We investigate the herd behavior of returns for the yen-dollar exchange rate in the Japanese financial market. It is obtained that the probability distribution $P(R)$ of returns $R$ satisfies the power-law behavior $P(R) simeq R^{-beta}$ with the exp
onents $ beta=3.11$(the time interval $tau=$ one minute) and 3.36($tau=$ one day). The informational cascade regime appears in the herding parameter $Hge 2.33$ at $tau=$ one minute, while it occurs no herding at $tau=$ one day. Especially, we find that the distribution of normalized returns shows a crossover to a Gaussian distribution at one time step $Delta t=1$ day.
The multifractal behavior of the normalized first passage time is investigated on the two dimensional Sierpinski gasket with both absorbing and reflecting barriers. The normalized first passage time for Sinai model and the logistic model to arrive at
the absorbing barrier after starting from an arbitrary site, especially obtained by the calculation via the Monte Carlo simulation, is discussed numerically. The generalized dimension and the spectrum are also estimated from the distribution of the normalized first passage time, and compared with the results on the finitely square lattice.
