Related papers: On-off intermittency over an extended range of con…
Implementing a set of microeconomic criteria, we develop price dynamics equations using a function of demand/supply with key symmetry properties. The function of demand/supply can be linear or nonlinear. The type of function determines the…
Timeout control is a simple mechanism used when direct feedback is either impossible, unreliable, or too costly, as is often the case in distributed systems. Its effectiveness is determined by a timeout threshold parameter and our goal is…
We compare systematically several classes of stochastic volatility models of stock market fluctuations. We show that the long-time return distribution is either Gaussian or develops a power-law tail, while the short-time return distribution…
In this paper we analyze a coupling between the very large jumps in physical and operational times as applied to anomalous diffusion. The approach is based on subordination of a skewed Levy-stable process by its inverse to get two types of…
We study the out of equilibrium dynamics of an elastic manifold in a random potential using mean-field theory. We find two asymptotic time regimes: (i) stationary dynamics, (ii) slow aging dynamics with violation of equilibrium theorems. We…
Power law is one of the the simplest forms of the relationship between different variables of a system. It leads naturally to the introduction of compound parameters describing physical properties of the system. Often one of the variables…
We notice signatures of extreme events-like behavior in a laser based Ikeda map. The trajectory of the system occasionally travels a large distance away from the bounded chaotic region, which appears as intermittent spiking events in the…
The climate change dispute is about changes over time of environmental characteristics (such as rainfall). Some people say that a possible change is not so much in the mean but rather in the extreme phenomena (that is, the average rainfall…
This work addresses non-classically damped coupled oscillators with closely spaced modes focusing on the physics of modal interactions. Considering the simplest representative example in the form of an impulsively excited…
In this work, we study some general property of a strongly correlated electron system defined on a lattice. Assuming that the lattice system exhibits off-diagonal long range order, we show rigorously that this assumption would lead to…
We study simple models of intermittency, involving switching between two states, within the dynamical large-deviation formalism. Singularities appear in the formalism when switching is cooperative, or when its basic timescale diverges. In…
The sensitive dependence of chaos on parameters is a topic of great interest in the study of integrability and stability of dynamical systems. Previous work has proposed ways to identify the sensitive dependence on parameters by topological…
The paper deals with a problem of control of a system characterized by the fact that the influence of controls on the dynamics of certain functions of state variables (called observables) is relatively weak and the rates of change of these…
In the presence of a layer of metaprobabilities (from uncertainty concerning the parameters), the asymptotic tail exponent corresponds to the lowest possible tail exponent regardless of its probability. The problem explains "Black Swan"…
A mechanism is proposed for the appearance of power law distributions in various complex systems. It is shown that in a conservative mechanical system composed of subsystems with different numbers of degrees of freedom a robust power-law…
We investigate the distributions of epsilon-drawdowns and epsilon-drawups of the most liquid futures financial contracts of the world at time scales of 30 seconds. The epsilon-drawdowns (resp. epsilon- drawups) generalise the notion of runs…
Recent analysis of social communications among humans has revealed that the interval between interactions for a pair of individuals and for an individual often follows a long-tail distribution. We investigate the effect of such a…
Power-law probability distributions are widely used to model extreme statistical events in complex systems, with applications to a vast array of natural phenomena ranging from earthquakes to stock market crashes to pandemics. We show that…
Effects of randomness on non-integer power law tails in multiplicatively interacting stochastic processes are investigated theoretically. Generally, randomness causes decrease of the exponent of tails and the growth rate of processes.…
This paper considers the gain-scheduled leader-follower tracking control problem for a parameter varying complex interconnected system with directed communication topology and uncertain norm-bounded coupling between the agents. A…