Related papers: Self-organized model of cascade spreading
Sea ice is a complex system, and observations have shown that ice segments (i.e., floes) have a wide range of sizes, with a floe size distribution that follows a power law. However, a theory for the power law and its exponent have remained…
A dynamical system approaching the first-order transition can exhibit a specific type of critical behavior known as self-organized bistability (SOB). It lies in the fact that the system can permanently switch between the coexisting states…
Statistical system models provide the basis for the examination of various sorts of distributions. Classification distributions are a very common and versatile form of statistics in e.g. real economic, social, and IT systems. The…
The availability of large scale streaming network data has reinforced the ubiquity of power-law distributions in observations and enabled precision measurements of the distribution parameters. The increased accuracy of these measurements…
We derive an exact expression for the probability density function of the cascade size (total progeny) in a continuous state branching process when the generations are Gamma distributed. The distribution has application in the modelling of…
Physics-based and statistic-based models for describing seismic occurrence are two sides of the same coin. In this article we compare the temporal organization of events obtained in a spring-block model for the seismic fault with the one…
A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…
We demonstrate that the correlations observed in conditioned multiplier distributions of the energy dissipation in fully developed turbulence can be understood as an unavoidable artefact of the observation procedure. Taking the latter into…
An important challenge in several disciplines is to understand how sudden changes can propagate among coupled systems. Examples include the synchronization of business cycles, population collapse in patchy ecosystems, markets shifting to a…
In this paper we compare market price fluctuations with the response to fundamental price drops within the Lux-Marchesi model which is able to reproduce the most important stylized facts of real market data. Major differences can be…
The concept of Self-Organized Criticality (SOC) was proposed in an attempt to explain the widespread appearance of power-law in nature. It describes a mechanism in which a system reaches spontaneously a state where the characteristic events…
In this work, several convergence results are established for nearly critical self-excited systems in which event arrivals are described by multivariate marked Hawkes point processes. Under some mild high-frequency assumptions, the rescaled…
The frequency distributions of sizes and fluxes of supra-arcade downflows (SADs) provide information about the process of their creation. For example, a fractal creation process may be expected to yield a power-law distribution of sizes…
The statistics of equally weighted random paths (ideal polymer) is studied in $2$ and $3$ dimensional percolating clusters. This is equivalent to diffusion in the presence of a trapping environment. The number of $N$ step walks follows a…
The proposed model modifies option pricing formulas for the basic case of log-normal probability distribution providing correspondence to formulated criteria of efficiency and completeness. The model is self-calibrating by historic…
Citation distributions are crucial for the analysis and modeling of the activity of scientists. We investigated bibliometric data of papers published in journals of the American Physical Society, searching for the type of function which…
In this paper, a branching process approximation for the spread of a Reed-Frost epidemic on a network with tunable clustering is derived. The approximation gives rise to expressions for the epidemic threshold and the probability of a large…
We investigate the spread complexity of a generic two-level subsystem of a larger system to analyze the influence of energy level statistics, comparing chaotic and integrable systems. Initially focusing on the nearest-neighbor level…
We introduce random directed acyclic graph and use it to model the information diffusion network. Subsequently, we analyze the cascade generation model (CGM) introduced by Leskovec et al. [19]. Until now only empirical studies of this model…
We propose a model for stochastic formation of opinion clusters, modelled by an evolving network, and herd behaviour to account for the observed fat-tail distribution in returns of financial-price data. The only parameter of the model is h,…