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Fluctuation scaling has been observed universally in a wide variety of phenomena. In time series that describe sequences of events, fluctuation scaling is expressed as power function relationships between the mean and variance of either…

Data Analysis, Statistics and Probability · Physics 2015-11-03 Shinsuke Koyama , Ryota Kobayashi

In the study of complex networks (systems), the scaling phenomenon of flow fluctuations refers to a certain power-law between the mean flux (activity) $<F_i>$ of the $i$th node and its variance $\sigma_i$ as $\sigma_i \propto < F_{i} >…

Data Analysis, Statistics and Probability · Physics 2009-05-08 Yudong Chen , Li Li , Yi Zhang , Jianming Hu

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…

Physics and Society · Physics 2008-04-24 Zoltan Eisler , Imre Bartos , Janos Kertesz

The accurate estimation of scaling exponents is central in the observational study of scale-invariant phenomena. Natural systems unavoidably provide observations over restricted intervals; consequently a stationary stochastic process (time…

Data Analysis, Statistics and Probability · Physics 2009-03-17 K. H. Kiyani , S. C. Chapman , N. W. Watkins

Universal scaling laws form one of the central issues in physics. A non-standard scaling law or a breakdown of a standard scaling law, on the other hand, can often lead to the finding of a new universality class in physical systems.…

Statistical Mechanics · Physics 2015-06-15 Isao Nishikawa , Gouhei Tanaka , Kazuyuki Aihara

Extreme events can come either from point processes, when the size or energy of the events is above a certain threshold, or from time series, when the intensity of a signal surpasses a threshold value. We are particularly concerned by the…

Statistical Mechanics · Physics 2017-07-26 Alvaro Corral

To elucidate the non-trivial empirical statistical properties of fluctuations of a typical non-steady time series representing the appearance of words in blogs, we investigated approximately five billion Japanese blogs over a period of six…

Physics and Society · Physics 2016-12-05 Hayafumi Watanabe , Yukie Sano , Hideki Takayasu , Misako Takayasu

Most data processing techniques, applied to biomedical and sociological time series, are only valid for random fluctuations that are stationary in time. Unfortunately, these data are often non stationary and the use of techniques of…

Data Analysis, Statistics and Probability · Physics 2009-11-10 M. Ignaccolo , P. Allegrini , P. Grigolini , P. Hamilton , B. J. West

The frequency and magnitude of weather extreme events have increased significantly during the past few years in response to anthropogenic climate change. However, global statistical characteristics and underlying physical mechanisms are…

Atmospheric and Oceanic Physics · Physics 2022-09-07 Qing Yao , Jingfang Fan , Jun Meng , Valerio Lucarini , Henrik Jeldtoft Jensen , Kim Christensen , Xiaosong Chen

In this work, the dynamics of fluctuations in gene expression time series is investigated. By using collected data of gene expression from yeast and human organisms, we found that the fluctuations of gene expression level and its average…

Biomolecules · Quantitative Biology 2007-05-23 J. C. Nacher , T. Ochiai , T. Akutsu

We propose a model of random diffusion to investigate flow fluctuations in complex networks. We derive an analytical law showing that the dependence of fluctuations with the mean traffic in a network is ruled by the delicate interplay of…

Physics and Society · Physics 2008-05-21 S. Meloni , J. Gomez-Gardenes , V. Latora , Y. Moreno

Characterising the stratosphere as a turbulent system, temporal fluctuations often show different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. In this study,…

Atmospheric and Oceanic Physics · Physics 2016-09-28 Gualtiero Badin , Daniela I. V. Domeisen

An analytical study of the return time distribution of extreme events for stochastic processes with power-law correlation has been carried on. The calculation is based on an epsilon-expansion in the correlation exponent:…

Statistical Mechanics · Physics 2009-11-11 Piero Olla

Taylor's power law (TL) or fluctuation scaling has been verified empirically for the abundances of many species, human and non-human, and in many other fields including physics, meteorology, computer science, and finance. TL asserts that…

Methodology · Statistics 2024-08-30 Lionel Truquet , Joel E. Cohen , Paul Doukhan

Long-range temporal and spatial correlations have been reported in a remarkable number of studies. In particular power-law scaling in neural activity raised considerable interest. We here provide a straightforward algorithm not only to…

Quantitative Methods · Quantitative Biology 2015-12-09 Robert Ton , Andreas Daffertshofer

Turbulence, namely, irregular fluctuations in space and time characterize fluid flows in general and atmospheric flows in particular.The irregular,i.e., nonlinear space-time fluctuations on all scales contribute to the unpredictable nature…

General Physics · Physics 2007-05-23 J. S. Pethkar , A. M. Selvam

Wall turbulence has a sublayer where one-point statistics, e.g., the mean velocity and the variances of some velocity fluctuations, vary logarithmically with the distance from the wall. This logarithmic scaling is found here for two-point…

Fluid Dynamics · Physics 2022-03-04 H. Mouri , T. Morinaga , T. Yagi , K. Mori

The factorial moments analyses are performed to study the scaling properties of the dynamical fluctuations of contacts and nodes in temporal networks based on empirical data sets. The intermittent behaviors are observed in the fluctuations…

Physics and Society · Physics 2015-12-10 Liping Chi , Chunbin Yang

For many externally driven complex systems neither the noisy driving force, nor the internal dynamics are a priori known. Here we focus on systems for which the time dependent activity of a large number of components can be monitored,…

Statistical Mechanics · Physics 2008-12-02 Zoltan Eisler , Janos Kertesz , Soon-Hyung Yook , Albert-Laszlo Barabasi

We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…

Probability · Mathematics 2015-02-20 Konstantinos Spiliopoulos
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