岡山大学経済学会 Acta Medica Okayama 0386-3069 47 2 2016 公開情報への反応関数をもつポリマーモデルにおける大数の強法則 117 127 EN Joshin Murai 10.18926/OER/54147 No potential conflict of interest relevant to this article was reported.

岡山大学経済学会 Acta Medica Okayama 0386-3069 40 4 2009 Graphs for Menshikov-Zuev's Problems on ρ-percolation Model 115 125 EN Joshin Murai 10.18926/OER/14929 In 1993, Menshikov and Zuev introduced ρ−percolation model, in which a path of a graph is ρ−passable in a bond percolation configuration if the concentration of open bonds on it is at least ρ, and concerning this model, they gave four open problems. In this paper, we answer three problems out of them : the first one is whether the ρ−percolation critical probability is equal to the critical probability corresponding to finite/infinite expectation of the number of ρ−connectable vertices from a fixed vertex, the second is whether the 1-p ercolation critical probability is equal to the Bernoulli bond percolation critical probability, and finally the third is whether the probability of the existence of ρ−passable path of length exceeding n starting from a fixed vertex always decays exponentially in the subcritical phase. No potential conflict of interest relevant to this article was reported.

岡山大学経済学会 Acta Medica Okayama 03863069 39 4 2008 Fat tail phenomena in a stochastic model of stock market : the long-range percolation approach 151 176 EN Koji Kuroda Joshin Murai 10.18926/OER/12382 Using a Gibbs distribution developed in the theory of statistical physics and a long−range percolation theory, we present a new model of a stock price process for explaining the fat tail in the distribution of stock returns. We consider two types of traders, Group A and Group B : Group A traders analyze the past data on the stock market to determine their present trading positions. The way to determine their trading positions is not deterministic but obeys a Gibbs distribution with interactions between the past data and the present trading positions. On the other hand, Group B traders follow the advice reached through the long−range percolation system from the investment adviser. As the resulting stock price process, we derive a Lévy process. No potential conflict of interest relevant to this article was reported.