# Elsevier

# Physica A: Statistical Mechanics and its Applications

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### 2006, Volume 370, Issue 2

**601-612 Noise-driven nonlinear sigma model***by*Malard Sales, M. & Pires, A.S.T. & Dickman, Ronald & Nemes, M.C.**613-624 A second-order phase transition in the complete graph stochastic epidemic model***by*Acedo, L.**625-631 Electronic transport in DNA sequences: The role of correlations and inter-strand coupling***by*Albuquerque, E.L. & Lyra, M.L. & de Moura, F.A.B.F.**632-650 Statistics of biophysical signal characteristics and state specificity of the human EEG***by*Dünki, R.M. & Dressel, M.**651-662 Probabilistic analysis of the frequencies of amino acid pairs within characterized protein sequences***by*Shen, Shiyi & Kai, Bo & Ruan, Jishou & Torin Huzil, J. & Carpenter, Eric & Tuszynski, Jack A.**663-671 Statistical analysis of gene regulatory networks reconstructed from gene expression data of lung cancer***by*Sun, Lanfang & Jiang, Lu & Li, Menghui & He, Dacheng**672-680 Optimal vaccine scheduling in cancer immunotherapy***by*Piccoli, B. & Castiglione, F.**681-688 A note on Black–Scholes implied volatility***by*Chargoy-Corona, Jesús & Ibarra-Valdez, Carlos**689-696 Long-memory volatility in derivative hedging***by*Tan, Abby**697-703 A power-law distribution for tenure lengths of sports managers***by*Aidt, Toke S. & Leong, Bernard & Saslaw, William C. & Sgroi, Daniel**704-726 Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets***by*Sornette, Didier & Zhou, Wei-Xing**727-733 Combined update scheme in the Sznajd model***by*Yu-Song, Tu & Sousa, A.O. & Ling-Jiang, Kong & Mu-Ren, Liu**734-740 The coevolution of individual economic characteristics and socioeconomic networks***by*Stauffer, Dietrich & Hohnisch, Martin & Pittnauer, Sabine**741-746 Analysis of concentration patterns in volcanic rocks: Insights into dynamics of highly explosive volcanic eruptions***by*Perugini, D. & Petrelli, M. & Poli, G.**747-755 Biham–Middleton–Levine model with four-directional traffic***by*Huang, Ding-wei & Huang, Wei-neng**756-768 Traffic jam and discontinuity induced by slowdown in two-stage optimal-velocity model***by*Tanaka, Katsunori & Nagai, Ryoichi & Nagatani, Takashi**769-776 The application of Hölder exponent to traffic congestion warning***by*Shang, Pengjian & Lu, Yongbo & Kama, Santi**777-792 Inferring mixed-culture growth from total biomass data in a wavelet approach***by*Ibarra-Junquera, V. & Escalante-Minakata, P. & Murguía, J.S. & Rosu, H.C.**793-807 A theoretical analysis on self-organized formation of microbial biofilms***by*Chen, Li Ming & Chai, Li He**808-816 Language time series analysis***by*Kosmidis, Kosmas & Kalampokis, Alkiviadis & Argyrakis, Panos**817-831 On the suitability of Yule process to stochastically model some properties of object-oriented systems***by*Concas, Giulio & Marchesi, Michele & Pinna, Sandro & Serra, Nicola**832-842 Adaptive exponential synchronization of delayed chaotic networks***by*Xiong, Wenjun & Xie, Wei & Cao, Jinde**843-853 An efficient approach of controlling traffic congestion in scale-free networks***by*Liu, Zonghua & Ma, Weichuan & Zhang, Huan & Sun, Yin & Hui, P.M.**854-862 Optimization of network robustness to random breakdowns***by*Paul, Gerald & Sreenivasan, Sameet & Havlin, Shlomo & Eugene Stanley, H.**863-868 Generating multi-scaling networks with two types of vertices***by*Yang, Shi-Jie & Zhao, Hu**869-876 Modelling of weighted evolving networks with community structures***by*Li, Chunguang & Chen, Guanrong

