Monte Carlo Simulation of Lateral Distribution of Molecules in a Two-Component Lipid Membrane. Effect of Long-Range Repulsive Interactions

1994 ◽  
Vol 98 (29) ◽  
pp. 7201-7210 ◽  
Author(s):  
Istvan P. Sugar ◽  
Daxin Tang ◽  
Parkson Lee-Gau Chong
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Long Range ◽  
Lipid Membrane ◽  
Lateral Distribution ◽  
Membrane Effect ◽  
Two Component ◽  
Repulsive Interactions

Monte Carlo simulation of miscibility of polymer blends with repulsive interactions: effect of chain structure

2003 ◽  
Vol 39 (3) ◽  
pp. 551-560 ◽  
Author(s):  
Tongfei Shi ◽  
Gangyao Wen ◽  
Wei Jiang ◽  
Lijia An ◽  
Binyao Li
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Polymer Blends ◽  
Chain Structure ◽  
Repulsive Interactions

Long-range dependence in Indian stock market: a study of Indian sectoral indices

2014 ◽  
Vol 9 (4) ◽  
pp. 505-519 ◽  
Author(s):  
Dilip Kumar
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Frequency Domain ◽  
Long Range ◽  
Time Domain ◽  
Long Range Dependence ◽  
Fluctuation Analysis ◽  
Scaling Exponent ◽  
Simulation Experiments ◽  
Content Type

Purpose – The purpose of this paper is to test the efficient market hypothesis for major Indian sectoral indices by means of long memory approach in both time domain and frequency domain. This paper also tests the accuracy of the detrended fluctuation analysis (DFA) approach and the local Whittle (LW) approach by means of Monte Carlo simulation experiments. Design/methodology/approach – The author applies the DFA approach for the computation of the scaling exponent in the time domain. The robustness of the results is tested by the computation of the scaling exponent in the frequency domain by means of the LW estimator. The author applies moving sub-sample approach on DFA to study the evolution of market efficiency in Indian sectoral indices. Findings – The Monte Carlo simulation experiments indicate that the DFA approach and the LW approach provides good estimates of the scaling exponent as the sample size increases. The author also finds that the efficiency characteristics of Indian sectoral indices and their stages of development are dynamic in nature. Originality/value – This paper has both methodological and empirical originality. On the methodological side, the author tests the small sample properties of the DFA and the LW approaches by using simulated series of fractional Gaussian noise and find that both the approach possesses superior properties in terms of capturing the scaling behavior of asset prices. On the empirical side, the author studies the evolution of long-range dependence characteristics in Indian sectoral indices.

Inverse Comptonization in a Two Component Advective Flow: Results of a Monte Carlo simulation

2008 ◽  
Author(s):  
Himadri Ghosh ◽  
S. K. Chakrabarti ◽  
Philippe Laurent ◽  
Sandip K. Chakrabarti ◽  
Archan S. Majumdar
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Advective Flow ◽  
Two Component

scholarly journals Monte Carlo Simulation of Two-Component Bilayers: DMPC/DSPC Mixtures

1999 ◽  
Vol 76 (4) ◽  
pp. 2099-2110 ◽  
Author(s):  
István P. Sugár ◽  
Thomas E. Thompson ◽  
Rodney L. Biltonen
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Two Component
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