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We investigate how various linear and nonlinear transformations affect the scaling properties of a signal, using the detrended fluctuation analysis (DFA). Specifically, we study the effect of three types of transforms: linear, nonlinear…

Soft Condensed Matter · Physics 2007-05-23 Z. Chen , K. Hu , P. Carpena , P. Bernaola-Galvan , H. E. Stanley , P. Ch. Ivanov

We study the effects of uniform time delays on the extreme fluctuations in stochastic synchronization and coordination problems with linear couplings in complex networks. We obtain the average size of the fluctuations at the nodes from the…

Statistical Mechanics · Physics 2015-12-15 D. Hunt , F. Molnar , B. K. Szymanski , G. Korniss

Many time series produced by complex systems are empirically found to follow power-law distributions with different exponents $\alpha$. By permuting the independently drawn samples from a power-law distribution, we present non-trivial…

Data Analysis, Statistics and Probability · Physics 2017-05-24 Fangjian Guo , Dan Yang , Zimo Yang , Zhi-Dan Zhao , Tao Zhou

We consider large fluctuations, namely overload of servers, in a network with dynamic routing of messages. The servers form a circle. The number of input flows is equal to the number of servers, the messages of any flow are distributed…

Probability · Mathematics 2008-03-19 E. A. Pechersky , N. D. Vvedenskaya

In a matching paper (arXiv:1207.5027), I proved that Conservation of Size and Information in a discrete token based system is overwhelmingly likely to lead to a power-law component size distribution with respect to the size of its unique…

Information Theory · Computer Science 2012-09-11 Les Hatton

We report measurements of global dissipated power within a turbulent flow homogeneously forced at small scale by a new forcing technique. The forcing is random in both time and space within the fluid by using magnetic particles in an…

Fluid Dynamics · Physics 2017-10-31 Eric Falcon , Jean-Claude Bacri , Claude Laroche

When the probability of measuring a particular value of some quantity varies inversely as a power of that value, the quantity is said to follow a power law, also known variously as Zipf's law or the Pareto distribution. Power laws appear…

Statistical Mechanics · Physics 2019-09-23 M. E. J. Newman

We study the statistics of the amplitude of the synchronization error in chaotic electronic circuits coupled through linear feedback. Depending on the coupling strength, our system exhibits three qualitatively different regimes of…

Size varies. Small things are typically more frequent than large things. The logarithm of frequency often declines linearly with the logarithm of size. That power law relation forms one of the common patterns of nature. Why does the…

Populations and Evolution · Quantitative Biology 2016-11-08 Steven A. Frank

Stock prices are observed to be random walks in time despite a strong, long term memory in the signs of trades (buys or sells). Lillo and Farmer have recently suggested that these correlations are compensated by opposite long ranged…

Other Condensed Matter · Physics 2008-12-02 J. -P. Bouchaud , J. Kockelkoren , M. Potters

We report measurements in a 2-dimensional, gravity-driven, collisional, granular flow of the normal force delivered to the wall and of particle velocity at several points in the flow. The wall force and the flow velocity are negatively…

Soft Condensed Matter · Physics 2007-05-23 Emily Gardel , Ellen Keene , Sonia Dragulin , Nalini Easwar , Narayanan Menon

The global energy fluctuations of a low density gas granular gas in the homogeneous cooling state near its clustering instability are studied by means of molecular dynamics simulations. The relative dispersion of the fluctuations is shown…

Statistical Mechanics · Physics 2009-11-10 J. Javier Brey , M. I. Garcia de Soria , P. Maynar , M. J. Ruiz-Montero

The origin of power-law distributions in self-organized criticality is investigated by treating the variation of the number of active sites in the system as a stochastic process. An avalanche is then regarded as a first-return random walk…

Statistical Mechanics · Physics 2009-11-10 C. B. Yang

Power law distributions of macroscopic observables are ubiquitous in both the natural and social sciences. They are indicative of correlated, cooperative phenomena between groups of interacting agents at the microscopic level. In this paper…

Condensed Matter · Physics 2009-11-07 P Ormerod , C Mounfield

The detrended fluctuation analysis (DFA) is one of the most widely used tools for the detection of long-range correlations in time series. Although DFA has found many interesting applications and has been shown as one of the best performing…

Statistical Mechanics · Physics 2020-03-18 G. Sikora , M. Hoell , A. Wylomanska , J. Gajda , A. V. Chechkin , H. Kantz

Sea ice is not continuous and homogeneous on large scales. Its morphology is inherently discrete and made of individual floes. In recent years, sea ice models have incorporated this horizontal heterogeneity. The modelling framework…

Geophysics · Physics 2022-05-13 Fabien Montiel , Nicolas Mokus

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…

Physics and Society · Physics 2015-05-28 Kosmas Kosmidis , Moritz Beber , Marc-Thorsten Hütt

We introduce cluster dynamical models of conflicts in which only the largest cluster can be involved in an action. This mimics the situations in which an attack is planned by a central body, and the largest attack force is used. We study…

Physics and Society · Physics 2010-01-19 Bosiljka Tadic , G. J. Rodgers

By studying the statistics of recurrence intervals, $\tau$, between volatilities of Internet traffic rate changes exceeding a certain threshold $q$, we find that the probability distribution functions, $P_{q}(\tau)$, for both byte and…

Data Analysis, Statistics and Probability · Physics 2009-10-01 Shi-Min Cai , Zhong-Qian Fu , Tao Zhou , Jun Gu , Pei-Ling Zhou

Some authors have recently argued that a finite-size scaling law for the text-length dependence of word-frequency distributions cannot be conceptually valid. Here we give solid quantitative evidence for the validity of such scaling law,…

Data Analysis, Statistics and Probability · Physics 2018-04-12 Alvaro Corral , Francesc Font-Clos