# Elsevier

# Physica A: Statistical Mechanics and its Applications

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### 2003, Volume 327, Issue 1

**18-22 Finite-size correction for the diffusion front roughness exponent***by*Albano, Ezequiel V & Chappa, Verónica C**23-28 On the stability of localized structures in the complex Ginzburg–Landau equation***by*Descalzi, O**29-33 Amplitude equation for stationary convection in a binary viscoelastic fluid***by*Martinez-Mardones, J & Tiemann, R & Walgraef, D**34-38 Observation of highly localized structures in a Faraday experiment with highly dissipative fluids***by*Cabeza, C. & Gibiat, V. & Negreira, C.**39-43 Ultrasound scattering by a vortical flow***by*Martı́, A.C. & Varela, S. & Sicardi-Schifino, A.C. & Negreira, C.**44-48 Retention phenomena in non-Newtonian fluids flow***by*D'Angelo, M.V & Fontana, E & Chertcoff, R & Rosen, M**49-53 Tracer dispersion of non-Newtonian fluids in a Hele–Shaw cell***by*Boschan, A & Charette, V.J & Gabbanelli, S & Ippolito, I & Chertcoff, R**54-58 Modelling the generation of magnetic field on the Sun***by*Gómez, Daniel O. & Mininni, Pablo D.**59-64 Filament bifurcations in a one-dimensional model of reacting excitable fluid flow***by*Hernández-Garcı́a, Emilio & López, Cristóbal & Neufeld, Zoltán**65-70 Effects of local nonlinearity and basin size in the dynamics of lattices of bistable maps***by*Lind, Pedro G. & Corte-Real, João & Gallas, Jason A.C.**71-75 Dependence of the percolation threshold on the size of the percolating species***by*Cornette, V & Ramirez-Pastor, A.J & Nieto, F**76-81 Fractal properties of correlated invasion percolation patterns***by*López, Raúl H & Vidales, A.M & Zgrablich, G**82-87 Buoyancy driven convection and hysteresis in granular gases: numerical solution***by*Cordero, Patricio & Ramı́rez, Rosa & Risso, Dino**88-93 Granular systems on a vibrating wall: the hydrodynamic boundary condition***by*Soto, Rodrigo & Mansour, M.Malek**94-98 A nonlinear diffusion model for granular segregation***by*Fernandes, H.C.Marques & Arenzon, J.J & Levin, Y & Sellitto, M**99-104 Stochastic theory of diffusion-controlled reactions***by*Moreau, M. & Oshanin, G. & Bénichou, O. & Coppey, M.**105-110 Parrondo's games as a discrete ratchet***by*Toral, R. & Amengual, Pau & Mangioni, Sergio**111-114 Zipping thermal ratchets***by*Arizmendi, C.M. & Sanchez, J.R. & Family, F.**115-119 Experimental study of high frequency stochastic resonance in Chua circuits***by*Gomes, Iacyel & Mirasso, Claudio R. & Toral, Raúl & Calvo, O.**120-123 Experimental investigation of stochastic processes in vertical-cavity lasers***by*Barbay, S. & Giacomelli, G. & Lepri, S. & Marin, F. & Rabbiosi, I. & Zavatta, A.**124-128 Coherence of noisy oscillators with delayed feedback***by*Goldobin, D & Rosenblum, M & Pikovsky, A**129-134 Antiphase dynamics in a multimode Fabry–Perot semiconductor laser with external feedback***by*Mandel, Paul & Viktorov, E.A & Masoller, C & Torre, M.S**135-139 Information theory and chaotic motion***by*Kowalski, A.M. & Plastino, A. & Proto, A.N.**140-144 The statistics of the entanglement generated by the Hadamard-CNOT quantum circuit***by*Batle, J. & Casas, M. & Plastino, A. & Plastino, A.R.**145-150 Chaotic Hamiltonian pumps***by*Dittrich, Thomas & Gutiérrez, Marta & Sinuco, Germán**151-156 Replication ratchets: polymer transport enhanced by complementarity***by*Cocho, G. & Cruz, A. & Martı́nez-Mekler, G. & Salgado-Garcı́a, R.**157-161 Non-stationary syllables in birdsong: an example***by*Laje, Rodrigo & Trevisan, Marcos**162-167 A solution for non-constant mean open time in homogeneous Markov models***by*Fraiman, Daniel & Dawson, Silvina Ponce**168-173 Model for the heart beat-to-beat time series during meditation***by*Capurro, A & Diambra, L & Malta, C.P**174-179 Detection of delay time between the alterations of cardiac rhythm and periodic breathing***by*Figliola, A. & Rosso, O.A. & Serrano, E.**180-184 Characteristics of human EEG sleep spindles assessed by Gabor transform***by*Schönwald, Suzana V. & Gerhardt, Günther J.L. & de Santa-Helena, Emerson L. & Chaves, Márcia L.F.**185-189 Birefringence due to free electrophoresis***by*Bertolotto, J. & Roston, G. & Ascheri, M. & Campo, M.**190-194 Modelling nonstationary dynamics***by*Széliga, M.I. & Verdes, P.F. & Granitto, P.M. & Ceccatto, H.A.**xv-xvi Editorial***by*Descalzi, O. & Masoller, C. & Rosso, O.A.

