidal Suspensions / Y. Terada ; Y. Enomoto
General Methods of Statistical Physics / II.:
Generalised Fluctuation Formula / D. J. Searles ; G. Ayton ; D. J. Evans
Hydrogen-Bonded Liquids: Effects of Correlations of Orientational Degrees of Freedom / G. Franzese ; M. Yamada ; H. E. Stanley
Synchronization Phenomena in Driven Systems of Coupled Oscillators / M. Y. Choi ; H. Hong
Critical and Glass Transitions in a Simple Model of Activated Processes / D. A. Head
Structural Changes of a Single Polymer Chain via Multicanonical Molecular Dynamics Simulation / K. Uehara ; H. Shimizu ; Y. Hiwatari
Singularities in the Complex Temperature Plane at the First Order Phase Transitions and Critical Points / K. C. Lee
Polymer Chain Dynamics in Solution in Couette Flow / Y. Tsunashima
Persistence of Velocity in Diffusion / A. ten Bosch
Transient Behavior of the Moments of a Stochastic Differential Equation with Two Random Coefficients / N. Ikeda ; Y. Tsuzuki ; H. Hara
Quantum Chaos in an Open Spin-Boson System / T. Ohno
Lyapunov Instability of One-Dimensional Morse System / T. Okabe ; H. Yamada
Two Universal Relations in Relaxation Process of the Vicinal Surface / T. Yamamoto
Magnetization Plateau of S=1/2 Trimerized XXZ Chain and Ferromagnetic-Ferromagnetic-Antiferromagnetic Chain / K. Okamoto ; A. Kitazawa
Statistical Mechanics of Surface Steps / N. Akutsu ; Y. Akutsu
Generalized Polynomial Expansion of Green's Function with Applications to Electronic Structure Calculations / W. Kunishima ; M. Itoh
Optimized Expansion for Density Matrix / A. Okopinska
Nonequilibrium Stationary States for a Quantum 1-D Conductor / S. Tasaki
Relation between Langevin Type Equation Driven by the Chaotic Force and Stochastic Differential Equation / S. Yaghi ; T. Shimizu
Localization and Delocalization in One-Dimensional Quantum Systems with Time-Periodic Perturbation
An Approximation Formula and Parameter-Dependence of Statistical Quantities in Low-Dimensional Chaotic Systems / S. Koga
Exploration Dynamics in Polygonal Billiards / M. Hasegawa
Crossover Behavior in the Time Evolution of the One-Seed Binary Eden Model / T. Tanizawa ; H. Takano ; S. Miyazima
Critical Properties of the Two Dimensional Fully Frustrated XY Model / K. Sugimoto ; K. Ebina
Random Folding of the Triangular Lattice: Numerical Study / S. Mori
The Critical Renormalized Coupling Constants in the Symmetric Phase of the Three Dimensional Ising Model / J. K. Kim
Effects of External Noises on the Anomalous Diffusion in the Area Preserving Maps / R. Ishizaki ; H. Shibata ; H. Mori
Biological Physics / III.:
Scale Invariance in Biophysics
Interactions between Membrane Proteins / J. M. Park
Thermal Molecular Dynamics Simulation of Cardiotoxin III from Taiwan Cobra Venom in Solution / J. C. Yian ; Y. M. Lee ; T. H. Wu ; Y. C. Sun
Analysis of the Free Energy Landscape of a Peptide Molecule / N. Nakajima ; S. Ono ; J. Higo ; A. Kidera ; H. Nakamura
Kinetics of the Protein Folding Transition / N. V. Dokholyan ; S. V. Buldyrev ; E. I. Shakhnovich
Morphological and Topological Transformations of Lipid Bilayer Vesicles / F. Nomura ; M. Honda ; S. Takeda ; T. Umeda ; K. Takiguchi ; H. Hotani
A Theory for the Adsorption of Protein to Liposomal Membranes / Y. Suezaki ; H. Ichinose
Lipid and Lipid-Polymer Mixtures at an Interface / J. H. Kim ; M. W. Kim
Polymer-Membrane Interaction, Conformational Transitions and Soft Mode Instabilities / W. Sung
Effect of Twisting and Anisotropic Rigidity on the Behavior of a Double-Stranded Polymer Chain: A Monte Carlo Simulation / Y. S. Velichko ; K. Yoshikawa ; A. R. Khokhlov
Shape Equations for Single- and Multi-Lipid-Bilayer Vesicles / Z. C. Ou-Yang
Dynamics of Liquid Crystal Microemulsion / J. Yamamoto
Hierarchical Organization of Silicate/Surfactant System: Biomimetic Inorganic Materials / C. Y. Mou ; H. P. Lin
Fluctuation in Plethysmogram / D. Koike ; T. Sasaki
Randomness on Binary Textures in Vision Research / Y. Nagai ; T. Maddess
Spatial Patterns Generated by Cell-Cell Adhesion: The Cone Mosaic in Fish Retina / A. Mochizuki
Membrane Budding and Encapsulation Induced by Semi-flexible Polymers / Y. W. Kim
A Langevin Simulation for Membrane Potential
Cell Movement in Wounded Epithelial Tissues / T. Nagai ; H. Honda
A Lattice Model for a Linear Polymer Oscillation / T. Furuta
Cross-Disciplinary Physics / IV.:
Form and Scaling of Radial Growth / M. T. Batchelor ; B. I. Henry ; S. D. Watt
Necessity of Statistical Modeling of Deterministic Chaotic Systems / Y. C. Lai ; C. Grebogi
Interface Dynamics in Imbibition / M. Dube ; M. Rost ; K. R. Elder ; M. Alava ; S. Majaniemi ; T. Ala-Nissila