### 2006, Volume 370, Issue 1

**1-6 Worrying trends in econophysics***by*Gallegati, Mauro & Keen, Steve & Lux, Thomas & Ormerod, Paul**7-11 The minority game: A statistical physics perspective***by*Sherrington, David**12-17 Moving average rules as a source of market instability***by*Chiarella, Carl & He, Xue-Zhong & Hommes, Cars**18-22 Risk bubbles and market instability***by*Marsili, Matteo & Raffaelli, Giacomo**23-29 Portfolio selection and asset pricing under a benchmark approach***by*Platen, Eckhard**30-37 Hidden forces and fluctuations from moving averages: A test study***by*Alfi, V. & Coccetti, F. & Marotta, M. & Pietronero, L. & Takayasu, M.**38-42 Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data***by*Alfarano, Simone & Lux, Thomas & Wagner, Friedrich**43-48 Comments on recent studies of the dynamics and distribution of money***by*Richmond, Peter & Repetowicz, Przemek & Hutzler, Stefan & Coelho, Ricardo**49-53 The power-law tail exponent of income distributions***by*Clementi, F. & Di Matteo, T. & Gallegati, M.**54-59 A study of the personal income distribution in Australia***by*Banerjee, Anand & Yakovenko, Victor M. & Di Matteo, T.**60-63 Economic modelling with low-cognition agents***by*Ormerod, Paul**64-67 Optimal investment horizons for stocks and markets***by*Johansen, A. & Simonsen, I. & Jensen, M.H.**68-74 Business fluctuations in a credit-network economy***by*Delli Gatti, Domenico & Gallegati, Mauro & Greenwald, Bruce & Russo, Alberto & Stiglitz, Joseph E.**75-80 A general equilibrium model of a production economy with asset markets***by*Raberto, Marco & Teglio, Andrea & Cincotti, Silvano**81-85 Profit maximization, industry structure, and competition: A critique of neoclassical theory***by*Keen, Steve & Standish, Russell**86-90 Growth and allocation of resources in economics: The agent-based approach***by*Scalas, Enrico & Gallegati, Mauro & Guerci, Eric & Mas, David & Tedeschi, Alessandra**91-97 Potential force observed in market dynamics***by*Takayasu, Misako & Mizuno, Takayuki & Takayasu, Hideki**98-103 Price of coupon bond options in a quantum field theory of forward interest rates***by*Baaquie, Belal E.**104-108 Performance of genetic programming to extract the trend in noisy data series***by*Borrelli, A. & De Falco, I. & Della Cioppa, A. & Nicodemi, M. & Trautteur, G.**109-113 An interacting-agent model of financial markets from the viewpoint of nonextensive statistical mechanics***by*Kaizoji, Taisei**114-118 Coupled continuous time random walks in finance***by*Meerschaert, Mark M. & Scalas, Enrico**119-126 Are asset return tail estimations related to volatility long-range correlations?***by*Bacry, Emmanuel & Kozhemyak, Alexey & Muzy, Jean-François**127-131 Exact results for the roughness of a finite size random walk***by*Alfi, V. & Coccetti, F. & Marotta, M. & Petri, A. & Pietronero, L.**132-139 Scale-free avalanche dynamics in the stock market***by*Bartolozzi, M. & Leinweber, D.B. & Thomas, A.W.**140-144 Comments on the use of network structures to analyse commercial companies’ evolution and their impact on economic behaviour***by*Costea, Carmen**145-150 Spectrum, intensity and coherence in weighted networks of a financial market***by*Tibély, Gergely & Onnela, Jukka-Pekka & Saramäki, Jari & Kaski, Kimmo & Kertész, János**151-155 Correlation in business networks***by*Souma, Wataru & Aoyama, Hideaki & Fujiwara, Yoshi & Ikeda, Yuichi & Iyetomi, Hiroshi & Kaizoji, Taisei**156-161 Dynamical networks from correlations***by*Aste, T. & Di Matteo, T.