### 2003, Volume 326, Issue 3

**305-312 Sharp thresholds in Bootstrap percolation***by*Balogh, József & Bollobás, Béla**313-321 Long lasting instabilities in granular mixtures***by*Caps, H & Michel, R & Lecocq, N & Vandewalle, N**322-332 Hedgehog–antihedgehog pair annihilation to a static soliton***by*Cladis, P.E. & Brand, Helmut R.**333-343 Nonequilibrium thermodynamics versus model grain growth: derivation and some physical implications***by*Rubı́, J.M & Gadomski, A**344-359 Painlevé analysis, auto-Bäcklund transformations and exact solutions for a simplified model for reacting mixtures***by*Yan, Zhenya**360-369 Temporal and spatial structure of the concentration boundary layers in a membrane system***by*Dworecki, K. & Wa̧sik, S. & Ślȩzak, A.**370-383 Nosé–Hoover sampling of quantum entangled distribution functions***by*Mentrup, D. & Schnack, J.**384-399 Memory effects in nonlinear transport: kinetic equations and ratchet devices***by*Santamarı́a-Holek, I & Rubı́, J.M**400-411 Integrable mappings of the plane preserving biquadratic invariant curves III***by*Iatrou, Apostolos & Roberts, John A.G.**412-429 Kinetics and hydrodynamics of long-wave fluctuations under external random force***by*Peletminskii, S.V. & Slyusarenko, Yu.V. & Sokolovsky, A.I.**430-440 Fractional Fokker–Planck equation on heterogeneous fractal structures in external force fields and its solutions***by*Ren, Fu-Yao & Liang, Jin-Rong & Qiu, Wei-Yuan & Xu, Yun**441-455 Generation of dipole squeezing in a two-mode system with entangled coherent states of a quantized electromagnetic field***by*Rao, Qin & Xie, Rui-Hua**456-463 Noncommutative probability in classical disordered systems***by*Khrennikov, Andrei & Kozyrev, S.V**464-472 Accurate Monte Carlo critical exponents for Ising lattices***by*Garcı́a, Jorge & Gonzalo, Julio A**473-481 Super-Kamiokande hep neutrino best fit: a possible signal of non-Maxwellian solar plasma***by*Coraddu, Massimo & Lissia, Marcello & Mezzorani, Giuseppe & Quarati, Piero**482-491 Analytic equation of state for the exponential-six fluids based on the Ross variational perturbation theory***by*Jiuxun, Sun & Lingcang, Cai & Qiang, Wu & Fuqian, Jing**492-510 Magnetically controlled ballistic deposition. A model of polydisperse granular packing***by*Trojan, K & Ausloos, M**511-521 Scaling laws and persistence in human brain activity***by*Thurner, Stefan & Windischberger, Christian & Moser, Ewald & Walla, Peter & Barth, Markus**522-533 On a class of integrals of Legendre polynomials with complicated arguments—with applications in electrostatics and biomolecular modeling***by*Yu, Yi-Kuo**534-543 Evolution and anti-evolution in a minimal stock market model***by*Rothenstein, R & Pawelzik, K**544-555 Exponentially damped Lévy flights***by*Matsushita, Raul & Rathie, Pushpa & Da Silva, Sergio**556-566 Complex behavior of elevators in peak traffic***by*Nagatani, Takashi**567-577 Optimization as a result of the interplay between dynamics and structure***by*Llas, Mateu & M. Gleiser, Pablo & Dı́az-Guilera, Albert & Pérez, Conrad J**578-593 Connecting Brillouin's principle to a social synergetics probabilistic model. Applications to the binary decision problems***by*Hubert, Jerzy Z & Lenda, Andrzej**594-603 Growing networks with two vertex types***by*Austin, K & Rodgers, G.J**605-606 Comment on “Novel approach to the analysis of the non–Debye dielectric spectrum broadening”***by*Schröter, K**607-608 Reply to ‘Comment on “Novel approach to the analysis of the non-Debye dielectric spectrum broadening”’***by*Ryabov, Ya.E. & Feldman, Yuri

