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The scaling properties of the roughness of surfaces grown by two different processes randomly alternating in time, are addressed. The duration of each application of the two primary processes is assumed to be independently drawn from given…

Statistical Mechanics · Physics 2009-11-07 Subhadip Raychaudhuri , Yonathan Shapir

We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…

Statistical Mechanics · Physics 2017-08-16 Mohsen Ghasemi Nezhadhaghighi

Starting from a master equation, we derive the evolution equation for the size distribution of elements in an evolving system, where each element can grow, divide into two, and produce new elements. We then probe general solutions of the…

Statistical Mechanics · Physics 2011-04-05 Segun Goh , H. W. Kwon , M. Y. Choi , Jean-Yves Fortin

The Weibull function is widely used to describe skew distributions observed in nature. However, the origin of this ubiquity is not always obvious to explain. In the present paper, we consider the well-known Galton-Watson branching process…

Data Analysis, Statistics and Probability · Physics 2015-05-27 Junghyo Jo , Jean-Yves Fortin , M. Y. Choi

The critical behaviour of a Random Fiber Bundle Model with mixed uniform distribution of threshold strengths and global load sharing rule is studied with a special emphasis on the nature of distribution of avalanches for different…

Statistical Mechanics · Physics 2009-11-11 Uma Divakaran , Amit Dutta

This paper is concerned with the trends of stress fluctuations in dry granular materials as functions of the sample size D and of the grain diameter d. Results are obtained in the plateau regime of large axial deformation, during…

Disordered Systems and Neural Networks · Physics 2007-05-23 F. Adjémian , P. Evesque

The drift burst hypothesis postulates the existence of short-lived locally explosive trends in the price paths of financial assets. The recent U.S. equity and treasury flash crashes can be viewed as two high-profile manifestations of such…

Econometrics · Economics 2026-01-16 Kim Christensen , Roel C. A. Oomen , Roberto Renò

Recent investigations of turbulent circulation fluctuations have uncovered substantial insights into the statistical organization of flow structures and revealed unexpected geometric features of turbulent intermittency. Of particular…

We report on the dynamics of a model frictional system submitted to minute external perturbations. The system consists of a chain of sliders connected through elastic springs that rest on an incline. By introducing cyclic expansions and…

Classical Physics · Physics 2015-06-03 Baptiste Blanc , Luis A. Pugnaloni , Jean-Christophe Géminard

The probability distribution of the maximum $M_t$ of a single resetting Brownian motion (RBM) of duration $t$ and resetting rate $r$, properly centred and scaled, is known to converge to the standard Gumbel distribution of the classical…

Statistical Mechanics · Physics 2026-01-19 Alexander K. Hartmann , Satya N. Majumdar , Gregory Schehr

With the rise of computing and artificial intelligence, advanced modeling and forecasting has been applied to High Frequency markets. A crucial element of solid production modeling though relies on the investigation of data distributions…

Trading and Market Microstructure · Quantitative Finance 2021-10-27 Jeremy D. Turiel , Tomaso Aste

In this paper, the diffusion entropy technique is applied to investigate the scaling behavior of stride interval fluctuations of human gait. The scaling behavior of the stride interval of human walking at normal, slow and fast rate are…

Biological Physics · Physics 2009-11-13 Shi-Min Cai , Pei-Ling Zhou , Hui-Jie Yang , Tao Zhou , Bing-Hong Wang , Fang-Cui Zhao

Numerical simulations of turbulent flows at realistic Reynolds numbers generally rely on filtering out small scales from the Navier Stokes equations and modeling their impact through the Reynolds stress tensor ${\tau}_{ij}$. Traditional…

Fluid Dynamics · Physics 2026-01-28 Flavio Tuteri , Alexandros Alexakis , Sergio Chibbaro

Uniform spherical beads were used to explore the behavior of a granular system near its critical angle of repose on a conical bead pile. We found two tuning parameters that could take the system to a critical point where a simple power-law…

Many natural or human-made systems encompassing local reactions and diffusion processes exhibit spatially distributed patterns of some relevant dynamical variable. These interactions, through self-organization and critical phenomena, give…

Pattern Formation and Solitons · Physics 2024-07-08 Jean-François de Kemmeter , Adam Byrne , Amy Dunne , Timoteo Carletti , Malbor Asllani

The Weibull distribution is a commonly used model for the strength of brittle materials and earthquake return intervals. Deviations from Weibull scaling, however, have been observed in earthquake return intervals and in the fracture…

A damped chain of particles with harmonic nearest-neighbor interactions in a spatially periodic, piecewise harmonic potential (Frenkel-Kontorova model) is studied numerically. One end of the chain is pulled slowly which acts as a weak…

chao-dyn · Physics 2009-10-22 Franz-Josef Elmer

We numerically investigate the Olami-Feder-Christensen model on a quenched random graph. Contrary to the case of annealed random neighbors, we find that the quenched model exhibits self-organized criticality deep within the nonconservative…

Statistical Mechanics · Physics 2009-11-07 Stefano Lise , Maya Paczuski

A new non-parametric statistic is introduced for the characterization of deviations from power laws. It is tested on the distribution of seismic energies given by the Gutenberg-Richter law. Based on the two first statistical log-moments, it…

Data Analysis, Statistics and Probability · Physics 2007-05-23 V. Pisarenko , D. Sornette , M. Rodkin

Power laws and distributions with heavy tails are common features of many experimentally studied complex systems, like the distribution of the sizes of earthquakes and solar flares, or the duration of neuronal avalanches in the brain.…

Adaptation and Self-Organizing Systems · Physics 2014-03-05 Dimitrije Markovic , Claudius Gros
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