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A symmetric random walk $X$ whose jumps have diffuse law, looked at up to an independent geometric random time, splits at the minimum into two independent and identically distributed pieces. The same for the maximum. It is natural to ask,…

Probability · Mathematics 2025-06-26 Matija Vidmar

It is well known that a random multiplicative process with weak additive noise generates a power-law probability distribution. It has recently been recognized that this process exhibits another type of power law: the moment of the…

Statistical Mechanics · Physics 2007-05-23 Hiroya Nakao

An analytical study of the return time distribution of extreme events for stochastic processes with power-law correlation has been carried on. The calculation is based on an epsilon-expansion in the correlation exponent:…

Statistical Mechanics · Physics 2009-11-11 Piero Olla

We study clustering in a stochastic system of particles sliding down a fluctuating surface in one and two dimensions. In steady state, the density-density correlation function is a scaling function of separation and system size.This scaling…

Statistical Mechanics · Physics 2009-11-13 Mustansir Barma

Power-law distributions are ubiquitous in nature. Random multiplicative processes are a basic model for the generation of power-law distributions. It is known that, for discrete-time systems, the power-law exponent decreases as the…

Statistical Mechanics · Physics 2021-11-05 Satoru Morita

Acoustic emission or crackling noise is measured from an experiment on splitting or peeling of paper. The energy of the events follows a power-law, with an exponent $\beta \sim 1.8\pm 0.2$. The event intervals have a wide range, but…

Disordered Systems and Neural Networks · Physics 2009-11-11 L. I. Salminen , J. M. Pulakka , J. Rosti , M. J. Alava , K. J. Niskanen

Many human-related activities show power-law decaying interevent time distribution with exponents usually varying between 1 and 2. We study a simple task-queuing model, which produces bursty time series due to the nontrivial dynamics of the…

Physics and Society · Physics 2013-10-22 Szabolcs Vajna , Bálint Tóth , János Kertész

It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we provide a deeper understanding of these intricate limiting…

Probability · Mathematics 2022-11-23 Danijel Grahovac , Nikolai N. Leonenko , Murad S. Taqqu

We show that a scaling law exists for the near resonant dynamics of cold kicked atoms in the presence of a randomly fluctuating pulse amplitude. Analysis of a quasi-classical phase-space representation of the quantum system with noise…

Quantum Physics · Physics 2008-08-29 Mark Sadgrove , Sandro Wimberger , Scott Parkins , Rainer Leonhardt

In this study we aim for a deeper understanding of the power law slope, $\alpha$, of waiting time distributions. Statistically independent events with linear behavior can be characterized by binomial, Gaussian, exponential, or Poissonian…

Solar and Stellar Astrophysics · Physics 2021-11-17 Markus J. Aschwanden , Jay R. Johnson , Yosia I. Nurhan

We investigate the scaling properties of the sources of crackling noise in a fully-dynamic numerical model of sedimentary rocks subject to uniaxial compression. The model is initiated by filling a cylindrical container with randomly-sized…

Disordered Systems and Neural Networks · Physics 2014-02-27 F. Kun , I. Varga , S. Lennartz-Sassinek , I. G. Main

For renewal-reward processes with a power-law decaying waiting time distribution, anomalously large probabilities are assigned to atypical values of the asymptotic processes. Previous works have reveals that this anomalous scaling causes a…

Statistical Mechanics · Physics 2022-10-05 Hiroshi Horii , Raphael Lefevere , Masato Itami , Takahiro Nemoto

The self-similarity in space and time (hereafter self-similarity), either deterministic or statistical, is characterized by similarity exponents and a function of scaled variable, called the scaling function. In the present paper, we…

Analysis of PDEs · Mathematics 2020-01-15 Ken Sekimoto , Takahiko Fujita

In the study of complex networks (systems), the scaling phenomenon of flow fluctuations refers to a certain power-law between the mean flux (activity) $<F_i>$ of the $i$th node and its variance $\sigma_i$ as $\sigma_i \propto < F_{i} >…

Data Analysis, Statistics and Probability · Physics 2009-05-08 Yudong Chen , Li Li , Yi Zhang , Jianming Hu

We derive theorems which outline explicit mechanisms by which anomalous scaling for the probability density function of the sum of many correlated random variables asymptotically prevails. The results characterize general anomalous scaling…

Statistical Mechanics · Physics 2015-05-14 Attilio L. Stella , Fulvio Baldovin

Scaling analysis reveals striking regularities in earthquake occurrence. The time between any one earthquake and that following it is random, but it is described by the same universal-probability distribution for any spatial region and…

Condensed Matter · Physics 2009-11-10 Alvaro Corral

Recent theories suggest that Neural Scaling Laws arise whenever the task is linearly decomposed into power-law distributed units. Alternatively, scaling laws also emerge when data exhibit a hierarchically compositional structure, as is…

Machine Learning · Statistics 2025-05-13 Francesco Cagnetta , Hyunmo Kang , Matthieu Wyart

Many systems in nature are conjectured to exist at a critical point, including the brain and earthquake faults. The primary reason for this conjecture is that the distribution of clusters (avalanches of firing neurons in the brain or…

Statistical Mechanics · Physics 2023-03-22 W. Klein , Harvey Gould , Sakib Matin

An accurate understanding of the interplay between random and deterministic processes in generating extreme events is of critical importance in many fields, from forecasting extreme meteorological events to the catastrophic failure of…

Disordered Systems and Neural Networks · Physics 2016-04-07 Gergo Pal , Frank Raischel , Sabine Lennartz-Sassinek , Ferenc Kun , Ian G. Main

We replicate a renewal process at random times, which is equivalent to nesting two renewal processes, or considering a renewal process subject to stochastic resetting. We investigate the consequences on the statistical properties of the…

Statistical Mechanics · Physics 2025-01-31 Claude Godrèche , Jean-Marc Luck