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We propose a simple phenomenological model exhibiting on-off intermittency over an extended range of control parameter. We find that the distribution of the 'off' periods has as a power-law tail with an exponent varying continuously between…

Statistical Mechanics · Physics 2012-04-24 Eric Bertin

Lattice growth models where uncorrelated random deposition competes with some aggregation dynamics that generates correlations are studied with rates of the correlated component decreasing as a power law. These models have anomalous…

Statistical Mechanics · Physics 2013-02-05 Fabio D. A. Aarao Reis

Using Monte Carlo simulations we show that the autocorrelation function $C(t)$ in the d=3 Ising model with a plaquette interaction has a stretched-exponential decay in a supercooled liquid phase. Such a decay characterizes also some…

Statistical Mechanics · Physics 2015-06-11 Adam Lipowski

We study random spatial permutations on Z^3 where each jump x -> \pi(x) is penalized by a factor exp(-T ||x-\pi(x)||^2). The system is known to exhibit a phase transition for low enough T where macroscopic cycles appear. We observe that the…

Statistical Mechanics · Physics 2012-03-20 Stefan Grosskinsky , Alexander A. Lovisolo , Daniel Ueltschi

In extensive Monte Carlo simulations the phase transition of the random field Ising model in three dimensions is investigated. The values of the critical exponents are determined via finite size scaling. For a Gaussian distribution of the…

Condensed Matter · Physics 2009-10-28 Heiko Rieger

Just like the degrees of human and animal interaction networks, the distribution of the times between interactions is known to often be right-skewed and fat-tailed. Both these distributions affect epidemic dynamics strongly, but, as we show…

Populations and Evolution · Quantitative Biology 2020-05-14 Naoki Masuda , Petter Holme

Stretched exponential probability density functions (pdf), having the form of the exponential of minus a fractional power of the argument, are commonly found in turbulence and other areas. They can arise because of an underlying random…

Statistical Mechanics · Physics 2009-10-30 U. Frisch , D. Sornette

We examine the performance of six estimators of the power-law cross-correlations -- the detrended cross-correlation analysis, the detrending moving-average cross-correlation analysis, the height cross-correlation analysis, the averaged…

Statistical Finance · Quantitative Finance 2018-10-30 Ladislav Kristoufek

Cooperative behaviors near the disorder-induced critical point in a random field Ising model are numerically investigated by analyzing time-dependent magnetization in ordering processes from a special initial condition. We find that the…

Statistical Mechanics · Physics 2025-01-06 Hiroki Ohta , Shin-ichi Sasa

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…

Populations and Evolution · Quantitative Biology 2015-02-24 Xiao Xiao , Kenneth J. Locey , Ethan P. White

In this paper, we study the effects of correlated random phases in the intensity of a superposition of $N$ wave-fields. Our results suggest that regardless of whether the phase distribution is continuous or discrete if the phases are random…

Applications · Statistics 2020-03-18 Roberto da Silva , Sandra D. Prado

We show that the quotient of Levy processes of jump-diffusion type has a fat-tailed distribution. An application is to price theory in economics. We show that fat tails arise endogenously from modeling of price change based on an excess…

General Economics · Economics 2021-03-11 Gunduz Caginalp

We consider a mechanism for area preserving Hamiltonian systems which leads to the enhanced probability, $P(\lambda, t)$, to find small values of the finite time Lyapunov exponent, $\lambda$. In our investigation of chaotic dynamical…

Chaotic Dynamics · Physics 2007-05-23 P. G. Silvestrov , I. V. Ponomarev

We show that the perturbative expansion of the two-level correlation function, $R(\omega)$, in disordered conductors can be understood semiclassically in terms of self-intersecting particle trajectories. This requires the extension of the…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 Robert A. Smith , Igor V. Lerner , Boris L. Altshuler

We investigate two one-dimensional tight-binding models with disorder that have extended states at zero energy. We use exact and partial diagonalisation of the Hamiltonian to obtain the eigenmodes and the associated participation ratios,…

Disordered Systems and Neural Networks · Physics 2025-08-27 Luca Schaefer , Barbara Drossel

Given $n$ samples of a regular discrete distribution $\pi$, we prove in this article first a serial of SLLNs results (of Dvoretzky and Erd\"{o}s' type) which implies a typical power law when $\pi$ is heavy-tailed. Constructing a (random)…

Probability · Mathematics 2013-12-12 Xin-Xing Chen , Jian-Sheng Xie , Jiangang Ying

The Potts model is one of the most popular spin models of statistical physics. The prevailing majority of work done so far corresponds to the lattice version of the model. However, many natural or man-made systems are much better described…

Statistical Mechanics · Physics 2013-07-16 M. Krasnytska , B. Berche , Yu. Holovatch

The thermal fluctuations that exist at very low temperature in disordered systems are often attributed to the existence of some two-level excitations. In this paper, we revisit this question via the explicit studies of the following 1D…

Disordered Systems and Neural Networks · Physics 2009-11-10 Cecile Monthus , Pierre Le Doussal

We study the one-dimensional branching random walk in the case when the step size distribution has a stretched exponential tail, and, in particular, no finite exponential moments. The tail of the step size $X$ decays as $\mathbb{P}[X \geq…

Probability · Mathematics 2022-04-12 Piotr Dyszewski , Nina Gantert , Thomas Höfelsauer

A two-dimensional lattice model with bond disorder is used to investigate the fracture behaviour under stress-controlled conditions. Although the cumulative energy of precursors does not diverge at the critical point, its derivative with…

Materials Science · Physics 2007-05-23 G. Meacci , A. Politi , M. Zei
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