### 2003, Volume 326, Issue 1

**1-12 Phase behaviour of heteronuclear dimers adsorbed on square and triangular lattices—a Monte Carlo study***by*Rżysko, W & Borówko, M**13-24 Effects of molecular elongation on liquid crystalline phase behaviour: isotropic–nematic transition***by*Singh, Ram Chandra & Ram, Jokhan**25-36 Long time coarse grain leads to large deviation statistics and statistical mechanics***by*Shibata, Hiroshi**37-54 Stochastic resonance and generalized information measures***by*Tessone, C.J. & Plastino, A. & Wio, H.S.**55-68 Efficiency of encounter-controlled reaction between diffusing reactants in a finite lattice: topology and boundary effects***by*Bentz, Jonathan L. & Kozak, John J. & Abad, E. & Nicolis, G.**69-87 Synchronous vs. asynchronous dynamics of diffusion-controlled reactions***by*Abad, E. & Nicolis, G. & Bentz, Jonathan L. & Kozak, John J.**88-104 Magnetotransport in the two-dimensional Lorentz model: non-markovian Grad limit of the BBGKY hierarchy***by*Cornu, F. & Piasecki, J.**105-128 A many-particle derivation of non-Markovian kinetic equations of reversible reaction A+B⇌C in solutions based on the effective pairs approach***by*Kipriyanov, A.A. & Doktorov, A.B.**129-140 Polarization between concentric cylindrical electrodes***by*Chassagne, C. & Bedeaux, D. & v.d. Ploeg, J.P.M & Koper, G.J.M.**141-150 On the thermodynamics of magnetic alloys in the vicinity of Tc***by*Maćkowiak, J. & Wiśniewski, M.**151-158 Ground-state phase diagrams of the mixed ferro-ferrimagnetic ternary alloy with a single-ion anisotropy***by*Bobák, A & Balcerzak, T & Abubrig, F.O**159-188 Nonequilibrium dynamics of coupled quantum systems***by*Flores-Hidalgo, G. & Ramos, Rudnei O.**189-202 Exact results of a mixed spin-12 and spin-S transverse Ising model with two- and four-spin interactions on the honeycomb lattice***by*Lacková, Silvia & Horiguchi, Tsuyoshi & Jaščur, Michal**203-219 Entropy and entanglement of time dependent two-mode Jaynes–Cummings model***by*Abdalla, M.Sebawe & Abdel-Aty, Mahmoud & Obada, A.-S.F.**220-232 Layering sublimation transitions of the spin-1 Blume–Emery–Griffiths model in a transverse field***by*Benyoussef, A. & Ez-Zahraouy, H. & Mahboub, H. & Ouazzani, M.J.**233-240 Simulation of reproductive risk and emergence of female reproductive cessation***by*Sousa, A.O.**241-255 Statistical models for company growth***by*Wyart, Matthieu & Bouchaud, Jean-Philippe**256-264 Scaling behavior in land markets***by*Kaizoji, Taisei**265-285 Evolvable hardware: genetic search in a physical realm***by*Raichman, Nadav & Segev, Ronen & Ben-Jacob, Eshel**286-298 Exploring the cooperative regimes in an agent-based model: indirect reciprocity vs. selfish incentives***by*Fort, H.

