RESUMO
We point out how geometric features affect the scaling properties of nonequilibrium dynamic processes, by a model for surface growth where particles can deposit and evaporate only in dimer form, but dissociate on the surface. Pinning valleys (hilltops) develop spontaneously and the surface facets for all growth (evaporation) biases. More intriguingly, the scaling properties of the rough one dimensional equilibrium surface are anomalous. Its width, W approximately Lalpha, diverges with system size L as alpha = 1 / 3 instead of the conventional universal value alpha = 1 / 2. This originates from a topological nonlocal evenness constraint on the surface configurations.
RESUMO
We propose a group model for correlations in stock markets. In the group model the markets are composed of several groups, within which the stock price fluctuations are correlated. The spectral properties of empirical correlation matrices reported recently are well understood from the model. It provides the connection between the spectral properties of the empirical correlation matrix and the structure of correlations in stock markets.