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A recent study of coherent noise model for the system size independent case provides an exact relation between the exponent $\tau$ of avalanche size distribution and the $q$ value of appropriate $q$-Gaussian that fits the return…

Statistical Mechanics · Physics 2010-06-25 Burhan Bakar , Ugur Tirnakli

We perform a new analysis on the dissipative Olami-Feder-Christensen model on a small world topology considering avalanche size differences. We show that when criticality appears the Probability Density Functions (PDFs) for the avalanche…

Statistical Mechanics · Physics 2009-09-29 Filippo Caruso , Alessandro Pluchino , Vito Latora , Sergio Vinciguerra , Andrea Rapisarda

Slowly driven dissipative systems may evolve to a critical state where long periods of apparent equilibrium are punctuated by intermittent avalanches of activity. We present a self-organized critical model of punctuated equilibrium behavior…

Condensed Matter · Physics 2009-10-28 Stefan Boettcher , Maya Paczuski

Recognising changes in collective dynamics in complex systems is essential for predicting potential events and their development. Possessing intrinsic attractors with laws associated with scale invariance, self-organised critical dynamics…

Statistical Mechanics · Physics 2024-03-26 Bosiljka Tadic , Alexander Shapoval , Mikhail Shnirman

An improved version of the Olami-Feder-Christensen model has been introduced to consider avalanche size differences. Our model well demonstrates the power-law behavior and finite size scaling of avalanche size distribution in any range of…

Statistical Mechanics · Physics 2015-05-20 Gui-Qing Zhang , Ugur Tirnakli , Lin Wang , Tian-Lun Chen

We provide evidence that cumulative distributions of absolute normalized returns for the $100$ American companies with the highest market capitalization, uncover a critical behavior for different time scales $\Delta t$. Such cumulative…

Statistical Finance · Quantitative Finance 2017-11-15 G. Ruiz López , A. Fernández de Marcos

The return distributions of the coherent noise model are studied for the system size independent case. It is shown that, in this case, these distributions are in the shape of q-Gaussians, which are the standard distributions obtained in…

Statistical Mechanics · Physics 2011-05-30 Ahmet Celikoglu , Ugur Tirnakli , Silvio M. Duarte Queiros

We discuss recent results on a new analysis regarding models showing Self-Organized Criticality (SOC), and in particular on the OFC one. We show that Probability Density Functions (PDFs) for the avalanche size differences at different times…

Geophysics · Physics 2009-11-13 F. Caruso , A. Pluchino , V. Latora , A. Rapisarda , S. Vinciguerra

We discuss mean-field theories for self-organized criticality and the connection with the general theory of branching processes. We point out that the nature of the self-organization is not addressed properly by the previously proposed…

Condensed Matter · Physics 2009-10-28 Stefano Zapperi , Kent Baekgaard Lauritsen , H. Eugene Stanley

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

We explore in the mean-field approximation the robustness with respect to dissipation of self-organized criticality in sandpile models. To this end, we generalize a recently introduced self-organized branching process, and show that the…

Condensed Matter · Physics 2009-10-28 Kent Bækgaard Lauritsen , Stefano Zapperi , H. Eugene Stanley

We consider non-equilibrium evolution of non-Gaussian fluctuations within relativistic hydrodynamics relevant for the QCD critical point search in heavy-ion collision experiments. We rely on the hierarchy of relaxation time scales, which…

High Energy Physics - Theory · Physics 2023-09-27 Xin An , Gokce Basar , Mikhail Stephanov , Ho-Ung Yee

We try to design a simple model exhibiting self-organized criticality, which is amenable to a rigorous mathematical analysis. To this end, we modify the generalized Ising Curie-Weiss model by implementing an automatic control of the inverse…

Probability · Mathematics 2013-06-10 Matthias Gorny

A quantitatively reliable theoretical description of the dynamics of fluctuations in non-equilibrium is indispensable in the experimental search for the QCD critical point by means of ultra-relativistic heavy-ion collisions. In this work we…

Nuclear Theory · Physics 2019-06-26 Marlene Nahrgang , Marcus Bluhm , Thomas Schaefer , Steffen A. Bass

We investigate the dynamics of Eulerian walkers as a model of self-organized criticality. The evolution of the system is subdivided into characteristic periods which can be seen as avalanches. The structure of avalanches is described and…

Statistical Mechanics · Physics 2007-05-23 A. M. Povolotsky , V. B. Priezzhev , R. R. Shcherbakov

We try to design a simple model exhibiting self-organized criticality, which is amenable to a rigorous mathematical analysis. To this end, we modify the generalized Ising Curie-Weiss model by implementing an automatic control of the inverse…

Probability · Mathematics 2016-02-10 Raphaël Cerf , Matthias Gorny

The experimental search for the QCD critical point by means of relativistic heavy-ion collisions necessitates the development of dynamical models of fluctuations. In this work we study the fluctuations of the net-baryon density near the…

Nuclear Theory · Physics 2020-11-25 Marlene Nahrgang , Marcus Bluhm

In arXiv:1301.6911, Cerf and Gorny constructed a model of self-organized criticality, by introducing an automatic control of the temperature parameter in the generalized Ising Curie-Weiss model. The fluctuations of the magnetization of this…

Probability · Mathematics 2024-02-05 Nicolas Forien

The Olami--Feder--Christensen earthquake model is often considered the prototype dissipative self--organized critical model. It is shown that the size distribution of events in this model results from a complex interplay of several…

Statistical Mechanics · Physics 2009-11-07 Barbara Drossel

A stochastic theory for the toppling activity in sandpile models is developed, based on a simple mean-field assumption about the toppling process. The theory describes the process as an anti-persistent Gaussian walk, where the diffusion…

Statistical Finance · Quantitative Finance 2009-11-13 Martin Rypdal , Kristoffer Rypdal
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