### 2003, Volume 325, Issue 3

**297-318 Force–displacement distributions and percolation properties in simulated 2-D packings***by*Vidales, A.M. & Ippolito, I. & Moukarzel, C.**319-332 Static structure factor and thermodynamic properties of a binary Yukawa mixture***by*Vázquez, Óscar & Herrera, J.N. & Blum, L.**333-346 Reduced dynamics in the independent oscillator model: exact versus Born–Markov approximation***by*Fonseca Romero, K.M. & Nemes, M.C.**347-360 The effects of wall and rolling resistance on the couple stress of granular materials in vertical flow***by*Zhu, H.P & Yu, A.B**361-370 Different regimes of synchronization in nonidentical time-delayed maps***by*Masoller, C. & Zanette, Damián H.**371-395 Slow dynamics under gravity: a nonlinear diffusion model***by*Arenzon, Jeferson J. & Levin, Yan & Sellitto, Mauro**396-408 Tsallis entropy production for diffusion on the diluted hypercube***by*Lemke, N. & de Almeida, R.M.C.**409-425 Quasicanonical Gibbs distribution and Tsallis non-extensive statistics***by*Aringazin, A.K. & Mazhitov, M.I.**426-438 Thermodynamical entropy (and its additivity) within generalized thermodynamics***by*Almeida, M.P.**439-454 Functional integral and transfer-matrix approach for 1D bosonic many-body systems with a contact potential***by*Mieck, B.**455-476 Large amplitude spatial fluctuations in the boundary region of the Bose–Einstein condensate in the Gross–Pitaevskii régime***by*Tuszyński, J.A. & Middleton, J. & Portet, S. & Dixon, J.M. & Bang, O. & Christiansen, P.L. & Salerno, M**477-484 Lattice Boltzmann model with hierarchical interactions***by*Lamura, A & Succi, S**485-491 Modulation of heart disease information to the 12-lead ECG multifractal distribution***by*Wang, Jun & Ning, Xinbao & Chen, Ying**492-506 Finite-time singularity signature of hyperinflation***by*Sornette, D & Takayasu, H & Zhou, W.-X**507-516 The cellular automaton model of investment behavior in the stock market***by*Wei, Yi-ming & Ying, Shang-jun & Fan, Ying & Wang, Bing-Hong**517-530 A chronotopic model of mobility in urban spaces***by*Bazzani, Armando & Giorgini, Bruno & Servizi, Graziano & Turchetti, Giorgio**531-546 Transition and saturation of traffic flow controlled by traffic lights***by*Sasaki, Masashi & Nagatani, Takashi**547-560 Size dependency of tension strength in natural fiber composites***by*Dill-Langer, G & Hidalgo, R.Cruz & Kun, F & Moreno, Y & Aicher, S & Herrmann, H.J**561-569 Order–disorder transition in the Chialvo–Bak ‘minibrain’ controlled by network geometry***by*Wakeling, Joseph**570-576 Scale-free networks in evolution***by*Campos, Paulo R.A & de Oliveira, Viviane M**577-600 Continuum percolation of wireless ad hoc communication networks***by*Glauche, Ingmar & Krause, Wolfram & Sollacher, Rudolf & Greiner, Martin

