Abstract

Abstract
We present a simplified cycle model, using the available data, for the monthly sunspot number random variables {X-t}(t=1)(133), where 133 is taken as the mean duration of the Schwabe's cycle. We present a fit for the mean and standard deviation of X-t. In the descending and ascending phases, we analyse the probability histogram of the monthly sunspot number fluctuations.

Abstract
In this paper, we apply the following four power indices to the Portuguese Parliament: Shapley-Shubik index, Banzhaf index, Deegan-Packel index and Public Good Index. We also present the main concepts related with simple games and discuss the features of each power index by means of their axiomatic characterizations.

Abstract
Deegan and Packel (1979) and Holler (1982) proposed two power indices for simple games: the Deegan-Packel index and the Public Good Index. In the definition of these indices, only minimal winning coalitions are taken into account. Using similar arguments, we define two new power indices. These new indices are defined taking into account only those winning coalitions that do not contain null players. The results obtained with the different power indices are compared by means of two real-world examples taken from the political field.

Abstract
We consider the alpha re-scaled Standard & Poor's 100 (SP100) daily index positive returns r(t)(alpha) and negative returns (-r(t))(alpha) that we call, after normalization, the alpha positive fluctuations and alpha negative fluctuations, respectively. We use the Kolmogorov-Smirnov statistical test as a method to find the values of alpha that optimize the data collapse of the histogram of the alpha fluctuations with the truncated Bramwell-Holdsworth-Pinton (BHP) probability density function (pdf) and the truncated generalized log-normal pdf f(LN) that best approximates the truncated BHP pdf. The optimal parameters we found are alpha(+)(BHP) = 0.52, alpha(-)(BHP) = 0.48, alpha(+)(LN) = 0.52 and alpha(-)(LN) = 0.50. Using the optimal alpha's, we compute analytical approximations of the probability distributions of the normalized positive and negative SP100 index daily returns r(t). Since the BHP pdf appears in several other dissimilar phenomena, our result reveals a universal feature of the stock exchange markets.

Abstract
Let f and g be C-r unimodal maps, with r >= 3, topologically conjugated by h and without periodic attractors. If h is strongly differentiable at a point p in the expanding set E(f), with h'(p) not equal 0, then, there is an open renormalization interval J such that h is a C-r diffeomorphism in the basin B(J) of J, and h is not strongly differentiable at any point in I \ B(J). The expanding set E(f) contains all points with positive Lyapunov exponent, and if f has a Milnor's interval cycle attractor A then E(f) has full Lebesgue measure.