### 2006, Volume 369, Issue 2

**251-265 Random walk approach to the analytic solution of random systems with multiplicative noise—The Anderson localization problem***by*Kuzovkov, V.N. & von Niessen, W.**266-274 Equation of state of the hard-disk fluid on a sphere from Percus–Yevick equation***by*Lishchuk, S.V.**275-290 Computer simulations of phase transitions of bulk and confined colloid–polymer systems***by*Chou, C.-Y. & Vo, T.T.M. & Panagiotopoulos, A.Z. & Robert, M.**291-300 Mesoscopic constitutive relations for dilute polymer solutions***by*Málaga, C. & Mandujano, F. & Santamaría-Holek, I.**301-308 Hydrodynamic boundary condition in vibrofluidized granular systems***by*Soto, Rodrigo & Mansour, M. Malek**309-317 Effect of shape factor on the electrokinetic response of slot-like capillaries***by*Araujo, Mariela**318-328 Effective medium equation for fractional Cattaneo's diffusion and heterogeneous reaction in disordered porous media***by*Valdes-Parada, Francisco J. & Alberto Ochoa-Tapia, J. & Alvarez-Ramirez, Jose**329-342 Linear response and stochastic resonance of subdiffusive bistable fractional Fokker–Planck systems***by*Yim, M.Y. & Liu, K.L.**343-353 Markov processes, Hurst exponents, and nonlinear diffusion equations: With application to finance***by*Bassler, Kevin E. & Gunaratne, Gemunu H. & McCauley, Joseph L.**354-368 Response of Hodgkin–Huxley stochastic bursting neuron to single-pulse stimulus***by*Ginzburg, S.L. & Pustovoit, M.A.**369-378 Dynamics of energy relaxation of adatoms in the exoergic recombination of gas atoms at solid surfaces: A master equation approach***by*Tomellini, M.**379-386 Approach to a non-equilibrium steady state***by*Piasecki, Jarosław & Soto, Rodrigo**387-392 Evolution of spiral waves subjected to parameter modulation under chaotic signal***by*Jun, Ma & Yan-Long, Li & Jin-Long, Jiang & Yan-Jun, Liu & Chun-Ni, Wang**393-407 Quantum Replicator Dynamics***by*Guevara Hidalgo, Esteban**408-416 Maximum entropy approach to the collisional Vlasov equation: Exact solutions***by*Schönfeldt, J.-H. & Plastino, A.R.**417-431 On the definition of temperature using time-averages***by*Carati, A.**432-438 Fisher info and thermodynamics’ first law***by*Plastino, A. & Plastino, A.R. & Soffer, B.H.**439-462 Generalized statistical complexity measures: Geometrical and analytical properties***by*Martin, M.T. & Plastino, A. & Rosso, O.A.**463-474 Alternate discrete Painlevé equations from limits of q-PVI and d-PV***by*Tamizhmani, T. & Grammaticos, B. & Ramani, A. & Tamizhmani, K.M.**475-483 Entanglement between a Λ-type three-level atom and its spontaneous emission fields***by*Fang, Mao-Fa & Zhu, Shi-Yao**484-492 Theory of melting of molecular crystals within the new modified model: The complete pictures of the transition temperatures***by*Keskin, Mustafa & Yazıcı, Mustafa & Özgan, Şükrü**493-508 Thermodynamically self-consistent integral equation theory for pair-correlation functions of molecular fluids-II***by*Singh, Ram Chandra & Ram, Jokhan**509-516 Investigation of the phase transition at the nematic liquid crystal–wall interface with P4-interaction***by*Kayacan, Ozhan**517-528 Microcanonical solution of the mean-field φ4 model: Comparison with time averages at finite size***by*Campa, Alessandro & Ruffo, Stefano**529-534 Aging and coarsening in an ultra-thin film model***by*Gleiser, Pablo M. & Montemurro, Marcelo A.**535-544 Stress fluctuations in monodisperse and bidisperse rapid granular shear flows***by*Jalali, Payman & Ritvanen, Jouni & Sarkomaa, Pertti**545-561 Simulation of periodic mono-sized hard sphere systems under different vibration conditions and resulting compaction***by*Rémond, S. & Gallias, J.L.**562-576 Critical behaviour of a three-dimensional one-component magnet in strong and weak external fields at T>Tc***by*Kozlovskii, M.P. & Pylyuk, I.V. & Prytula, O.O.**577-588 The Ising model without temperature—A possible explanation for the critical energy of the Onsager solution***by*Mika, K.