Related papers: Fluctuation in e-mail sizes weakens power-law corr…
The daily volume of transaction on the New York Stock Exchange and its day-to-day fluctuations are analysed with respect to power-law tails as well long-term trends. We also model the transition to a Gaussian distribution for longer time…
Detrended Fluctuation Analysis (DFA) is widely used to assess the presence of long-range temporal correlations in time series. Signals with long-range temporal correlations are typically defined as having a power law decay in their…
Many weighted scale-free networks are known to have a power-law correlation between strength and degree of nodes, which, however, has not been well explicated. We investigate the dynamic behaviors of resource/traffic flow on scale-free…
Based on the well-known Detrended Fluctuation Analysis (DFA) for time series, in this work we describe a DFA for continuous real variable functions. Under certain conditions, DFA accurately predicts the long-term auto-correlation of the…
Strong violations of existing fluctuation theorems may arise in nonequilibrium steady states characterized by distributions with power-law tails. The ratio of the probabilities of positive and negative fluctuations of equal magnitude…
Power law size distribution is found to associate with fractal, self-organized behaviors and patterns of complex systems. Such distribution also emerges from natural lakes, with potentially important links to the dynamics of lake systems.…
We examine several recently suggested methods for the detection of long-range correlations in data series based on similar ideas as the well-established Detrended Fluctuation Analysis (DFA). In particular, we present a detailed comparison…
We perform a simplified Ethernet traffic simulation in order to clarify the physical mechanism of the phase transition behavior which has been experimentally observed in the flow density fluctuation of Internet traffic. In one phase…
Consider a network of M >> 1 nodes connected by N >> 1 links, in which the distribution of the number of links per node follows a power law with exponent 0<\alpha <1. The power law is naturally truncated due to the fact that N is finite. A…
We analyze the fluctuation of the loss from default around its large portfolio limit in a class of reduced-form models of correlated firm-by-firm default timing. We prove a weak convergence result for the fluctuation process and use it for…
We report on the distribution spectra of the fluctations in the amount of power injected into a liquid crystal undergoing electroconvective flow. The probability distribution functions (PDFs) of the fluctuations as well as the magnitude of…
We study size and growth distributions of products and business firms in the context of a given industry. Firm size growth is analyzed in terms of two basic mechanisms, i.e. the increase of the number of new elementary business units and…
We present analytical and numerical results of modeling of flows represented as the correlated non-Poissonian point process and as the Poissonian sequence of pulses of the different size. Both models may generate signals with the power-law…
A fundamental challenge in computer analysis of power flow is the rigorous understanding of the impact of different loading levels on the solutions of the power flow equation. This letter presents a comprehensive study of possible numerical…
Atmospheric flows exhibit scale-free fractal fluctuations. A general systems theory based on classical statistical physical concepts visualizes the fractal fluctuations to result from the coexistence of eddy fluctuations in an eddy…
City-size distributions follow an approximate power law in various countries despite high volatility in relative city sizes over time. Our empirical evidence for the United States and Japan indicates that the scaling law stems from a…
Increasing shares of fluctuating renewable energy sources induce higher and higher power flow variability at the transmission level. The question arises as to what extent existing networks can absorb additional fluctuating power injection…
Research on human online activities usually assumes that total activity $T$ increases linearly with active population $P$, that is, $T\propto P^{\gamma}(\gamma=1)$. However, we find examples of systems where total activity grows faster than…
We revisit the equilibrium statistical mechanics of a classical fluid of point-like particles with repulsive power-law pair interactions, focusing on density and energy fluctuations at finite temperature. Such long-range interactions,…
Inspired by reliability issues in electric transmission networks, we use a probabilistic approach to study the occurrence of large failures in a stylized cascading failure model. In this model, lines have random capacities that initially…