Related papers: Analysis of self-organized criticality in Ehrenfes…
We compare systematically several classes of stochastic volatility models of stock market fluctuations. We show that the long-time return distribution is either Gaussian or develops a power-law tail, while the short-time return distribution…
An investigation of the spatial fluctuations and their manifestations in the vicinity of the quantum critical point within the framework of the renormalized $\phi^{4}$ theory is proposed. Relevant features are reported through the…
The Ehrenfest urn process, also known as the dogs and fleas model, is realistically simulated by molecular dynamics of the Lennard-Jones fluid. The key variable is Delta z, i.e. the absolute value of the difference between the number of…
In this work, we present a model-independent method to quantify the non-Gaussian fluctuations in the observable distributions, which are assessed by the difference between the measured observable distributions and reconstructed observable…
This paper systematically investigates the thermodynamic properties of classical oscillators under different statistical distributions, focusing on the behavior of uniform distribution, two-level distribution, gamma distribution, log-normal…
The modification of the model of P.Bak and K.Sneppen of the self-organized biological evolution is proposed on the basis of a formalization of the scheme of the biosphere evolution suggested by O.V.Kovalev. This scheme is regarded as one…
We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…
We study time evolution of critical fluctuations of conserved charges near the QCD critical point in the context of relativistic heavy ion collisions. A stochastic diffusion equation is employed in order to describe the diffusion property…
Motivated by recent experiments in neuroscience which indicate that neuronal avalanches exhibit scale invariant behavior similar to self-organized critical systems, we study the role of noisy (non-conservative) local dynamics on the…
The non-equilibrium dynamic fluctuations of a stochastic version of the Gray-Scott (GS) model are studied analytically in leading order in perturbation theory by means of the dynamic renormalization group. There is an attracting stable…
Can the concept of self-organized criticality, exemplified by models such as the sandpile model, be described within the framework of continuous phase transitions? In this paper, we provide extensive numerical evidence supporting an…
Recently (arXiv:0910.2870), we have derived a fluctuation theorem for systems in thermodynamic equilibrium compatible with anomalous response functions, e.g. the existence of states with \textit{negative heat capacities} $C<0$. In this…
In this Letter we show that the analysis of Lyapunov-exponents fluctuations contributes to deepen our understanding of high-dimensional chaos. This is achieved by introducing a Gaussian approximation for the large deviation function that…
We introduce an external control to reduce the size of avalanches in some sandpile models exhibiting self organized criticality. This rather intuitive approach seems to be missing in the vast literature on such systems. The control action,…
Experiments in various neural systems found avalanches: bursts of activity with characteristics typical for critical dynamics. A possible explanation for their occurrence is an underlying network that self-organizes into a critical state.…
A global quantity, regardless of its precise nature, will often fluctuate according to a Gaussian limit distribution. However, in highly correlated systems, other limit distributions are possible. We have previously calculated one such…
A general self-consistency approach allows a thorough treatment of the corrections to the standard mean-field approximation (MFA). The natural extension of standard MFA with the help of a cumulant expansion leads to a new point of view on…
The stability of $q$-Gaussian distributions as particular solutions of the linear diffusion equation and its generalized nonlinear form, $\pderiv{P(x,t)}{t} = D \pderiv{^2 [P(x,t)]^{2-q}}{x^2}$, the \emph{porous-medium equation}, is…
We discuss an extension of the fluctuation theorem to stochastic models that, in the limit of zero external drive, are not able to equilibrate with their environment, extending results presented by Sellitto (cond-mat/9809186). We show that…
We observe multiple step-like jumps in a Dy-Fe-Ga-based ferrimagnetic alloy in its magnetic hysteresis curve at 2 K. The observed jumps have a stochastic character with respect to their magnitude and the critical field of occurrence, and…