### 2003, Volume 325, Issue 1

**1-8 Epidemics, disorder, and percolation***by*Sander, L.M & Warren, C.P & Sokolov, I.M**9-18 The role of conformational diffusion in ion channel gating***by*Goychuk, Igor & Hänggi, Peter**19-25 Correction to scaling analysis of diffusion-limited aggregation***by*Somfai, Ellák & C. Ball, Robin & E. Bowler, Neill & M. Sander, Leonard**26-32 Nonequilibrium steady-state distributions in randomly switching potentials***by*Dubkov, Alexander A. & Makhov, Pavel N. & Spagnolo, Bernardo**33-39 Modeling of contact tracing in social networks***by*Tsimring, Lev S & Huerta, Ramón**40-47 Quantifying complexity in the minority game***by*Rajković, Milan & Mihailović, Zoran**48-54 Free random variables and molecular spectra***by*Gudowska-Nowak, Ewa & Kamińska, Agnieszka & Papp, Gábor & Brickmann, Jürgen**55-61 Vorticity ratchet***by*Pérez-Madrid, A & Alarcón, T & Rubı́, J.M**62-68 One- and two-dimensional dynamics of elastically coupled Brownian motors***by*Igarashi, Akito & Goko, Hiromichi & Tsukamoto, Shinji**69-77 Optimal transport and phase transition in dichotomic ratchets***by*Kostur, M & Knapczyk, G & Łuczka, J**78-91 Anomalous interstitial dynamics, Stokes’ drift, and current inversion in AC-driven vortex lattices in superconductors with arrays of asymmetric double-well traps***by*Marchesoni, F & Zhu, B.Y & Nori, Franco**92-100 Current reversals in chaotic ratchets: the battle of the attractors***by*Mateos, José L**101-109 Absolute negative mobility and current reversals of a meandering Brownian particle***by*Eichhorn, Ralf & Reimann, Peter & Hänggi, Peter**110-115 Stochastic resonance in bistable magnetic wires***by*Krupińska, G & Gawroński, P & Blanco, J.M & Gonzalez, J & Kułakowski, K**116-123 Stochastic resonance in discrete kinetics with delay***by*Kosińska, Ilona**124-135 Statistics of entrance times***by*Talkner, Peter**136-143 Role of the initial conditions on the enhancement of the escape time in static and fluctuating potentials***by*Fiasconaro, A & Valenti, D & Spagnolo, B**144-151 Escape from a metastable state with fluctuating barrier***by*Agudov, Nikolay V & Dubkov, Alexander A & Spagnolo, Bernardo**152-164 Nonlinear sensors activated by noise***by*Gammaitoni, L & Bulsara, A.R**165-175 Channel noise and synchronization in excitable membranes***by*Schmid, Gerhard & Goychuk, Igor & Hänggi, Peter**176-185 Coupled three-state oscillators***by*Prager, T & Naundorf, B & Schimansky-Geier, L**186-191 Synchronization in an array of globally coupled maps with delayed interactions***by*Masoller, Cristina & Martı́, Arturo C & Zanette, Damián H**192-198 Characterization of the anticipated synchronization regime in the coupled FitzHugh–Nagumo model for neurons***by*Toral, Raúl & Masoller, C & Mirasso, Claudio R & Ciszak, M & Calvo, O**199-212 Correlation analysis of dynamical chaos***by*Anishchenko, V.S. & Vadivasova, T.E. & Okrokvertskhov, G.A. & Strelkova, G.I.**213-219 Effects of parametric noise on a nonlinear oscillator***by*Mallick, Kirone & Marcq, Philippe**220-229 Injection locking near a stochastic bifurcation: the dc SQUID as a case study***by*Bulsara, A.R & Acebrón, J.A & Rappel, W.-J & Hibbs, A & Kunstmanas, L & Krupka, M**230-242 Patterns in reaction–diffusion systems generated by global alternation of dynamics***by*Buceta, J. & Lindenberg, Katja**243-259 Interacting particles, the stochastic Fisher–Kolmogorov–Petrovsky–Piscounov equation, and duality***by*Doering, Charles R. & Mueller, Carl & Smereka, Peter**260-266 Pattern formation and stochastic motion of the zooplankton Daphnia in a light field***by*Ordemann, Anke & Balazsi, Gabor & Moss, Frank**267-273 Hierarchically related processes and macroscopic emergence of fluctuations in weakly perturbed granular media***by*D'Anna, Gianfranco & Mayor, Patrick**274-283 Long-time behavior of granular gases with impact-velocity dependent coefficient of restitution***by*Pöschel, Thorsten & Brilliantov, Nikolai V. & Schwager, Thomas**284-291 Finite volume effects in a model grain growth***by*Gadomski, A & Łuczka, J & Rudnicki, R

