Related papers: Fluctuation in e-mail sizes weakens power-law corr…
The hydrodynamic part of the velocity autocorrelation function of a granular fluid in the homogeneous cooling state has been calculated by using mode-coupling theory for a finite system with periodic boundary conditions. The existence of…
In a recent Nature paper, Gabaix et al. \cite{Gabaix03} presented a theory to explain the power law tail of price fluctuations. The main points of their theory are that volume fluctuations, which have a power law tail with exponent roughly…
This paper analyzes a variation on the well-known "power of two choices" allocation algorithms. Classically, the smallest of $d$ randomly-chosen options is selected. We investigate what happens when the largest of $d$ randomly-chosen…
We study the dynamics of the Internet topology based on the empirical data on the level of the autonomous systems. It is found that the fluctuations occurring in the stochastic process of connecting and disconnecting edges are important…
Quantifying regularities in behavioral dynamics is of crucial interest for understanding collective social events such as panics or political revolutions. With the widespread use of digital communication media it has become possible to…
The distribution of the correlation dimension in a power law band random matrix model having critical, i.e. multifractal, eigenstates is numerically investigated. It is shown that their probability distribution function has a fixed point as…
We study the correlations of vorticity fluctuations inside a coherent vortex resulting from the inverse energy cascade in two-dimensional turbulence. The presence of a coherent flow, which is a differential rotation, suppresses small-scale…
We investigate correlations between the long wavelength fluctuations and the small scale power in the Lyman alpha forest. We show that such correlations can be used to discriminate between fluctuations induced by large scale structure and…
Since the analogy between laser oscillation and second-order phase transition was indicated in the 1970s, dynamical fluctuations on lasing threshold inherent in critical phenomena have gained significant interest. Here, we numerically and…
We present an analysis and discuss consequences of the strong correlations of the configurational parts of pressure and energy in their equilibrium fluctuations at fixed volume reported for simulations of several liquids in the companion…
In this study we examine the evolution of price, volume, and the bid-ask spread after extreme 15 minute intraday price changes on the NYSE and the NASDAQ. We find that due to strong behavioral trading there is an overreaction. Furthermore…
In the Yule-Simon process, selection of words follows the preferential attachment mechanism, resulting in the power-law growth in the cumulative number of individual word occurrences. This is derived using mean-field approximation, assuming…
The freely jointed chain is often applied to model the thermodynamics of single polymer chains, but the traditional formulation of the model lacks internal energy changes due to bond stretching. For this reason, the extensible freely…
Fluctuations in diversity and extinction sizes are discussed and compared for two different, individual-based models of biological coevolution. Both models display power-law distributions for various quantities of evolutionary interest,…
We consider diffusion processes on power-law small-world networks in different dimensions. In one dimension, we find a rich phase diagram, with different transient and recurrent phases, including a critical line with continuously varying…
We derive exact results for the fluctuations in energy produced by microscopic disorder in near-crystalline athermal systems. Our formalism captures the heterogeneity in the elastic energy of polydispersed soft disks in energy-minimized…
A fluctuation law of the energy in freely-decaying, homogeneous and isotropic turbulence is derived within standard closure hypotheses for 3D incompressible flow. In particular, a fluctuation-dissipation relation is derived which relates…
We discuss several models in order to shed light on the origin of power-law distributions and power-law correlations in financial time series. From an empirical point of view, the exponents describing the tails of the price increments…
Dynamical systems in nature exhibit selfsimilar fractal fluctuations and the corresponding power spectra follow inverse power law form signifying long-range space-time correlations identified as self-organized criticality. The physics of…
Detrended fluctuation analysis (DFA) is a scaling analysis method used to quantify long-range power-law correlations in signals. Many physical and biological signals are ``noisy'', heterogeneous and exhibit different types of…