**589-598 Ferromagnetism in the mixed spin-12 and spin-32 Blume–Capel system on the two-fold Cayley tree***by*Zhang, Xin & Kong, Xiang-Mu**599-611 A Gibbs point field model for the spatial pattern of coronary capillaries***by*Karch, R. & Neumann, M. & Neumann, F. & Ullrich, R. & Neumüller, J. & Schreiner, W.**612-618 Phase transition in a mean-field model for sympatric speciation***by*Schwämmle, V. & Luz-Burgoa, K. & Sá Martins, J.S. & de Oliveira, S. Moss**619-631 Effects of extreme environmental changes on population dynamics***by*De Falco, I. & Della Cioppa, A. & Tarantino, E.**632-644 Long-range dependencies in heart rate signals—revisited***by*Makowiec, Danuta & Gała¸ska, Rafał & Dudkowska, Aleksandra & Rynkiewicz, Andrzej & Zwierz, Marcin**645-654 Cancer and nonextensive statistics***by*González, Jorge A. & Rondón, Irving**655-678 Regular and stochastic behavior of Parkinsonian pathological tremor signals***by*Yulmetyev, R.M. & Demin, S.A. & Panischev, O. Yu. & Hänggi, Peter & Timashev, S.F. & Vstovsky, G.V.**679-687 Persistency of single-stranded DNA: The interplay between base sequences and base stacking***by*Sain, Anirban & Chen, Jeff Z.Y. & Ha, Bae-Yeun**688-698 A two-dimensional modified Lévy-walk model for the DNA sequences***by*Tai, Yuan-Yen & Li, Ping-Cheng & Tseng, Hsen-Che**699-713 Conspiracy in bacterial genomes***by*Frappat, L. & Sciarrino, A.**714-722 Nonequilibrium thermodynamics of wealth condensation***by*Braun, Dieter**723-736 Influence of saving propensity on the power-law tail of the wealth distribution***by*Patriarca, Marco & Chakraborti, Anirban & Germano, Guido**737-744 Modeling volatility changes in the 10-year Treasury***by*Covarrubias, Guillermo & Ewing, Bradley T. & Hein, Scott E. & Thompson, Mark A.**745-752 The impact of GARCH on asymmetric unit root tests***by*Cook, Steven**753-764 Frequency analysis of tick quotes on foreign currency markets and the double-threshold agent model***by*Sato, Aki-Hiro**765-770 Interpreting the concept of joint unpredictability of asset returns: A distance approach***by*Focker, Fulvia & Triacca, Umberto**771-779 Emergence of trend trading and its effects in minority game***by*Liu, Xing-Hua & Liang, Xiao-Bei & Wang, Nai-Jing**780-788 The co-evolutionary dynamics of directed network of spin market agents***by*Horváth, Denis & Kuscsik, Zoltán & Gmitra, Martin**789-798 Phase transition and diffusivity in social hierarchies with attractive sites***by*Naumis, G.G. & del Castillo-Mussot, M. & Pérez, L.A. & Vázquez, G.J.**799-808 Taming the Gerrymander—Statistical physics approach to Political Districting Problem***by*Chou, Chung-I & Li, S.P.**809-816 On multi-team games***by*Ahmed, E. & Hegazi, A.S. & Elettreby, M.F. & Askar, S.S.**817-822 Altruism: A natural strategy for enhancing survival***by*Rozenfeld, Alejandro F. & Luis Gruver, José & Albano, Ezequiel V. & Havlin, Shlomo**823-829 The geometrical patterns of cooperation evolution in the spatial prisoner's dilemma: An intra-group model***by*Oliveira dos Santos Soares, Ricardo & Martinez, Alexandre Souto**830-840 Initiating a Mexican wave: An instantaneous collective decision with both short- and long-range interactions***by*Farkas, Illés J. & Vicsek, Tamás**841-852 Effect of the lane reduction in the cellular automata models applied to the two-lane traffic***by*Nassab, K. & Schreckenberg, M. & Boulmakoul, A. & Ouaskit, S.**853-866 The network analysis of urban streets: A dual approach***by*Porta, Sergio & Crucitti, Paolo & Latora, Vito**867-876 Statistical analysis on Amida-kuji***by*Inoue, Yasuhiro**877-883 Conditions for the emergence of scaling in the inter-event time of uncorrelated and seasonal systems***by*Hidalgo R., César A.**884-894 Analysis of permeability for the fractal-like tree network by parallel and series models***by*Xu, Peng & Yu, Boming & Feng, Yongjin & Liu, Yanjun**895-904 Weighted and unweighted network of amino acids within protein***by*Aftabuddin, Md. & Kundu, Sudip

