Related papers: Probability Distributions in Complex Systems
Recurrence networks are a novel tool of nonlinear time series analysis allowing the characterisation of higher-order geometric properties of complex dynamical systems based on recurrences in phase space, which are a fundamental concept in…
The power law is ubiquitous in natural and social phenomena, and is considered as a universal relationship between the frequency and its rank for diverse social systems. However, a general model is still lacking to interpret why these…
In nature or societies, the power-law is present ubiquitously, and then it is important to investigate the mathematical characteristics of power-laws in the recent era of big data. In this paper we prove the superposition of non-identical…
In research policy, effective measures that lead to improvements in the generation of knowledge must be based on reliable methods of research assessment, but for many countries and institutions this is not the case. Publication and citation…
Probability is an important question in the ontological interpretation of quantum mechanics. It has been discussed in some trajectory interpretations such as Bohmian mechanics and stochastic mechanics. New questions arise when the…
The use of objective prior in Bayesian applications has become a common practice to analyze data without subjective information. Formal rules usually obtain these priors distributions, and the data provide the dominant information in the…
The availability of large scale streaming network data has reinforced the ubiquity of power-law distributions in observations and enabled precision measurements of the distribution parameters. The increased accuracy of these measurements…
Selected examples of possible origins of power-law distributions are presented.
The field of property testing of probability distributions, or distribution testing, aims to provide fast and (most likely) correct answers to questions pertaining to specific aspects of very large datasets. In this work, we consider a…
We review possible measures of complexity which might in particular be applicable to situations where the complexity seems to arise spontaneously. We point out that not all of them correspond to the intuitive (or "naive") notion, and that…
Exponential distributions appear in a wide range of applications including chemistry, nuclear physics, time series analyses, and stock market trends. There are conceivable circumstances in which one would be interested in the cumulative…
We develop the concept of ``dragon-kings'' corresponding to meaningful outliers, which are found to coexist with power laws in the distributions of event sizes under a broad range of conditions in a large variety of systems. These…
Consider the empirical spectral distribution of complex random $n\times n$ matrix whose entries are independent and identically distributed random variables with mean zero and variance $1/n$. In this paper, via applying potential theory in…
We propose a model which explains how power-law crossover behaviour can arise in a system which is capable of experiencing cascading failure. In our model the susceptibility of the system to cascades is described by a single number, the…
A mapping of nonextensive statistical mechanics into Gibbs' statistical mechanics exists, which leads to a generalization of Einstein's formula for fluctuations. A unified treatment of stability of relaxed states in nonextensive statistical…
Power law scaling is observed in many physical, biological and socio-economical complex systems and is now considered as an important property of these systems. In general, power law exists in the central part of the distribution. It has…
Empirical distributions have their in-sample maxima as natural censoring. We look at the "hidden tail", that is, the part of the distribution in excess of the maximum for a sample size of $n$. Using extreme value theory, we examine the…
It was recently noticed that high-energy scattering processes in QCD have a stochastic nature. An event-by-event scattering amplitude is characterised by a saturation scale which is a random variable. The statistical ensemble of saturation…
A measure of complexity based on a probabilistic description of physical systems is proposed. This measure incorporates the main features of the intuitive notion of such a magnitude. It can be applied to many physical situations and to…
Several Artificial Intelligence schemes for reasoning under uncertainty explore either explicitly or implicitly asymmetries among probabilities of various states of their uncertain domain models. Even though the correct working of these…