Related papers: Fluctuation scaling in complex systems: Taylor's l…
We study the support (i.e. the set of visited sites) of a t step random walk on a two-dimensional square lattice in the large t limit. A broad class of global properties M(t) of the support is considered, including, e.g., the number S(t) of…
Classically chaotic systems relax to coarse grained states of equilibrium. Here we numerically study the quantization of such bounded relaxing systems, in particular the quasi-periodic fluctuations associated with the correlation between…
It has been recently shown that randomly charged surfaces can exhibit long range electrostatic interactions even when they are net neutral. These forces depend on the specific realization of charge disorder and thus exhibit sample to sample…
The process of relaxation of a system of particles interacting with long-range forces is relevant to many areas of Physics. For obvious reasons, in Stellar Dynamics much attention has been paid to the case of 1/r^2 force law. However,…
A collection of $N$-diffusing interacting particles where each particle belongs to one of $K$ different populations is considered. Evolution equation for a particle from population $k$ depends on the $K$ empirical measures of particle…
We study the statistical properties of volatility---a measure of how much the market is likely to fluctuate. We estimate the volatility by the local average of the absolute price changes. We analyze (a) the S&P 500 stock index for the…
A fractal is in essence a hierarchy with cascade structure, which can be described with a set of exponential functions. From these exponential functions, a set of power laws indicative of scaling can be derived. Hierarchy structure and…
In this paper the scaling law for the relaxation times in thermal phenomena is investigated. It is shown that dependent on the value of the parameter K=E/m(c\alpha)^2,where E is the energy which is delivered to the system, m is the parton…
The spectral properties of interacting strongly chaotic systems are investigated for growing interaction strength. A very sensitive transition from Poisson statistics to that of random matrix theory is found. We introduce a new random…
Atmospheric flows, an example of turbulent fluid flows, exhibit fractal fluctuations of all space-time scales ranging from turbulence scale of mm -sec to climate scales of thousands of kilometers - years and may be visualized as a nested…
We present a conformal theory for intermittent scalar fields. As an example, we consider the energy flux from large to small scales in the developed turbulent flow. The conformal correlation functions are found in the inertial range of…
Parameters of a special kind of \alpha-effect known in dynamo theory as the Babcock-Leighton mechanism are estimated using the data of sunspot catalogs. The estimates evidence the presence of the Babcock-Leighton \alpha-effect on the Sun.…
A set of general allometric scaling laws is derived for different systems represented by tree networks. The formulation postulates self-similar networks with an arbitrary number of branches developed in each generation, and with an…
Understanding quantitative relationships between urban elements is crucial for a wide range of applications. The observation at the macroscopic level demonstrates that the aggregated urban quantities (e.g., gross domestic product) scale…
The existence of fluctuations together with interactions leads to scale-dependence in the couplings of quantum field theories for the case of quantum fluctuations, and in the couplings of stochastic systems when the fluctuations are of…
We develop non-equilibrium theory by using averages in time and space as a generalized way to upscale thermodynamics in non-ergodic systems. The approach offers a classical perspective on the energy dynamics in fluctuating systems. The rate…
A fundamental principle of chaotic quantum dynamics is that local subsystems eventually approach a thermal equilibrium state. Large subsystems thermalize slower: their approach to equilibrium is limited by the hydrodynamic build-up of…
We extend our previous study of scaling range properties done for detrended fluctuation analysis (DFA) \cite{former_paper} to other techniques of fluctuation analysis (FA). The new technique called Modified Detrended Moving Average Analysis…
Population rate or activity equations are the foundation of a common approach to modeling for neural networks. These equations provide mean field dynamics for the firing rate or activity of neurons within a network given some connectivity.…
A generalized fluctuation-response relation is found for thermal systems driven out of equilibrium. Its derivation is independent of many details of the dynamics, which is only required to be first-order. The result gives a correction to…