Related papers: Herding model and 1/f noise
Starting from the developed generalized point process model of $1/f$ noise (B. Kaulakys et al, Phys. Rev. E 71 (2005) 051105; cond-mat/0504025) we derive the nonlinear stochastic differential equations for the signal exhibiting 1/f^{\beta}$…
Nonlinear stochastic differential equations provide one of the mathematical models yielding 1/f noise. However, the drawback of a single equation as a source of 1/f noise is the necessity of power-law steady-state probability density of the…
We consider a class of nonlinear stochastic differential equations, giving the power-law behavior of the power spectral density in any desirably wide range of frequency. Such equations were obtained starting from the point process models of…
The origin of the low-frequency noise with power spectrum $1/f^\beta$ (also known as $1/f$ fluctuations or flicker noise) remains a challenge. Recently, the nonlinear stochastic differential equations for modeling $1/f^\beta$ noise have…
There are several mathematical models yielding 1/f noise. For example, 1/f spectrum can be obtained from stochastic sequence of pulses having power-law distribution of pulse durations or from nonlinear stochastic differential equations. We…
We are looking for the agent-based treatment of the financial markets considering necessity to build bridges between microscopic, agent based, and macroscopic, phenomenological modeling. The acknowledgment that agent-based modeling…
We consider stochastic model based on the linear stochastic differential equation with the linear relaxation and with the diffusion-like fluctuations of the relaxation rate. The model generates monofractal signals with the non-Gaussian…
Starting from the simple point process model of 1/f noise we derive a stochastic nonlinear differential equation for the signal exhibiting 1/f noise in any desirably wide range of frequency. A stochastic differential equation (the general…
Probability distributions which emerge from the formalism of nonextensive statistical mechanics have been applied to a variety of problems. In this paper we unite modeling of such distributions with the model of widespread 1/f noise. We…
One of the models of intermittency is on-off intermittency, arising due to time-dependent forcing of a bifurcation parameter through a bifurcation point. For on-off intermittency the power spectral density of the time-dependent deviation…
We present and analyze stochastic nonlinear differential equations generating signals with the power-law distributions of the signal intensity, 1/f^b noise, power-law autocorrelations and second order structural (height-height correlation)…
We demonstrate that the measurement of $1/f^{\alpha}$ noise at the single molecule or nano-object limit is remarkably distinct from the macroscopic measurement over a large sample. The single particle measurements yield a conditional…
Collective leadership and herding may arise in standard models of opinion dynamics as an interplay of a strong separation of time scales within the population and its hierarchical organization. Using the voter model as a simple opinion…
A growing part of the behavioral finance literature has addressed some of the stylized facts of financial time series as macroscopic patterns emerging from herding interactions among groups of agents with heterogeneous trading strategies…
We derive a system of stochastic differential equations simulating the dynamics of the three agent groups with herding interaction. Proposed approach can be valuable in the modeling of the complex socio-economic systems with similar…
Simple analytically solvable models are proposed exhibiting 1/f spectrum in wide range of frequency. The signals of the models consist of pulses (point process) which interevent times fluctuate about some average value, obeying an…
We consider the herding to non-herding transition caused by idiosyncratic choices or imperfect imitation in the context of the Kirman Model for financial markets, or equivalently the Noisy Voter Model for opinion formation. In these…
Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such…
The collective behavior of a two-dimensional wet granular cluster under horizontal swirling motions is investigated experimentally. Depending on the balance between the energy injection and dissipation, the cluster evolves into various…
We consider the collective behaviour of active particles that locally align with their neighbours. Agent-based simulation models have previously shown that in one dimension, these particles can form into a flock that maintains its stability…