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How and why stock prices move is a centuries-old question still not answered conclusively. More recently, attention shifted to higher frequencies, where trades are processed piecewise across different timescales. Here we reveal that price…

Trading and Market Microstructure · Quantitative Finance 2018-01-17 Felix Patzelt , Jean-Philippe Bouchaud

For percolating systems, we propose a universal exponent relation connecting the leading corrections to scaling of the cluster size distribution with the dynamic corrections to the asymptotic transport behaviour at criticality. Our…

Statistical Mechanics · Physics 2008-12-08 Axel Kammerer , Felix Höfling , Thomas Franosch

Monte-Carlo simulations on a variety of 2d percolating systems at criticality suggest that the excess number of clusters in finite systems over the bulk value of nc is a universal quantity, dependent upon the system shape but independent of…

Disordered Systems and Neural Networks · Physics 2009-10-30 Robert M. Ziff , Steven R. Finch , Victor S. Adamchik

Universality, encompassing critical exponents, scaling functions, and dimensionless quantities, is fundamental to phase transition theory. In finite systems, universal behaviors are also expected to emerge at the pseudocritical point.…

Statistical Mechanics · Physics 2026-05-26 Qiyuan Shi , Shuo Wei , Youjin Deng , Ming Li

We consider a noninteracting disordered system designed to model particle diffusion, relaxation in glasses, and impurity bands of semiconductors. Disorder originates in the random spatial distribution of sites. We find strong numerical…

Disordered Systems and Neural Networks · Physics 2015-03-17 Jacob J. Krich , Alán Aspuru-Guzik

We study non-uniform percolation in a two-dimensional cluster growth model with multiple seeds. With increasing concentration of seeds, the percolation threshold is found to increase monotonically, while the exponents for correlation…

Disordered Systems and Neural Networks · Physics 2014-10-08 Hongting Yang , Stephan Haas

Evidence of critical dynamics has been recently found in both experiments and models of large scale brain dynamics. The understanding of the nature and features of such critical regime is hampered by the relatively small size of the…

Disordered Systems and Neural Networks · Physics 2019-12-04 Mahdi Zarepour , Juan I. Perotti , Orlando V. Billoni , Dante R. Chialvo , Sergio A. Cannas

Statistical mechanical systems at and near their points of phase transition are expected to exhibit rich, fractal-like behaviour that is independent of the small-scale details of the system but depends strongly on the dimension in which the…

Mathematical Physics · Physics 2025-10-07 Tom Hutchcroft

Disordered viscoelastic materials are ubiquitous and exhibit fascinating invariant scaling properties. In a companion article, we have presented comprehensive new results for the critical behavior of the dynamic susceptibility of disordered…

Soft Condensed Matter · Physics 2022-03-01 Danilo B. Liarte , Stephen J. Thornton , Eric Schwen , Itai Cohen , Debanjan Chowdhury , James P. Sethna

The critical behavior of the stochastic susceptible-infected-recovered model on a square lattice is obtained by numerical simulations and finite-size scaling. The order parameter as well as the distribution in the number of recovered…

Disordered Systems and Neural Networks · Physics 2011-03-07 David R. de Souza , Tânia Tomé , Robert M. Ziff

Physical understanding of how the interplay between symmetries and nonlinear effects can control the scaling and multiscaling properties in a coupled driven system, such as magnetohydrodynamic turbulence or turbulent binary fluid mixtures,…

Statistical Mechanics · Physics 2021-03-23 Sudip Mukherjee , Abhik Basu

A finite size scaling theory, originally developed only for transitions to absorbing states [Phys. Rev. E {\bf 92}, 062126 (2015)], is extended to distinct sorts of discontinuous nonequilibrium phase transitions. Expressions for quantities…

Statistical Mechanics · Physics 2018-06-13 Marcelo M. de Oliveira , M. G. E. da Luz , Carlos E. Fiore

We analyse numerically the critical behavior of an absorbing phase transition in a conserved lattice gas in an external field. The external field is realized as a spontaneous creation of active particles which drives the system away from…

Statistical Mechanics · Physics 2009-11-07 S. Lubeck

We propose a novel finite size scaling analysis for percolation transition observed in complex networks. While it is known that cooperative systems in growing networks often undergo an infinite order transition with inverted…

Disordered Systems and Neural Networks · Physics 2013-11-08 Takehisa Hasegawa , Tomoaki Nogawa , Koji Nemoto

The theory of continuous phase transitions predicts the universal collective properties of a physical system near a critical point, which for instance manifest in characteristic power-law behaviours of physical observables. The…

Statistical Mechanics · Physics 2016-06-24 Matteo Marcuzzi , Emanuele Levi , Weibin Li , Juan P. Garrahan , Beatriz Olmos , Igor Lesanovsky

We establish new scaling properties for the universality class of Model C, which describes relaxational critical dynamics of a nonconserved order parameter coupled to a conserved scalar density. We find an anomalous diffusion phase, which…

Statistical Mechanics · Physics 2013-11-05 David Mesterházy , Jan H. Stockemer , Leticia F. Palhares , Jürgen Berges

In this paper, we study the critical behavior of percolation on a configuration model with degree distribution satisfying an infinite second-moment condition, which includes power-law degrees with exponent $\tau \in (2,3)$. It is well known…

Probability · Mathematics 2020-07-01 Souvik Dhara , Remco van der Hofstad , Johan S. H. van Leeuwaarden

The scaling behavior of the closed trajectories of a moving particle generated by randomly placed rotators or mirrors on a square or triangular lattice is studied numerically. For most concentrations of the scatterers the trajectories close…

Condensed Matter · Physics 2007-05-23 Meng-she Cao , E. G. D. Cohen

Collective phenomena with universal properties have been observed in many complex systems with a large number of components. Here we present a microscopic model of the emergence of scaling behavior in such systems, where the interaction…

Statistical Finance · Quantitative Finance 2015-05-19 S. V. Vikram , Sitabhra Sinha

For systems with infinite-order phase transitions, in which an order parameter smoothly becomes nonzero, a new observable for finite-size scaling analysis is suggested. By construction this new observable has the favourable property of…

Statistical Mechanics · Physics 2016-09-15 Rick Keesman , Jules Lamers , R. A. Duine , G. T. Barkema