### 2006, Volume 369, Issue 1

**1-28 Non-equilibrium phase transitions***by*Hinrichsen, Haye**29-70 Theoretical studies of self-organized criticality***by*Dhar, Deepak**71-99 Exact solutions for KPZ-type growth processes, random matrices, and equilibrium shapes of crystals***by*Spohn, Herbert**100-121 Biological physics in four lectures and three applications***by*Schick, M.**122-142 Exotic quantum phases and phase transitions in correlated matter***by*Alet, Fabien & Walczak, Aleksandra M. & Fisher, Matthew P.A.**143-158 Granular gases***by*Zippelius, Annette**159-184 Mesoscale simulations: Lattice Boltzmann and particle algorithms***by*Yeomans, J.M.**185-200 Statistical physics of active processes in cells***by*Jülicher, Frank**201-246 Hamiltonian dynamics, nanosystems, and nonequilibrium statistical mechanics***by*Gaspard, Pierre

### 2006, Volume 368, Issue 2

**311-325 Synchronous versus sequential updating in the three-state Ising neural network with variable dilution***by*Bollé, D. & Erichsen, R. & Verbeiren, T.**326-344 Statistical field theory for simple fluids: The collective variables representation***by*Caillol, J.-M. & Patsahan, O. & Mryglod, I.**345-354 A high-order extension for the Cattaneo's diffusion equation***by*Alvarez-Ramirez, Jose & Fernandez-Anaya, Guillermo & Valdes-Parada, Francisco J. & Alberto Ochoa-Tapia, J.**355-361 Fractional diffusion and reflective boundary condition***by*Krepysheva, Natalia & Di Pietro, Liliana & Néel, Marie-Christine**362-376 Rotational diffusion and orientation relaxation of rodlike molecules in a biaxial liquid crystal phase***by*Coffey, William T. & Kalmykov, Yury P. & Ouari, Bachir & Titov, Sergey V.**377-386 Linking Eulerian and Lagrangian structure functions’ scaling exponents in turbulence***by*Schmitt, François G.**387-398 Self-organized memories in coupled map lattices***by*de Pontes, José C.A. & Batista, Antônio M. & Viana, Ricardo L. & Lopes, Sérgio R.**399-415 Dynamics with low-level fractionality***by*Tarasov, Vasily E. & Zaslavsky, George M.**416-424 Eruptive flow response in a multi-component driven system by an interacting lattice gas simulation***by*Pandey, R.B. & Gettrust, J.F.**425-429 Quantum entropy of Dirac field in toroidal black hole***by*GuQiang, Li**430-434 Temperature of nonextensive systems: Tsallis entropy as Clausius entropy***by*Abe, Sumiyoshi**435-441 Majorization properties of generalized thermal distributions***by*Canosa, N. & Rossignoli, R. & Portesi, M.**442-448 Polydisperse chains placed on a one-dimensional lattice***by*Stilck, Jürgen F. & Neto, Minos A. & Dantas, Wellington Gomes**449-458 Thermo quantum dynamics in the transverse Ising chain***by*Sugiyama, Asuka & Suzuki, Hidenori & Suzuki, Masuo**459-470 Formulation of the thermodynamic properties of an interacting Bose gas trapped in a power-law potential***by*Su, Guozhen & Chen, Jincan & Chen, Lixuan**471-480 The totally asymmetric exclusion process on a ring: Exact relaxation dynamics and associated model of clustering transition***by*Brankov, J.G. & Papoyan, Vl.V. & Poghosyan, V.S. & Priezzhev, V.B.**481-494 Lattice-Boltzmann computation of natural convection in a partitioned enclosure with inclined partitions attached to its hot wall***by*Jami, Mohammed & Mezrhab, Ahmed & Bouzidi, M’hamed & Lallemand, Pierre**495-510 Spatial neuron model with two-parameter Ornstein–Uhlenbeck input current***by*Tuckwell, Henry C.**511-521 The reaction of stock markets to crashes and events: A comparison study between emerging and mature markets using wavelet transforms***by*Sharkasi, Adel & Crane, Martin & Ruskin, Heather J. & Matos, Jose A.**522-530 Accounting for outliers and calendar effects in surrogate simulations of stock return sequences***by*Leontitsis, Alexandros & Vorlow, Constantinos E.**531-535 Vegetational patterns in burned and unburned areas investigated by using the detrended fluctuation analysis***by*Telesca, Luciano & Lasaponara, Rosa**536-540 Modelling gap-size distribution of parked cars using random-matrix theory***by*Abul-Magd, A.Y.**541-550 Controlling traffic flow near the transition to the synchronous flow phase***by*Davis, L.C.**551-559 A new anisotropic continuum model for traffic flow***by*Gupta, A.K. & Katiyar, V.K.**560-566 Control of vehicular traffic through a sequence of traffic lights positioned with disordered interval***by*Nagatani, Takashi**567-574 Inefficient emergent oscillations in intersecting driven many-particle flows***by*Jiang, Rui & Helbing, Dirk & Kumar Shukla, Pradyumn & Wu, Qing-Song**575-582 Modelling aging characteristics in citation networks***by*Hajra, Kamalika Basu & Sen, Parongama**583-594 Analysis of telephone network traffic based on a complex user network***by*Xia, Yongxiang & Tse, Chi K. & Lau, Francis C.M. & Man Tam, Wai & Small, Michael**595-606 Elucidation of conserved long-range interaction networks in proteins and their significance in determining protein topology***by*Higman, Victoria A. & Greene, Lesley H.**607-614 Optimization of network structure to random failures***by*Wang, Bing & Tang, Huanwen & Guo, Chonghui & Xiu, Zhilong & Zhou, Tao