Phase Diagram of Congested Traffic Flow on a Highway with One On-Ramp / H. Y. Lee ; H. W. Lee ; D. Kim
Thermal Noise and Stochastic Dynamics of Nanosystems / H. Matsuura ; M. Nakano
Self-Replicating Pulses in Excitable Media / Y. Hayase
Local Non-Fermi Liquid Theory of Magnetic Impurity Effects in Carbon Nanotubes / K. Harigaya
The Effect of Mode Coupling in Ballistic Double Point Contacts / S. Horie
Dephasing Due to Voltage Probes in Quantum Wires with Antidot Potential / S. Souma
Quantum-Statistical Theory of a Generalized Line Shape Function by a Resolvent Super-operator Expansion Method / M. Ashikawa
Computer Simulation of Crystal Growth and Void Formation / Y. Kaneko ; K. Ohara ; T. Murakami
Congestion in Multi-lane Coupled Map Traffic Flow Model / S. Tadaki ; M. Kikuchi ; Y. Sugiyama ; S. Yukawa
Electro-Rheological Effects of Binary Fluid Mixtures / K. Sato
Shrinking Dynamics and Patterns of Gels
Information Science / V.:
From Quantum Information to Quantum Computer and Chaos / M. Ohya
The Stochastic Limit of Quantum Spin Systems / L. Accardi ; S. V. Kozyrev
A Fundamental Limit of Measurement Imposed by the Elementary Interactions / A. Shimizu
One-Dimensional Partially Asymmetric Simple Exclusion Process with Open Boundaries: Orthogonal Polynomials Approach / T. Sasamoto
Resonance in Delayed Stochastic Dynamics / T. Ohira ; Y. Sato
Nonlinear Two-Photon Interaction of Radiators with Broadband Squeezed Vacuum / M. A. Macovei
A General Procedure of Statistical Inference Based on Information Theory / X. Q. Jiang
Experimental Violation of Bell's Inequality by Local Classical Variables / M. Regoli
New Type of Feed-Back Mechanism with Bifurcation Parameter Modulation / K. Itoh
Chaotic Wandering Motion in Connected Neural Networks
Direct Search for Global Minimum in Neural Network / K. Toguchi
Mean-Field Fluctuation Based on Nonlinear Frobenius-Perron Equation in the Globally Coupled Asymmetric Tent Map Systems / D. Katsuragi
Mode Fluctuation Distribution of Two and Three Dimensional Coupled Quartic Oscillators / M. Tomiya ; N. Yoshinaga
Econophysics / VI.:
Financial Time Series: A Physics Perspective / P. Gopikrishnan ; V. Plerou ; L. A. N. Amaral ; B. Rosenow
Economics of Information / M. Noguchi
The Values Distribution in a Competing Shares Financial Market Model / A. Ponzi ; Y. Aizawa
A Study of Chaotic and Non-chaotic Phase Structure in the Positive Feedback Model of Trading Agents / M. Tanaka-Yamawaki
Herd Behavior and Return Dynamics in a Share Market with Many Types of Agents / M. Aoki
Extraction of Phase Information in Daily Stock Prices / Y. Fujiwara ; S. Maekawa
Other Related Topics / VII.:
Volume Phase Transition of N-isopropylacrylamide Gels in Solutions of Hydrophobic Substances
Fluctuations in Human's Walking / T. Obata ; T. Ohyama ; J. Shimada ; H. Oshima ; S. Fujita
Chaotic Behavior of Surface Discharge in Surge Arrester under Pollution / K. Arai ; Y. Kawaguchi
The Growth Prevented Concentration of Disinfectant to Behavior of E. Coli / M. Sakai ; Y. Ogawa ; K. Kamio ; S. Mitsuiki ; Y. Murata
Shear-Induced Migration of a Droplet near a Plane Wall / T. Imaeda
Scalar Curvature of Massive Ideal Gases
p-d Hybridization in Superionic Conductors / M. Kobayashi ; H. Iyetomi ; T. Tomoyose
Berry Phase Induced Persistent Current in Mesoscopic Systems / S. Kawabata
Bose-Einstein Condensation in Recent Experiments / M. Fukuda ; S. Mutuga ; T. Toyoda
Quantum Field Theoretical Avron-Herbst Transformation for Electron Current-Current Response Functions / H. Koizumi ; K. Takiuchi ; K. Ito ; M. Okada
Non-perturbative Canonical Formulation of the Finite Temperature Nambu-Goldstone Theorem
Classical Limit of Quantized Kepler Motion / S. Wakayama
Mean Field Theory of Viscoelasticity of Nondilute Vesicle Dispersions / K. Seki ; K. Miyazaki
Random Walk Theory of Reaction Kinetics in Zeolites / A. V. Barzykin ; S. Hashimoto
Scaling Relation of Binary Ballistic Deposition Model
Kinetics of Vortex Lattice Modulations in D-Wave Superconductors
Bifurcation in the Entrained State of a Nonlinear Oscillator under Sinusoidal Perturbation with the 2nd Harmonics / T. Amemiya ; T. Ohmori ; T. Yamamguchi
Scaling Behavior of Plastic Flow in the Driven Random-Field XY Model / T. Kawaguchi
Size Segregation of Granular Mixtures Almost Completely Packed in the Rotating Thin Box / A. Awazu
Transition between Neo-Darwinian and Non-Darwinian Evolution
Afterwords / VIII.:
Multilingual Environment and Natural Acquisition of Language / S. Takano ; S. Nakamura
Author Index
Preface
Organization of Conference
Invited Speakers
文献の複写および貸借の依頼を行う
 文献複写・貸借依頼