### 2003, Volume 324, Issue 3

**455-468 The branched polymer growth model revisited***by*Neves, Ubiraci P.C. & Botelho, André L. & Onody, Roberto N.**469-483 Adsorption of electrolyte in a templated hard-sphere matrix. Predictions of the continuum replica Ornstein–Zernike approach***by*Dominguez, H. & Hribar Lee, B. & Vlachy, V. & Pizio, O.**484-494 Are transient positional and orientational order important approaching the glass transition?***by*Brand, Helmut R. & Kawasaki, Kyozi**495-508 Inertial effects in Brownian motion of a trapped particle in shear flow***by*Rzehak, R. & Zimmermann, W.**509-529 Symmetries and form-preserving transformations of generalised inhomogeneous nonlinear diffusion equations***by*Sophocleous, Christodoulos**530-550 Diffusion and memory effects for stochastic processes and fractional Langevin equations***by*Bazzani, Armando & Bassi, Gabriele & Turchetti, Giorgio**551-567 Critical helix of hierarchical structures***by*Ugajin, Ryuichi**568-588 Generalized Hausdorff inverse moment problem***by*Pintarelli, María B. & Vericat, Fernando**589-605 About thermodynamics and statistics of moving charges***by*Handrich, Klaus**606-620 Mean field and computer simulation study of a nematogenic lattice model including three-body interactions***by*Romano, S.**621-633 Lattice-gas with two- and three-body couplings as a model for amphiphilic aggregation***by*Girardi, M. & Figueiredo, W.**634-644 Pressure–temperature phase diagrams of selenium and sulfur in terms of Patashinski model***by*Son, L. & Rusakov, G. & Katkov, N.**645-664 Slight parameter changes detection in biological models: a multiresolution approach***by*Añino, M.M. & Torres, M.E. & Schlotthauer, G.**665-677 The circulation of money and holding time distribution***by*Wang, Yougui & Ding, Ning & Zhang, Li**678-688 q-exponential, Weibull, and q-Weibull distributions: an empirical analysis***by*Picoli, S. & Mendes, R.S. & Malacarne, L.C.**689-697 Simulation of competitive egress behavior: comparison with aircraft evacuation data***by*Kirchner, Ansgar & Klüpfel, Hubert & Nishinari, Katsuhiro & Schadschneider, Andreas & Schreckenberg, Michael**698-706 Hard rods: statistics of parking configurations***by*Dunlop, François & Huillet, Thierry**707-716 Dynamical behavior of a two-dimensional cellular automaton with signal processing***by*Watanabe, Makoto S.**717-722 Long-range interactions in Sznajd consensus model***by*Schulze, Christian**723-732 Intrinsic chaos and external noise in population dynamics***by*González, Jorge A. & Trujillo, Leonardo & Escalante, Ananı́as**733-753 Wavelet filtering of network traffic measurements***by*Antoniou, I. & Ivanov, Vi.V. & Ivanov, Va.V. & Zrelov, P.V.**754-758 Complex networks and the WWW market***by*López, Luis & A. Almendral, Juan & Sanjuán, Miguel A.F.

