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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…

Statistical Mechanics · Physics 2018-12-18 Guillaume Michel , Debra J. Searles

Flow networks are essential for both living organisms and enginneered systems. These networks often present complex dynamics controlled, at least in part, by their topology. Previous works have shown that topologically complex networks…

Soft Condensed Matter · Physics 2020-03-24 Miguel Ruiz-Garcia , Eleni Katifori

We propose a class of stochastic models for a dynamics of limit order book with different type of liquidities. Within this class of models we study the one where a spread decreases uniformly, belonging to the class of processes known as a…

Trading and Market Microstructure · Quantitative Finance 2021-01-07 Helder Rojas , Artem Logachov , Anatoly Yambartsev

Complex systems such as ecological communities and neuron networks are essential parts of our everyday lives. These systems are composed of units which interact through intricate networks. The ability to predict sudden changes in the…

Adaptation and Self-Organizing Systems · Physics 2021-07-07 Deniz Eroglu , Matteo Tanzi , Sebastian van Strien , Tiago Pereira

The experimental search for the QCD critical point by means of relativistic heavy-ion collisions necessitates the development of dynamical models of fluctuations. In this work we study the fluctuations of the net-baryon density near the…

Nuclear Theory · Physics 2020-11-25 Marlene Nahrgang , Marcus Bluhm

We introduce a model for the dynamic self-organization of the electric grid. The model is characterized by a conserved magnitude, energy, that can travel following the links of the network to satisfy nodes' load. The load fluctuates in time…

Physics and Society · Physics 2016-08-16 Alessandro Scirè , Idán Tuval , Víctor M. Eguíluz

Condensation of fluctuations is an interesting phenomenon conceptually distinct from condensation on average. One stricking feature is that, contrary to what happens on average, condensation of fluctuations may occurr even in the absence of…

Statistical Mechanics · Physics 2014-07-31 Marco Zannetti , Federico Corberi , Giuseppe Gonnella

The validity of the fluctuation theorem for entropy production as deduced from the observation of trajectories implicitly requires that all slow degrees of freedom are accessible. We experimentally investigate the role of hidden slow…

Soft Condensed Matter · Physics 2012-06-11 Jakob Mehl , Boris Lander , Clemens Bechinger , Valentin Blickle , Udo Seifert

We study models of weighted exponential random graphs in the large network limit. These models have recently been proposed to model weighted network data arising from a host of applications including socio-econometric data such as migration…

Probability · Mathematics 2018-07-12 Shankar Bhamidi , Suman Chakraborty , Skyler Cranmer , Bruce Desmarais

In this article, we present a novel box-covering algorithm for analyzing the fractal properties of complex networks. Unlike traditional algorithms that impose a predetermined box size, our approach assigns nodes to boxes identified by their…

Disordered Systems and Neural Networks · Physics 2025-09-23 Michal Lepek , Kordian Makulski , Agata Fronczak , Piotr Fronczak

Hidden variable graphical models can sometimes imply constraints on the observable distribution that are more complex than simple conditional independence relations. These observable constraints can falsify assumptions of the model that…

Methodology · Statistics 2026-05-12 Michael C. Sachs , Erin E. Gabriel , Robin J. Evans , Arvid Sjölander

We analyze critical phenomena on networks generated as the union of hidden variables models (networks with any desired degree sequence) with arbitrary graphs. The resulting networks are general small-worlds similar to those a` la Watts and…

Disordered Systems and Neural Networks · Physics 2011-06-29 M. Ostilli , A. L. Ferreira , J. F. F. Mendes

Resting on the gauge theory of topological quantum melting in 2+1 dimensions, we predict that a superconductor characterized by crystalline correlations on a length scale large compared to the lattice carries a new collective mode: the…

Strongly Correlated Electrons · Physics 2008-02-11 V. Cvetkovic , Z. Nussinov , S. Mukhin , J. Zaanen

A variety of physical, social and biological systems generate complex fluctuations with correlations across multiple time scales. In physiologic systems, these long-range correlations are altered with disease and aging. Such correlated…

Other Quantitative Biology · Quantitative Biology 2009-11-10 Luis A. N. Amaral , Albert Diaz-Guilera , Andre A. Moreira , Ary L. Goldberger , Lewis A. Lipsitz

Understanding the relationship between complexity and stability in large dynamical systems -- such as ecosystems -- remains a key open question in complexity theory which has inspired a rich body of work developed over more than fifty…

Populations and Evolution · Quantitative Biology 2021-07-14 Yvonne Krumbeck , Qian Yang , George W. A. Constable , Tim Rogers

We consider an edge-weighted uniform random graph with a given degree sequence (Repeated Configuration Model) which is a useful approximation for many real-world networks. It has been observed that the vertices which are separated from the…

Probability · Mathematics 2012-09-14 Bartlomiej Blaszczyszyn , Kumar Gaurav

We review the recent fast progress in statistical physics of evolving networks. Interest has focused mainly on the structural properties of random complex networks in communications, biology, social sciences and economics. A number of giant…

Statistical Mechanics · Physics 2015-06-24 S. N. Dorogovtsev , J. F. F. Mendes

Understanding the physics of non-equilibrium systems remains as one of the major open questions in statistical physics. This problem can be partially handled by investigating macroscopic fluctuations of key magnitudes that characterise the…

Soft Condensed Matter · Physics 2016-11-17 A. Lasanta , Pablo I. Hurtado , A. Prados

Current fluctuations in boundary-driven diffusive systems are, in many cases, studied using hydrodynamic theories. Their predictions are then expected to be valid for currents which scale inversely with the system size. To study this…

Statistical Mechanics · Physics 2016-05-26 Yongjoo Baek , Yariv Kafri , Vivien Lecomte

We identify the upper large deviation probability for the number of edges in scale-free geometric random graph models as the space volume goes to infinity. Our result covers the models of scale-free percolation, the Boolean model with…

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