Related papers: Temporal fluctuation scaling in nonstationary coun…
This paper presents an analysis of the distribution of the time $\tau$ between two consecutive events in a stationary point process. The study is motivated by the discovery of a unified scaling law for $\tau$ for the case of seismic events.…
Critical states are sometimes identified experimentally through power-law statistics or universal scaling functions. We show here that such features naturally emerge from networks in self-sustained irregular regimes away from criticality.…
We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…
It is shown using Monte Carlo simulation that for low multiplicity events the single-event factorial moments are saturated by the statistical fluctuations. The diverse of the event-space moments $C_{p,q}$ of single-event moments with the…
Stationary non-equilibrium states describe steady flows through macroscopic systems. Although they represent the simplest generalization of equilibrium states, they exhibit a variety of new phenomena. Within a statistical mechanics…
We extend a generic class of systems which have previously been shown to spontaneously develop scaling (power law) distributions of their elementary degrees of freedom. While the previous systems were linear and exploded exponentially for…
A most debated topic of the last years is whether simple statistical physics models can explain collective features of social dynamics. A necessary step in this line of endeavour is to find regularities in data referring to large scale…
The fluctuation theorem is a pivotal result of statistical physics. It quantifies the probability of observing fluctuations which are in violation of the second law of thermodynamics. More specifically, it quantifies the ratio of the…
This is the transcript of a talk given at the 1992 Complex Systems Summer School. The theory of large fluctuations of stochastically perturbed continuous-time dynamical systems is reviewed, and the large fluctuations of two stochastic…
Scale invariance is a central organizing principle in physics, underlying phenomena that range from critical behaviour in statistical mechanics to transport and chaos in nonlinear dynamical systems. Here we present a unified and physically…
The global energy fluctuations of a low density gas granular gas in the homogeneous cooling state near its clustering instability are studied by means of molecular dynamics simulations. The relative dispersion of the fluctuations is shown…
Scaling properties of time series are usually studied in terms of the scaling laws of empirical moments, which are the time average estimates of moments of the dynamic variable. Nonlinearities in the scaling function of empirical moments…
Slip at a frictional interface occurs via intermittent events. Understanding how these events are nucleated, can propagate, or stop spontaneously remains a challenge, central to earthquake science and tribology. In the absence of disorder,…
Zipf's law states that the frequency of an observation with a given value is inversely proportional to the square of that value; Taylor's law, instead, describes the scaling between fluctuations in the size of a population and its mean.…
Human motor activity is constrained by the rhythmicity of the 24 hours circadian cycle, including the usual 12-15 hours sleep-wake cycle. However, activity fluctuations also appear over a wide range of temporal scales, from days to a few…
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…
We extend the stationary-state work fluctuation theorem to periodically modulated nonlinear systems. Such systems often have coexisting stable periodic states. We show that work fluctuations sharply increase near a kinetic phase transition…
For wall turbulence, moments of velocity fluctuations are known to be logarithmic functions of the height from the wall. This logarithmic scaling is due to the existence of a characteristic velocity and to the nonexistence of any…
Scale invariance and the resulting power law behaviours are seen in diverse systems. In this work we consider translation, rotational and scale invariant systems defined on a lattice, such that the variables defining the state at every…
The evolution of many stochastic systems is accurately described by random walks on graphs. We here explore the close connection between local steady-state fluctuations of random walks and the global structure of the underlying graph.…