Related papers: Fluctuation scaling in complex systems: Taylor's l…
Fluctuations may govern the fate of an interacting particle system even on the mean-field level. This is demonstrated via a three species cyclic trapping reaction with a large, yet finite number of particles, where the final number of…
Strong violations of existing fluctuation theorems may arise in nonequilibrium steady states characterized by distributions with power-law tails. The ratio of the probabilities of positive and negative fluctuations of equal magnitude…
The structure of very complicated irregular "microscopic" (local) entropy fluctuations around a big separated "macroscopic" (global) fluctuation in the statistical equilibrium was studied in numerical experiments on a simple 2--freedom…
Experimental data are presented on particle correlations and fluctuations in various high-energy multiparticle collisions, with special emphasis on evidence for scaling-law evolution in small phase-space domains. The notions of…
We found that models of evolving random networks exhibit dynamic scaling similar to scaling of growing surfaces. It is demonstrated by numerical simulations of two variants of the model in which nodes are added as well as removed [Phys.…
A two-dimensional lattice system of non-interacting electrons in a homogeneous magnetic field with half a flux quantum per plaquette and a random potential is considered. For the large scale behavior a supersymmetric theory with collective…
Universal scaling laws form one of the central issues in physics. A non-standard scaling law or a breakdown of a standard scaling law, on the other hand, can often lead to the finding of a new universality class in physical systems.…
Taylors Law (TL) describes the scaling relationship between the mean and variance of populations as a power-law. TL is widely observed in ecological systems across space and time with exponents varying largely between 1 and 2. Many…
Taylor's law of temporal fluctuation scaling, variance $\sim$ $a($mean$)^b$, is ubiquitous in natural and social sciences. We report for the first time convincing evidence of a solid temporal fluctuation scaling law in stock illiquidity by…
We study the average shape of a fluctuation of a time series x(t), that is the average value <x(t)-x(0)>_T before x(t) first returns, at time T, to its initial value x(0). For large classes of stochastic processes we find that a scaling law…
We show that in a broad class of processes that show a $1/f^{\alpha}$ spectrum, the power also explicitly depends on the characteristic time scale. Despite an enormous amount of work, this generic behavior remains so far overlooked and…
Many fluctuating systems consist of macroscopic structures in addition to noisy signals. Thus, for this class of fluctuating systems, the scaling behaviors are very complicated. Such phenomena are quite commonly observed in Nature, ranging…
Long-range temporal and spatial correlations have been reported in a remarkable number of studies. In particular power-law scaling in neural activity raised considerable interest. We here provide a straightforward algorithm not only to…
We extend a generic class of systems which have previously been shown to spontaneously develop scaling (power law) distributions of their elementary degrees of freedom. While the previous systems were linear and exploded exponentially for…
In this paper we combine statistical analysis of large text databases and simple stochastic models to explain the appearance of scaling laws in the statistics of word frequencies. Besides the sublinear scaling of the vocabulary size with…
We discuss the universal scaling laws of order parameter fluctuations in any system in which the second-order critical behaviour can be identified. These scaling laws can be derived rigorously for equilibrium systems when combined with the…
Fluctuation scaling has been observed universally in a wide variety of phenomena. In time series that describe sequences of events, fluctuation scaling is expressed as power function relationships between the mean and variance of either…
Scale invariance property in the global geometry of Earth may lead to a coupled interactive behaviour between various components of the climate system. One of the most interesting correlations exists between spatial statistics of the global…
Exerting fluctuations is a part of our daily life: traffic noise, heartbeat, opinion poll, currency exchange rate, electrical current, chemical reactions - they all permanently fluctuate. One of the most important questions is why the…
We study the dynamics of a system composed of interacting units each with a complex internal structure comprising many subunits. We consider the case in which each subunit grows in a multiplicative manner. We propose a model for such…