Related papers: On-off intermittency over an extended range of con…

We consider the tail probabilities of stock returns for a general class of stochastic volatility models. In these models, the stochastic differential equation for volatility is autonomous, time-homogeneous and dependent on only a finite…

The goal of developing a firmer theoretical understanding of inhomogenous temporal processes -- in particular, the waiting times in some collective dynamical system -- is attracting significant interest among physicists. Quantifying the…

Recently, increasing empirical evidence indicates the extensive existence of heavy tails in the interevent time distributions of various human behaviors. Based on the queuing theory, the Barab\'asi model and its variations suggest the…

We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…

We study the asymptotic tail probability of the first-passage time over a moving boundary for a random walk conditioned to return to zero, where the increments of the random walk have finite variance. Typically, the asymptotic tail behavior…

A study on the behavior of off-site AC power failure recovery times at three nuclear plant sites is presented. It is shown, that power law is appropriate for the representation of failure frequency-duration correlation function of off-site…

We consider the behaviour of attractors near invariant subspaces on varying a parameter that does not preserve the dynamics in the invariant subspace but is otherwise generic, in a smooth dynamical system. We refer to such a parameter as…

Recently, a model of opinion formation with kinetic exchanges has been proposed in which a spontaneous symmetry breaking transition was reported [M. Lallouache et al, Phys. Rev. E, {\bf 82} 056112 (2010)]. We generalise the model to…

We investigate diffusion of excitation in one- and two-dimensional lattices with random on-site energies and deterministic long-range couplings (hopping) inversely proportional to the distance. Three regimes of diffusion are observed in…

We report on-off intermittency in electroconvection of nematic liquid crystals driven by a dichotomous stochastic electric voltage. With increasing voltage amplitude we observe laminar phases of undistorted director state interrupted by…

It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we provide a deeper understanding of these intricate limiting…

Magnetospheres of pulsars are thought to be filled with plasma, and variations in plasma supply can affect both pulsar emission properties and spin-down rates. A number of recently discovered "intermittent" pulsars switch between two…

We introduce cluster dynamical models of conflicts in which only the largest cluster can be involved in an action. This mimics the situations in which an attack is planned by a central body, and the largest attack force is used. We study…

We study the effect of a random perturbation on a one-parameter family of dynamical systems whose behavior in the absence of perturbation is ill understood. We provide conditions under which the perturbed system is ergodic and admits a…

The sensitivity properties of intermittent control are analysed and the conditions for a limit cycle derived theoretically and verified by simulation.

The relaxational dynamics of 1+1 dimensional directed polymer in random potential is studied by Monte Carlo simulation. A series of temperature quench experiments is performed changing waiting times. Clear crossover from quasi-equilibrium…

We propose a scaling hypothesis for pattern-forming systems in which modulation of the order parameter results from the competition between a short-ranged interaction and a long-ranged interaction decaying with some power $\alpha$ of the…

We examine the effect of short unstable periodic orbits on wavefunction statistics in a classically chaotic system, and find that the tail of the wavefunction intensity distribution in phase space is dominated by scarring associated with…

The linear switching system is a system of ODE with the time-dependent matrix taking values from a given control matrix set. The system is (asymptotically) stable if all its trajectories tend to zero for every control function. We consider…

Complex systems consist of many interacting elements which participate in some dynamical process. The activity of various elements is often different and the fluctuation in the activity of an element grows monotonically with the average…