### 2006, Volume 368, Issue 1

**1-6 Anomalous diffusion on crumpled wires in two dimensions***by*Donato, C.C. & Oliveira, F.A. & Gomes, M.A.F.**7-15 Collective modes in a coupled ratchet model***by*Fendrik, A.J. & Romanelli, L. & Perazzo, R.P.J.**16-24 Stationary probability flow and vortices for the Smoluchowski–Feynman ratchet***by*Suzuki, Daisuke & Munakata, Toyonori**25-30 Entropy evolution of field interacting with V-type three-level atom via intensity-dependent coupling***by*Huang, Chunjia & Tang, Lijun & Kong, Fanzhi & Fang, Jiayuan & Zhou, Ming**31-37 Stochastic resonance in single-mode semiconductor lasers***by*Wang, J. & Bai, Y.M. & Cao, L. & Wu, D.J. & Ma, X.Y.**38-54 Nonlinear fractional dynamics on a lattice with long range interactions***by*Laskin, N. & Zaslavsky, G.**55-62 Generalized diffusion equation***by*Boon, Jean Pierre & Lutsko, James F.**63-82 Mathematical structures derived from the q-multinomial coefficient in Tsallis statistics***by*Suyari, Hiroki**83-95 Triangular approximation for Ising model and its application to Boltzmann machine***by*Yasuda, Muneki & Horiguchi, Tsuyoshi**96-100 Test of universality in anisotropic 3D Ising model***by*Sumour, M.A. & Stauffer, D. & Shabat, M.M. & El-Astal, A.H.**101-110 Phase transition in liquids with directed intermolecular bonding***by*Ryltcev, R. & Son, L.**111-118 The mean energy for the anharmonic oscillator in the strong-coupling regime***by*Svaiter, N.F.**119-131 Engineering transient spectrum for a two-level system interacting with two-mode intelligent states***by*Abdel-Aty, Mahmoud**132-146 Applications of the Galton–Watson process to human DNA evolution and demography***by*Neves, Armando G.M. & Moreira, Carlos H.C.**147-154 Computer simulation of Aphis gossypii insects using Penna aging model***by*Giarola, L.T.P. & Martins, S.G.F. & Toledo Costa, M.C.P.**155-164 Statistical characters of mean backbone torsion angles of proteins***by*Sun, Zhi-Bo & Zou, Xian-Wu & Wang, Xiao-Qing & Jin, Zhun-Zhi**165-175 Generalized fractal kinetics in complex systems (application to biophysics and biotechnology)***by*Brouers, F. & Sotolongo-Costa, O.**176-182 Quantum extension of European option pricing based on the Ornstein–Uhlenbeck process***by*Piotrowski, Edward W. & Schroeder, Małgorzata & Zambrzycka, Anna**183-190 Fat tails and multi-scaling in a simple model of limit order markets***by*Krause, Andreas**191-206 Evaluation of tranche in securitization and long-range Ising model***by*Kitsukawa, K. & Mori, S. & Hisakado, M.**207-213 Power-law distribution in Japanese racetrack betting***by*Ichinomiya, Takashi**214-224 Avoiding chaos in Wonderland***by*Kohring, G.A.**225-231 A robust estimation of the exponent function in the Gompertz law***by*Ibarra-Junquera, V. & Monsivais, M.P. & Rosu, H.C. & López-Sandoval, R.**232-238 Basics of modelling the pedestrian flow***by*Seyfried, Armin & Steffen, Bernhard & Lippert, Thomas**239-246 Interaction between vehicle and pedestrians in a narrow channel***by*Jiang, Rui & Wu, Qing-Song**247-256 Parameterization of meandering phenomenon in a stable atmospheric boundary layer***by*Carvalho, Jonas da Costa & Degrazia, Gervásio Annes & de Vilhena, Marco Túlio & Magalhães, Sergio Garcia & Goulart, Antonio G. & Anfossi, Domenico & Acevedo, Otávio Costa & Moraes, Osvaldo L.L.**257-261 Bounded fitness landscapes and the evolution of the linguistic diversity***by*de Oliveira, Viviane M. & Campos, Paulo R.A. & Gomes, M.A.F. & Tsang, I.R.**262-272 How to fit the degree distribution of the air network?***by*Li, W. & Wang, Q.A. & Nivanen, L. & Le Méhauté, A.**273-286 Feed-forward chains of recurrent attractor neural networks with finite dilution near saturation***by*Metz, F.L. & Theumann, W.K.**287-293 Sensitivity of the resilience of congested random networks to rolloff and offset in truncated power-law degree distributions***by*LaViolette, Randall A. & Beyeler, W.E. & Glass, R.J. & Stamber, K.L. & Link, Hamilton**294-304 Time-dependent collective behavior in a computer network model***by*Yuan, Jian & Wang, Jian & Xu, Zanxin & Li, Bing