### 2003, Volume 324, Issue 1

**1-5 Understanding the cubic and half-cubic laws of financial fluctuations***by*Gabaix, Xavier & Gopikrishnan, Parameswaran & Plerou, Vasiliki & Stanley, H.Eugene**6-16 Volatility clustering in agent based market models***by*Giardina, Irene & Bouchaud, Jean-Philippe**17-24 Scale invariance and criticality in financial markets***by*Marsili, Matteo**25-29 The minority game: effects of strategy correlations and timing of adaptation***by*Sherrington, David & Galla, Tobias**30-37 Strategy for investments from Zipf law(s)***by*Ausloos, M. & Bronlet, Ph.**38-44 On size and growth of business firms***by*De Fabritiis, G. & Pammolli, F. & Riccaboni, M.**45-48 The variance of corporate growth rates***by*Sutton, John**49-65 Matching games with partial information***by*Laureti, Paolo & Zhang, Yi-Cheng**66-73 Degree stability of a minimum spanning tree of price return and volatility***by*Miccichè, Salvatore & Bonanno, Giovanni & Lillo, Fabrizio & N. Mantegna, Rosario**74-80 Correlations and response: absence of detailed balance on the stock market***by*Kertész, J. & Kullmann, L. & Zawadowski, A.G. & Karádi, R. & Kaski, K.**81-88 Risk and utility in portfolio optimization***by*Cohen, Morrel H. & Natoli, Vincent D.**89-100 Nonextensive statistical mechanics and economics***by*Tsallis, Constantino & Anteneodo, Celia & Borland, Lisa & Osorio, Roberto**101-107 Self-modulation processes and resulting generic 1/f fluctuations***by*Takayasu, Misako & Takayasu, Hideki**108-116 Standing on the toes of pygmies:***by*Keen, Steve**117-123 On the size distribution of firms: additional evidence from the G7 countries***by*Gaffeo, Edoardo & Gallegati, Mauro & Palestrini, Antonio**124-132 A laboratory experiment on the minority game***by*Bottazzi, Giulio & Devetag, Giovanna**133-140 More statistical properties of order books and price impact***by*Potters, Marc & Bouchaud, Jean-Philippe**141-145 Limit order market analysis and modelling: on a universal cause for over-diffusive prices***by*Challet, Damien & Stinchcombe, Robin**146-151 An analysis of price impact function in order-driven markets***by*Iori, G. & Daniels, M.G. & Farmer, J.D. & Gillemot, L. & Krishnamurthy, S. & Smith, E.**152-156 Quantum models of Parrondo's games***by*Flitney, A.P. & Abbott, D.**157-166 Characterization of large price variations in financial markets***by*Johansen, Anders**167-173 General numerical model of the competition life cycle: from physics to economy***by*Berg, D.B & Popkov, V.V**174-182 Log-periodic self-similarity: an emerging financial law?***by*Drożdż, S. & Grümmer, F. & Ruf, F. & Speth, J.**183-188 Scaling behaviors in differently developed markets***by*Di Matteo, T. & Aste, T. & Dacorogna, M.M.**189-195 Pricing derivatives by path integral and neural networks***by*Montagna, Guido & Morelli, Marco & Nicrosini, Oreste & Amato, Paolo & Farina, Marco**196-200 Fixed point theorem for simple quantum strategies in quantum market games***by*Piotrowski, Edward W.**201-206 A Black-Scholes Schrödinger option price: ‘bit’ versus ‘qubit’***by*Haven, Emmanuel**207-212 Power law distribution of the frequency of demises of US firms***by*Cook, William & Ormerod, Paul**213-219 A stochastic model of firm growth***by*Bottazzi, Giulio & Secchi, Angelo**220-226 Trading strategies, feedback control and market dynamics***by*Alvarez-Ramirez, Jose & Suarez, Rodolfo & Ibarra-Valdez, Carlos**227-233 Who wins? Study of long-run trader survival in an artificial stock market***by*Cincotti, Silvano & M. Focardi, Sergio & Marchesi, Michele & Raberto, Marco**234-240 Giffen paradoxes in quantum market games***by*Sładkowski, Jan**241-246 Dynamics of cross-correlations in the stock market***by*Rosenow, Bernd & Gopikrishnan, Parameswaran & Plerou, Vasiliki & Eugene Stanley, H**247-252 Dynamic asset trees and Black Monday***by*Onnela, J.-P. & Chakraborti, A. & Kaski, K. & Kertész, J.**253-257 Triangular arbitrage and negative auto-correlation of foreign exchange rates***by*Aiba, Yukihiro & Hatano, Naomichi & Takayasu, Hideki & Marumo, Kouhei & Shimizu, Tokiko**258-265 Statistical analysis of strait time index and a simple model for trend and trend reversal***by*Chen, Kan & Jayaprakash, C.**266-271 Nontrivial bookkeeping: a mechanical perspective***by*Fischer, Robert & Braun, Dieter**272-277 Langevin modelling of high-frequency Hang-Seng index data***by*Tang, Lei-Han**278-284 The internalist perspective on inevitable arbitrage in financial markets***by*Matsuno, Koichiro**285-295 Causalities of the Taiwan stock market***by*Ting, Julian Juhi-Lian**296-302 Analysis of high-resolution foreign exchange data of USD-JPY for 13 years***by*Mizuno, Takayuki & Kurihara, Shoko & Takayasu, Misako & Takayasu, Hideki**303-310 Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes***by*Silva, A.Christian & Yakovenko, Victor M.**311-316 Emergence of heterogeneity in an agent-based model***by*Wan Abdullah, Wan Ahmad Tajuddin**317-322 Multivariate Markov chain modeling for stock markets***by*Maskawa, Jun-ichi

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