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Many stochastic time series can be modelled by discrete random walks in which a step of random sign but constant length $\delta x$ is performed after each time interval $\delta t$. In correlated discrete time random walks (CDTRWs), the…

Quantitative Methods · Quantitative Biology 2012-07-06 Claus Metzner

The distribution of return intervals of extreme events is studied in time series characterized by finite-term correlations with non-exponential decay. Precisely, it has been analyzed the statistics of the return intervals of extreme values…

Data Analysis, Statistics and Probability · Physics 2009-11-11 Cecilia Pennetta

Highly-diverse ecosystems exhibit a broad distribution of population sizes and species turnover, where species at high and low abundances are exchanged over time. We show that these two features generically emerge in the fluctuating phase…

Populations and Evolution · Quantitative Biology 2024-01-09 Thibaut Arnoulx de Pirey , Guy Bunin

Many natural systems exhibit dynamics characterized by alternating phases or recurring sets of states. Describing the fluctuations of such systems over stochastic trajectories is necessary across diverse fields, from biological motors to…

Statistical Mechanics · Physics 2025-12-17 Guilherme Fiusa , Pedro E. Harunari , Abhaya S. Hegde , Gabriel T. Landi

A stochastic model for intermittent fluctuations due to a super-position of uncorrelated Lorentzian pulses is presented. For constant pulse duration, this is shown to result in an exponential power spectral density for the stationary…

Plasma Physics · Physics 2017-03-08 O. E. Garcia , A. Theodorsen

We develop non-equilibrium theory by using averages in time and space as a generalized way to upscale thermodynamics in non-ergodic systems. The approach offers a classical perspective on the energy dynamics in fluctuating systems. The rate…

Soft Condensed Matter · Physics 2021-09-29 James E. McClure , Steffen Berg , Ryan T. Armstrong

Phase transitions not allowed in equilibrium steady states may happen however at the fluctuating level. We observe for the first time this striking and general phenomenon measuring current fluctuations in an isolated diffusive system. While…

Statistical Mechanics · Physics 2011-10-31 Pablo I. Hurtado , Pedro L. Garrido

We study the evolution leading to (or regressing from) a large fluctuation in a Statistical Mechanical system. We introduce and study analytically a simple model of many identically and independently distributed microscopic variables $n_m$…

Statistical Mechanics · Physics 2017-03-28 Federico Corberi

Atmospheric flows exhibit fluctuations of all scales (space -time) ranging from turbulence (millimeters-seconds) to climate (thousands of kilometers-years). The apparently random fluctuations however exhibit long-range spatio-temporal…

chao-dyn · Physics 2009-09-25 Suvarna Fadnavis , A. M. Selvam

We have developed in the previous works a statistical model of quantum fluctuation based on a chaotic deviation from infinitesimal stationary action which is constrained by the principle of Locality to have a unique exponential distribution…

Quantum Physics · Physics 2015-06-19 Agung Budiyono

We present a brief introduction to the statistical properties of systems with large fluctuations. We point out that for such systems the relevant statistical quantities are scaling exponents and the nature of fluctuations is completely…

Astrophysics · Physics 2007-05-23 Francesco Sylos Labini , Andrea Gabrielli

Volume fluctuations are introduced in a statistical modelling of relativistic particle collisions. The micro-canonical ensemble is used, and the volume fluctuations are assumed to have the specific scaling properties. This leads to the KNO…

High Energy Physics - Phenomenology · Physics 2008-11-26 V. V. Begun , M. Gaździcki , M. I. Gorenstein

We found that models of evolving random networks exhibit dynamic scaling similar to scaling of growing surfaces. It is demonstrated by numerical simulations of two variants of the model in which nodes are added as well as removed [Phys.…

Statistical Mechanics · Physics 2009-11-07 Miroslav Kotrla , Frantisek Slanina , Jakub Steiner

We study the fluctuation properties and return-time statistics on inhomogeneous scale-free networks using packets moving with two different dynamical rules; random diffusion and locally navigated diffusive motion with preferred edges.…

Materials Science · Physics 2008-02-25 Bernard Kujawski , Bosiljka Tadic , Geoff J. Rodgers

Extreme events are unusual and rare large-amplitude fluctuations that occur can unexpectedly in nonlinear dynamical systems. Events above the extreme event threshold of the probability distribution of a nonlinear process characterize…

Data Analysis, Statistics and Probability · Physics 2023-03-08 Premraj Durairaj , Sathiyadevi Kanagaraj , Suresh Kumarasamy , Karthikeyan Rajagopal

Within wall turbulence, there is a sublayer where the mean velocity and the variance of velocity fluctuations vary logarithmically with the height from the wall. This logarithmic scaling is also known for the mean concentration of a passive…

Fluid Dynamics · Physics 2017-12-05 H. Mouri , T. Morinaga , T. Yagi , K. Mori

Characterizing current fluctuations in a steady state is of fundamental interest and has attracted considerable attention in the recent past. However, the bulk of the studies are limited to systems that either do not exhibit a phase…

Statistical Mechanics · Physics 2024-12-05 Tanmoy Chakraborty , Punyabrata Pradhan , Kavita Jain

The prevalence of many urban phenomena changes systematically with population size. We propose a theory that unifies models of economic complexity and cultural evolution to derive urban scaling. The theory accounts for the difference in…

Physics and Society · Physics 2016-12-28 Andres Gomez-Lievano , Oscar Patterson-Lomba , Ricardo Hausmann

It was shown recently that the anomalous scaling of simultaneous correlation functions in turbulence is intimately related to the breaking of temporal scale invariance, which is equivalent to the appearance of infinitely many times scales…

chao-dyn · Physics 2016-08-31 David Daems , Siegfried Grossmann , Victor S. L'vov , Itamar Procaccia

The information on dynamical fluctuations that can be extracted from the anomalous scaling observed recently in hadron-hadron collision experiments is discussed in some detail. A parameter ``effective fluctuation strength'' is proposed to…

High Energy Physics - Phenomenology · Physics 2009-10-31 Liu Lianshou , Fu Jinghua , Wu Yuanfang
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