### 2006, Volume 367, Issue C

**1-6 Anomalous diffusion schemes underlying the Cole–Cole relaxation: The role of the inverse-time α-stable subordinator***by*Magdziarz, Marcin & Weron, Karina**7-24 2-D network model simulations of miscible two-phase flow displacements in porous media: Effects of heterogeneity and viscosity***by*Stevenson, Kristen & Ferer, Martin & Bromhal, Grant S. & Gump, Jared & Wilder, Joseph & Smith, Duane H.**25-41 Electrohydrodynamic instability of dielectric fluid layer between two semi-infinite identical conducting fluids in porous medium***by*El-Sayed, M.F.**42-54 Viscosity and fragility of the supercooled and superheated liquids of the Ni60Zr30Al10 metallic glass-forming alloy***by*Zhao, Yan & Bian, Xiufang & Hou, Xiaoxia**55-68 Direct and inverse domain structures in ferrofluids***by*Zubarev, A.Yu. & Iskakova, L.Yu.**69-78 Critical behavior of thermal phase transitions of iota-carrageenan in CaCl2 solution***by*Özbek, Haluk & Pekcan, Önder**79-92 Effects of a magnetic field on trapping through peristaltic motion for generalized Newtonian fluid in channel***by*El Naby, Abd El Hakeem Abd & El Misery, A.E.M. & Abd El Kareem, M.F.**93-105 Effective boundary forces for several geometries in dissipative particle dynamics***by*Colmenares, Pedro J. & Rousse, Roberto**106-128 Growth-collapse and decay-surge evolutions, and geometric Langevin equations***by*Eliazar, Iddo & Klafter, Joseph**129-135 Anomalous motion generated by the Coulomb friction in the Langevin equation***by*Mauger, A.**136-144 Solution of a modified fractional diffusion equation***by*Langlands, T.A.M.**145-157 Chaos synchronization in a lattice of piecewise linear maps with regular and random couplings***by*dos Santos, A.M. & Viana, R.L. & Lopes, S.R. & Pinto, S.E. de S. & Batista, A.M.**158-172 Conversion of local transient chaos into global laminar states in coupled map lattices with long-range interactions***by*Vasconcelos, D.B. & Viana, R.L. & Lopes, S.R. & Pinto, S.E. de S.**173-180 Expected transient time and damage spreading for the NER automaton on geometrically connected graphs***by*Hernandez, Gonzalo & Salinas, Luis**181-190 Fractional vector calculus for fractional advection–dispersion***by*Meerschaert, Mark M. & Mortensen, Jeff & Wheatcraft, Stephen W.**191-206 On the statistical interpretation of generalized entropies***by*Figueiredo, Annibal & Antônio Amato, Marco & Marciano da Rocha Filho, Tarcísio**207-214 On the Yang–Lee edge singularity for Ising model on nonhomogeneous structures***by*Knežević, Milan & Joksimović, Jelena & Knežević, Dragica

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