Related papers: Temporal fluctuation scaling in nonstationary coun…
Interevent times have been studied across various disciplines in search for correlations. In this paper we show analytical and numerical evidence that at the population level a power-law can be obtained by assuming poissonian agents with…
We study the influence of a dissipation process on diffusion dynamics triggered by fluctuations with long-range correlations. We make the assumption that the perturbation process involved is of the same kind as those recently studied…
The fluctuation theorem characterizes the distribution of the dissipation in nonequilibrium systems and proves that the average dissipation will be positive. For a large system with no external source of fluctuation, fluctuations in…
Speech is a distinctive complex feature of human capabilities. In order to understand the physics underlying speech production, in this work we empirically analyse the statistics of large human speech datasets ranging several languages. We…
Using numerical simulations and scaling theory we study the dynamics of the world-wide Web from the growth rules recently proposed in Ref. [1] with appropriate parameters. We demonstrate that the emergence of power-law behavior of the out-…
A unified approach is proposed to describe the statistics of the short time dynamics of multiscale complex systems. The probability density function of the relevant time series (signal) is represented as a statistical superposition of a…
We study the scaling of fluctuations with the mean of traffic in complex networks using a model where the arrival and departure of "packets" follow exponential distributions, and the processing capability of nodes is either unlimited or…
Consider a system of particles evolving as independent and identically distributed (i.i.d.) random walks. Initial fluctuations in the particle density get translated over time with velocity $\vec{v}$, the common mean velocity of the random…
The scaling properties of the time series of asset prices and trading volumes of stock markets are analysed. It is shown that similarly to the asset prices, the trading volume data obey multi-scaling length-distribution of low-variability…
Cities are often compared through scaling laws, usually expressed as power-law relations between population size and aggregate urban quantities related to infrastructure, socioeconomic activity, or environmental impacts. These laws are…
We discuss the effects of finite perturbations in fully developed turbulence by introducing a measure of the chaoticity degree associated to a given scale of the velocity field. This allows one to determine the predictability time for…
The fluctuations in the particle size distribution for processes of fragmentation and aggregation are studied for stationary state regimes. The system is described in terms of a stochastic process over an adequate tree structure. The RMS…
Dynamical scaling is an asymptotic property typical for the dynamics of first-order phase transitions in physical systems and related to self-similarity. Based on the integral-representation for the marginal probabilities of a fractional…
In this paper we develop a perturbation method to predict the rate of occurrence of rare events for singularly perturbed stochastic systems using a probability density function approach. In contrast to a stochastic normal form approach, we…
It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we provide a deeper understanding of these intricate limiting…
We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…
Many physical systems share the property of scale invariance. Most of them show ordinary power-law scaling, where quantities can be expressed as a leading power law times a scaling function which depends on scaling-invariant ratios of the…
Detailed empirical studies of publicly traded business firms have established that the standard deviation of annual sales growth rates decreases with increasing firm sales as a power law, and that the sales growth distribution is…
The transitional and well-developed regimes of turbulent shear flows exhibit a variety of remarkable scaling laws that are only now beginning to be systematically studied and understood. In the first part of this article, we summarize…
Continuously measured quantum systems are characterized by an output current, in the form of a stochastic and correlated time series which conveys crucial information about the underlying quantum system. The many tools used to describe…