Related papers: Herding model and 1/f noise
We show that 1/f noise in a two-dimensional electron gas with hopping conduction can be explained by the modulation of conducting paths by fluctuating occupancy of non-conducting states. The noise is sensitive to the structure of the…
A dynamic herding model with interactions of trading volumes is introduced. At time $t$, an agent trades with a probability, which depends on the ratio of the total trading volume at time $t-1$ to its own trading volume at its last trade.…
Models of biological processes are often subject to different sources of noise. Developing an understanding of the combined effects of different types of uncertainty is an open challenge. In this paper, we study a variant of the…
In many biological processes heterogeneity within cell populations is an important issue. In this work we consider populations where the behavior of every single cell can be described by a system of ordinary differential equations.…
For cellular biochemical reaction systems where the numbers of molecules is small, significant noise is associated with chemical reaction events. This molecular noise can give rise to behavior that is very different from the predictions of…
Stochastic processes with multiplicative noise have been studied independently in several different contexts over the past decades. We focus on the regime, found for a generic set of control parameters, in which stochastic processes with…
An approach to the problem of 1/f voltage noise observed in all conducting media is developed based on an uncertainty relation for the Fourier-transformed signal. It is shown that the quantum indeterminacy caused by non-commutativity of…
Stochastic oscillations in individual cells are usually characterized by a non-monotonic power spectrum with an oscillatory autocorrelation function. Here we develop an analytical approach of stochastic oscillations in a minimal hybrid…
$1/f^\alpha$ noises are ubiquitous and affect many measurements. These noises are both a nuisance and a peculiarity of several physical systems; in dielectrics, glasses and networked liquids it is very common to study this noise to gather…
Random Telegraph Noise is a ubiquitous process manifesting across technology and the natural world. It is characterized by random jumps between two distinct states with Poissonian waiting times, and is the origin of 1/f noise. Understanding…
Power system coherency refers to the phenomenon that machines in a power network exhibit similar frequency responses after disturbances, and is foundational for model reduction and control design. Despite abundant empirical observations,…
The previously derived exact evolution equations for density matrix of electron (quantum particle) in phonon field (boson thermostat) are qualitatively analysed. Their statistical interpretation is explained in detail, and their main…
We study a system in which N agents have to decide between two strategies \theta_i (i \in 1... N), for defection or cooperation, when interacting with other n agents (either spatial neighbors or randomly chosen ones). After each round, they…
Based on criteria of mathematical simplicity and consistency with empirical market data, a model with volatility driven by fractional noise has been constructed which provides a fairly accurate mathematical parametrization of the data.…
In high-dimensional data, structured noise caused by observed and unobserved factors affecting multiple target variables simultaneously, imposes a serious challenge for modeling, by masking the often weak signal. Therefore, (1) explaining…
We present a simple model of communication in networks with hierarchical branching. We analyze the behavior of the model from the viewpoint of critical systems under different situations. For certain values of the parameters, a continuous…
The Schelling model of segregation looks to explain the way in which a population of agents or particles of two types may come to organise itself into large homogeneous clusters, and can be seen as a variant of the Ising model in which the…
Analyzing field data from pumping tests, we show that as with many other natural phenomena, groundwater flow exhibits a complex dynamics described by 1/f power spectrum. This result is theoretically studied within an agent perspective.…
A kinetic inhomogeneous Boltzmann-type equation is proposed to model the dynamics of the number of agents in a large market depending on the estimated value of an asset and the rationality of the agents. The interaction rules take into…
Network coherence generally refers to the emergence of simple aggregated dynamical behaviours, despite heterogeneity in the dynamics of the subsystems that constitute the network. In this paper, we develop a general frequency domain…