Related papers: Temporal fluctuation scaling in nonstationary coun…
Collective human behaviors are analyzed using the time series of word appearances in blogs. As expected, we confirm that the number of fluctuations is approximated by a Poisson distribution for very-low-frequency words. A non-trivial…
The distribution of the return intervals $\tau$ between volatilities above a threshold $q$ for financial records has been approximated by a scaling behavior. To explore how accurate is the scaling and therefore understand the underlined…
This article is a presentation of specific recent results describing scaling limits of individual-based models. Thanks to them, we wish to relate the time-scales typical of demographic dynamics and natural selection to the parameters of the…
Wind and solar power are known to be highly influenced by weather events and may ramp up or down abruptly. Such events in the power production influence not only the availability of energy, but also the stability of the entire power grid.…
The structure of very complicated irregular "microscopic" (local) entropy fluctuations around a big separated "macroscopic" (global) fluctuation in the statistical equilibrium was studied in numerical experiments on a simple 2--freedom…
We consider a dynamical system which has a stable attractor and which is perturbed by an additive noise. Under some quite typical conditions, the fluctuations from the attractor are intermittent and have a probability distribution with…
In a continuous time random walk (CTRW), each random jump follows a random waiting time. CTRW scaling limits are time-changed processes that model anomalous diffusion. The outer process describes particle jumps, and the non-Markovian inner…
The evolution of scalar fields transported by turbulent flow is characterized by the presence of fronts, which rule the small-scale statistics of scalar fluctuations. With the aid of numerical simulations, it is shown that: isotropy is not…
Computer simulations of first-order relaxation processes show that the spatial configurations of the system acquire an invariant shape once the stationary regime is attained. Inspired by them we find that, in any first-order relaxation…
The macroscopic fluctuation theory is a powerful tool to characterise the large scale dynamical properties of diffusive systems, both in- and out-of-equilibrium. It relies on an action formalism in which, at large scales, the dynamics is…
In the past few decades considerable effort has been expended in characterizing and modeling financial time series. A number of stylized facts have been identified, and volatility clustering or the tendency toward persistence has emerged as…
Random walks are one of the best investigated dynamical processes on graphs. A particularly fascinating phenomenon is the scaling relationship of fluctuations $\sigma $ with the average flux $\langle f \rangle $. Here we analyze how network…
For many driven-nonequilibrium systems, the probability distribution functions of magnitude and recurrence-time of large events follow a powerlaw indicating a strong temporal correlation. In this paper we argue why these probability…
Large assemblies of nonlinear dynamical units driven by a long-wave fluctuating external field are found to generate strong turbulence with scaling properties. This type of turbulence is so robust that it persists over a finite parameter…
We study the statistics of quantum transmission through a one-dimensional disordered system modelled by a sequence of independent scattering units. Each unit is characterized by its length and by its action, which is proportional to the…
Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent…
The thresholding of time series of activity or intensity is frequently used to define and differentiate events. This is either implicit, for example due to resolution limits, or explicit, in order to filter certain small scale physics from…
In this paper, we provide a simple, ``generic'' interpretation of multifractal scaling laws and multiplicative cascade process paradigms in terms of volatility correlations. We show that in this context 1/f power spectra, as observed…
We investigate the effect of nonextensive statistics as applied to the chemical fluctuations in high-energy nuclear collisions discussed recently using the event-by-event analysis of data. It turns out that very minuite nonextensitivity…
Turbulence is known to show intermittency. That is, statistical properties vary with the length scale in a way not accounted for by statistical similarity where dimensionless ratios of moments are constant. Intermittency occurs even in the…