Related papers: Instability and Information
Complex systems with global interactions tend to be stable if interactions between components are sufficiently homogeneous. In biological systems, which often have small copy numbers and interactions mediated by diffusing agents, noise and…
Real-world systems are characterized by complex interactions of their internal degrees of freedom, while living in ever-changing environments whose net effect is to act as additional couplings. Here, we introduce a paradigmatic interacting…
We report a similarity of fluctuations in equilibrium critical phenomena and non-equilibrium systems, which is based on the concept of natural time. The world-wide seismicity as well as that of San Andreas fault system and Japan are…
Recent years have seen an unprecedented rise of the role that technology plays in all aspects of human activities. Unavoidably, technology has heavily entered the Capital Markets trading space, to the extent that all major exchanges are now…
An important challenge in several disciplines is to understand how sudden changes can propagate among coupled systems. Examples include the synchronization of business cycles, population collapse in patchy ecosystems, markets shifting to a…
The averaged steady-state surprisal links a driven stochastic system's information processing to its nonequilibrium thermodynamic response. By explicitly accounting for the effects of nonequilibrium steady states, a decomposition of the…
While interdependent systems have usually been associated with increased fragility, we show that strengthening the interdependence between dynamical processes on different networks can make them more robust. By coupling the dynamics of…
We study a simple model of an asset market with informed and non-informed agents. In the absence of non-informed agents, the market becomes information efficient when the number of traders with different private information is large enough.…
We here describe the possibility of a synthetic description of the onset of Chaos in many degrees of freedom dynamical systems within the framework of the geometric description of dynamics. We show how this approach to instability helps to…
Jaynes' information theory formalism of statistical mechanics is applied to the stationary states of open, non-equilibrium systems. The key result is the construction of the probability distribution for the underlying microscopic phase…
The observable behavior of a complex system reflects the mechanisms governing the internal interactions between the system's components and the effect of external perturbations. Here we show that by capturing the simultaneous activity of…
In natural phenomena, data distributions often deviate from normality. One can think of cataclysms as a self-explanatory example: events that occur almost never, and at the same time are many standard deviations away from the common…
Prices in financial markets exhibit extreme jumps far more often than can be accounted for by external news. Further, magnitudes of price changes are correlated over long times. These so called stylized facts are quantified by scaling laws…
Instabilities of equilibrium quantum mechanics are common and well-understood. They are manifested for example in phase transitions, where a quantum system becomes so sensitive to perturbations that a symmetry can be spontaneously broken.…
Several theoretical results concerning event-by-event fluctuations are discussed: (1) a role of the global conservation laws and concept of statistical ensembles; (2) strongly intensive measures are introduced; they give a possibility to…
Robustness to perturbation is a key topic in the study of complex systems occurring across a wide variety of applications from epidemiology to biochemistry. Here we analyze the eigenspectrum of the Jacobian matrices associated to a general…
We introduce a simple dynamical model of two interacting communities whose elements are subject to stochastic discrete-time updates governed by only bilinear interactions. When the intra- and inter-couplings are cooperative, the two…
In many complex systems, large events are believed to follow power-law, scale-free probability distributions, so that the extreme, catastrophic events are unpredictable. Here, we study coupled chaotic oscillators that display extreme…
We develop a model for point processes on the real line, where the intensity can be locally unbounded without inducing an explosion. In contrast to an orderly point process, for which the probability of observing more than one event over a…
A celebrated and controversial hypothesis conjectures that some biological systems --parts, aspects, or groups of them-- may extract important functional benefits from operating at the edge of instability, halfway between order and…