Related papers: Non-Gibrat's law in the middle scale region
The fraction r(t) of spins which have never flipped up to time t is studied within a linear diffusion approximation to phase ordering. Numerical simulations show that, even in this simple context, r(t) decays with time like a power-law with…
We introduce an auto-regressive model which captures the growing nature of realistic markets. In our model agents do not trade with other agents, they interact indirectly only through a market. Change of their wealth depends, linearly on…
In a family of random variables, Taylor's law or Taylor's power law offluctuation scaling is a variance function that gives the variance $\sigma^{2}>0$ of a random variable (rv) $X$ with expectation $\mu >0$ as a powerof $\mu$: $\sigma…
Using both analytic and numerical methods, we study the radial growth probability distribution $P(r,M)$ for large scale off lattice diffusion limited aggregation (DLA) clusters. If the form of $P(r,M)$ is a Gaussian, we show analytically…
Diluted mean-field models are spin systems whose geometry of interactions is induced by a sparse random graph or hypergraph. Such models play an eminent role in the statistical mechanics of disordered systems as well as in combinatorics and…
The previously reported non-equilibrium dissipation law is investigated in turbulent flows generated by various regular and fractal square grids. The flows are documented in terms of various turbulent profiles which reveal their…
Arguably the most important problem in quantitative finance is to understand the nature of stochastic processes that underlie market dynamics. One aspect of the solution to this problem involves determining characteristics of the…
The classic central limit theorem and $\alpha$-stable distributions play a key role in probability theory, and also in Boltzmann-Gibbs (BG) statistical mechanics. They both concern the paradigmatic case of probabilistic independence of the…
A logarithmic scaling for structure functions, in the form $S_p \sim [\ln (r/\eta)]^{\zeta_p}$, where $\eta$ is the Kolmogorov dissipation scale and $\zeta_p$ are the scaling exponents, is suggested for the statistical description of the…
The existence of global weak solutions to the cross-diffusion model of Shigesada, Kawasaki, and Teramoto for an arbitrary number of species is proved. The model consists of strongly coupled parabolic equations for the population densities…
We derive the representation of the nonequilibrium steady-state distribution function which is expressed in terms of the excess free energy production. This representation resembles the one derived recently by Komatsu and Nakagawa [Phys.…
We summarize a book under publication with his title written by the three present authors, on the theory of Zipf's law, and more generally of power laws, driven by the mechanism of proportional growth. The preprint is available upon request…
The generalized logistic equation is derived to model kinetics and statistics of natural processes such as earthquakes, forest fires, floods, landslides, and many others. The general solution of this equation for q=1 is a product of an…
We extend our previous redshift space power spectrum code to the redshift space correlation function. Here we focus on the Gaussian Streaming Model (GSM). Again, the code accommodates a wide range of modified gravity and dark energy models.…
Generalized PT symmetry provides crucial insight into the sign problem for two classes of models. In the case of quantum statistical models at non-zero chemical potential, the free energy density is directly related to the ground state…
In this work, we show that the Tibetan Plateau deformation demonstrates a turbulence-like statistics, e.g., spatial invariance cross continuous scales. A dual-power-law behavior is evident to show the existence of two possible conversation…
We study damage spreading in models of two-dimensional systems undergoing first order phase transitions. We consider several models from the same non-conserved order parameter universality class, and find unexpected differences between…
Using loop equations, we compute the large deviation function of the maximum eigenvalue to the right of the spectrum in the Gaussian beta matrix ensembles, to all orders in 1/N. We then give a physical derivation of the all order asymptotic…
Martensites subjected to quasistatic deformation are known to exhibit power law distributed acoustic emission in a broad range of scales, however, the origin of the observed scaling behavior and the mechanism of self-organization towards…
We show that an economic system populated by multiple agents generates an equilibrium distribution in the form of multiple scaling laws of conditional PDFs, which are sufficient for characterizing the probability distribution. The existence…