Related papers: Herding model and 1/f noise
This manuscript reports a stochastic dynamical scenario whose associated stationary probability density function is exactly a previously proposed one to adjust high-frequency traded volume distributions. This dynamical conjecture,…
Collective behavior of the complex socio-economic systems is heavily influenced by the herding, group, behavior of individuals. The importance of the herding behavior may enable the control of the collective behavior of the individuals. In…
We provide a numerical study of the macroscopic model of [3] derived from an agent-based model for a system of particles interacting through a dynamical network of links. Assuming that the network remodelling process is very fast, the…
Parameter estimation in a class of heteroscedastic time series models is investigated. The existence of conditional least-squares and conditional likelihood estimators is proved. Their consistency and their asymptotic normality are…
In this paper, we provide a simple, ``generic'' interpretation of multifractal scaling laws and multiplicative cascade process paradigms in terms of volatility correlations. We show that in this context 1/f power spectra, as observed…
Even in the steady-state, the number of biomolecules in living cells fluctuates dynamically; and the frequency spectrum of this chemical fluctuation carries valuable information about the mechanism and the dynamics of the intracellular…
This paper studies a general class of stochastic population processes in which agents interact with one another over a network. Agents update their behaviors in a random and decentralized manner according to a policy that depends only on…
We study the power spectral density of continuous time Markov chains and explicit its relationship with the eigenstructure of the infinitesimal generator. This result helps us understand the dynamics of the number of customers for a M/M/1…
We consider the stochastic patterns of a system of communicating, or coupled, self-propelled particles in the presence of noise and communication time delay. For sufficiently large environmental noise, there exists a transition between a…
A general physical model is presented for 1/f noise. The main questions raised by this type of noise can be solved if at the origin of the phenomenon we consider many similar like RTN two-state processes in co-operation among them to…
This work studies the operation of multi-agent networks engaged in binary decision tasks, and derives performance expressions and performance operating curves under challenging conditions with some revealing insights. One of the main…
Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…
Recent theoretical studies have shown that demographic stochasticity can greatly increase the tendency of asexually reproducing phenotypically diverse organisms to spontaneously evolve into localised clusters, suggesting a simple mechanism…
We show that the spectral fluctuations of the Two-Body Random Ensemble (TBRE) exhibit 1/f noise. This result supports a recent conjecture stating that chaotic quantum systems are characterized by 1/f noise in their energy level…
We propose a mechanism for 1/f-type noise in hopping insulators based on the multi-electron charge redistribution within the specific aggregates of the localized states located in the vicinity of the critical resistors. We predict that the…
Two hallmarks of non-equilibrium systems, from active colloids to animal herds, are agents motility and nonreciprocal interactions. Their interplay creates feedback loops leading to complex spatiotemporal dynamics crucial to understand and…
Noise induced changes in the critical and oscillatory behavior of a Prey-Predator system are studied using power spectrum density and Spectral Amplification Factor (SAF) analysis. In the absence of external noise, the population densities…
Here we present a simple stochastic threshold model consisting of a deterministic slowly decaying term and a fast stochastic noise term. The process shows a pseudo-resonance, in the sense that for small and large intensities of the noise…
In several real \emph{Multi-Agent Systems} (MAS), it has been observed that only weaker forms of\emph{metastable consensus} are achieved, in which a large majority of agents agree on some opinion while other opinions continue to be…
We study the behaviour of a Schelling-class system in which a fraction $f$ of spatially-fixed switching agents is introduced. This new model allows for multiple interpretations, including: (i) random, non-preferential allocation…