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We study the limiting behavior of continuous time trawl processes which are defined using an infinitely divisible random measure of a time dependent set. In this way one is able to define separately the marginal distribution and the…

Probability · Mathematics 2017-08-10 Danijel Grahovac , Nikolai N. Leonenko , Murad S. Taqqu

Using the framework of factor models, we establish the general expression of the coefficient of tail dependence between the market and a stock (i.e., the probability that the stock incurs a large loss, assuming that the market has also…

Statistical Mechanics · Physics 2008-12-10 Y. Malevergne , D. Sornette

In type I intermittency, simple models known for at least twenty years show that a characteristic u-shaped probability distribution is obtained for the laminar phase length. We have shown elsewhere that, for some cases of pathology, the…

Chaotic Dynamics · Physics 2007-05-23 J. J. Zebrowski , R. Baranowski

We consider a type of intermittent behavior that occurs as the result of the interplay between dynamical mechanisms giving rise to type-II intermittency and random dynamics. We analytically deduce the law for the distribution of the laminar…

Chaotic Dynamics · Physics 2013-02-19 Alexey A. Koronovskii , Alexander E. Hramov

A wide range of natural and social phenomena result in observables whose distributions can be well approximated by a power-law decay. The well-known Hill estimator of the tail exponent provides results which are in many respects superior to…

Data Analysis, Statistics and Probability · Physics 2009-05-20 Éva Rácz , János Kertész , Zoltán Eisler

By using a probabilistic technique based on the exponential change of measure we find a precise tail asymptotic behavior of some perpetuities with distributions close to the Dickman distribution.

Probability · Mathematics 2026-04-17 Alexander Iksanov , Oleh Iksanov

Stable subordinators, and more general subordinators possessing power law probability tails, have been widely used in the context of subdiffusions, where particles get trapped or immobile in a number of time periods, called constant…

Statistics Theory · Mathematics 2020-05-11 Phillip Kerger , Kei Kobayashi

We consider a fluid queue fed by multiple On-Off flows with heavy-tailed (regularly varying) On periods. Under fairly mild assumptions, we prove that the workload distribution is asymptotically equivalent to that in a reduced system. The…

Probability · Mathematics 2016-09-07 Bert Zwart , Sem Borst , Michel Mandjes

Kauffman net is a dynamical system of logical variables receiving two random inputs and each randomly assigned a boolean function. We show that the attractor and transient lengths exhibit scaleless behavior with power-law distributions over…

Condensed Matter · Physics 2007-05-23 Amartya Bhattacharjya , Shoudan Liang

The character of the time-asymptotic evolution of physical systems can have complex, singular behavior with variation of a system parameter, particularly when chaos is involved. A perturbation of the parameter by a small amount $\epsilon$…

Chaotic Dynamics · Physics 2015-06-22 Madhura Joglekar , Edward Ott , James A. Yorke

Statistical properties of an order book and the effect they have on price dynamics were studied using the high-frequency NASDAQ Level II data. It was observed that the size distribution of marketable orders (transaction sizes) has power law…

Statistical Mechanics · Physics 2009-11-07 Sergei Maslov , Mark Mills

We study the off-equilibrium behavior of systems with short-range interactions driven across a thermal first-order transition, where the dynamics is exponentially slow. We consider a dynamics that starts in the high-T phase at time t =…

Statistical Mechanics · Physics 2017-01-25 Andrea Pelissetto , Ettore Vicari

We consider here a recent conjecture stating that correlation functions and tail probabilities of finite time Lyapunov exponents would have the same power law decay in weakly chaotic systems. We demonstrate that this conjecture fails for a…

Statistical Mechanics · Physics 2012-01-12 Carlos J. A. Pires , Alberto Saa , Roberto Venegeroles

The emergence of heavy-tailed statistics in complex systems is conventionally attributed to non-local stochastic jumps or non-Markovian memory. Here, we present a one-dimensional random walk where power-law behaviors arise instead from a…

Statistical Mechanics · Physics 2026-05-25 Henrique S. Lima , Evaldo M. F. Curado

We study the large-time asymptotic of renewal-reward processes with a heavy-tailed waiting time distribution. It is known that the heavy tail of the distribution produces an extremely slow dynamics, resulting in a singular large deviation…

Mathematical Physics · Physics 2022-01-05 Hiroshi Horii , Raphael Lefevere , Takahiro Nemoto

We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In…

Statistical Mechanics · Physics 2009-10-31 Fabrizio Lillo , Rosario N. Mantegna

The dynamics of weak vs. strong first order phase transitions is investigated numerically for 2+1 dimensional scalar field models. It is argued that the change from a weak to a strong transition is itself a (second order) phase transition,…

High Energy Physics - Phenomenology · Physics 2009-10-28 Marcelo Gleiser

We study the statistics of the amplitude of the synchronization error in chaotic electronic circuits coupled through linear feedback. Depending on the coupling strength, our system exhibits three qualitatively different regimes of…

Strong anomalous diffusion is {often} characterized by a piecewise-linear spectrum of the moments of displacement. The spectrum is characterized by slopes $\xi$ and $\zeta$ for small and large moments, respectively, and by the critical…

We study the dynamics of the limit order book of liquid stocks after experiencing large intra-day price changes. In the data we find large variations in several microscopical measures, e.g., the volatility the bid-ask spread, the bid-ask…

Trading and Market Microstructure · Quantitative Finance 2009-10-26 Bence Toth , Janos Kertesz , J. Doyne Farmer