Related papers: Temporal fluctuation scaling in nonstationary coun…
We discuss a one-dimensional model of a fluctuating interface with a dynamic exponent $z=1$. The events that occur are adsorption, which is local, and desorption which is non-local and may take place over regions of the order of the system…
We propose a new method to analyze fluctuations in the strength function phenomena in highly excited nuclei. Extending the method of multifractal analysis to the cases where the strength fluctuations do not obey power scaling laws, we…
We study the average shape of a fluctuation of a time series x(t), that is the average value <x(t)-x(0)>_T before x(t) first returns, at time T, to its initial value x(0). For large classes of stochastic processes we find that a scaling law…
Taylor's law describes the fluctuation characteristics underlying a system in which the variance of an event within a time span grows by a power law with respect to the mean. Although Taylor's law has been applied in many natural and social…
Taylor's law quantifies the scaling properties of the fluctuations of the number of innovations occurring in open systems. Urn based modelling schemes have already proven to be effective in modelling this complex behaviour. Here, we present…
The scaling properties of the roughness of surfaces grown by two different processes randomly alternating in time, are addressed. The duration of each application of the two primary processes is assumed to be independently drawn from given…
An approach for understanding the behavior of multiplicity distributions in restricted phase-space intervals derived on the basis of global observables is proposed. We obtain a unifying connection between local multiparticle clusters and…
Nonextensive statistics is a formalism of statistical mechanics that describes the ocurrence of power-law distributions in complex systems, particularly the so-called $q$ exponential family of distributions. In this work we present the use…
The scaling properties of oil price fluctuations are described as a non-stationary stochastic process realized by a time series of finite length. An original model is used to extract the scaling exponent of the fluctuation functions within…
Turbulence exhibits significant velocity fluctuations even if the scale is much larger than the scale of the energy supply. Since any spatial correlation is negligible, these large-scale fluctuations have many degrees of freedom and are…
In this paper we combine statistical analysis of large text databases and simple stochastic models to explain the appearance of scaling laws in the statistics of word frequencies. Besides the sublinear scaling of the vocabulary size with…
In this paper we study the fluctuations from the limiting behavior of small noise random perturbations of diffusions with multiple scales. The result is then applied to the exit problem for multiscale diffusions, deriving the limiting law…
Records of the traded value f_i(t) of stocks display fluctuation scaling, a proportionality between the standard deviation sigma(i) and the average <f(i)>: sigma(i) ~ f(i)^alpha, with a strong time scale dependence alpha(dt). The…
Stress vs. strain fluctuations in athermal amorphous solids are an example of `crackling noise' of the type studied extensively in the context of elastic membranes moving through random potentials. Contrary to the latter, we do not have a…
We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…
Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition…
We study the scaling behaviors in the wind velocity time series collected at the atmospheric surface layer and compare them with two commonly used cascade models, the truncated stable distribution and the log-normal model. Results show that…
Nonequilibrium complex systems are often effectively described by the mixture of different dynamics on different time scales. Superstatistics, which is "statistics of statistics" with two largely separated time scales, offers a consistent…
We analyze particle velocity fluctuations in a simulated granular system subjected to homogeneous quasistatic shearing. We show that these fluctuations share the following scaling characteristics of fluid turbulence in spite of their…
Stable limit cycle as a stabilized mechanical oscillation is the primary result of the dynamical evolution of an optomechanical system under sufficiently powerful pump. Because this dynamical process is highly nonlinear, it was not clear…