Related papers: Model selection for identifying power-law scaling
Podobnik and Stanley recently proposed a novel framework, Detrended Cross-Correlation Analysis, for the analysis of power-law cross-correlation between two time-series, a phenomenon which occurs widely in physical, geophysical, financial…
Power-law distributions occur in many situations of scientific interest and have significant consequences for our understanding of natural and man-made phenomena. Unfortunately, the detection and characterization of power laws is…
Different routing strategies may result in different behaviors of traffic on internet. We analyze the correlation of traffic data for three typical routing strategies by the detrended fluctuation analysis (DFA) and find that the degree of…
We introduce a stochastic model to explain a double power-law distribution which exhibits two different Paretian behaviors in the upper and the lower tail and widely exists in social and economic systems. The model incorporates fitness…
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…
We study the sample size dependence of the strength of disordered materials with a flaw, by numerical simulations of lattice models for fracture. We find a crossover between a regime controlled by the fluctuations due to disorder and…
It is becoming more and more clear that complex networks present remarkable large fluctuations. These fluctuations may manifest differently according to the given model. In this paper we re-consider hidden variable models which turn out to…
We respond to the issues discussed by Farmer and Lillo (FL) related to our proposed approach to understanding the origin of power-law distributions in stock price fluctuations. First, we extend our previous analysis to 1000 US stocks and…
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…
We investigate scaling properties of human brain functional networks in the resting-state. Analyzing network degree distributions, we statistically test whether their tails scale as power-law or not. Initial studies, based on least-squares…
Experimental data are presented on particle correlations and fluctuations in various high-energy multiparticle collisions, with special emphasis on evidence for scaling-law evolution in small phase-space domains. The notions of…
We introduce a segmentation algorithm to probe temporal organization of heterogeneities in human heartbeat interval time series. We find that the lengths of segments with different local values of heart rates follow a power-law…
We study the dynamics of an elastic chain driven on a disordered substrate and analyze numerically the statistics of force fluctuations at the depinning transition. The probability distribution function of the amplitude of the slip events…
When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using classic detrended cross-correlation analysis (DCCA) without considering these common factors will bias…
The fluctuations in the quantum spectrum could be treated like a time series. In this framework, we explore the statistical self-similarity in the quantum spectrum using the detrended fluctuation analysis (DFA) and random matrix theory…
Derived from spiking neuron models via the diffusion approximation, the moment activation (MA) faithfully captures the nonlinear coupling of correlated neural variability. However, numerical evaluation of the MA faces significant challenges…
Recently a method which employs computing of fluctuations in a measure of nonlinear similarity based on local recurrence properties in a univariate time series, was introduced to identify distinct dynamical regimes and transitions between…
One of the most celebrated findings in complex systems in the last decade is that different indexes y (e.g., patents) scale nonlinearly with the population~x of the cities in which they appear, i.e., $y\sim x^\beta, \beta \neq 1$. More…
The information on dynamical fluctuations that can be extracted from the anomalous scaling observed recently in hadron-hadron collision experiments is discussed in some detail. A parameter ``effective fluctuation strength'' is proposed to…
Human motor activity is constrained by the rhythmicity of the 24 hours circadian cycle, including the usual 12-15 hours sleep-wake cycle. However, activity fluctuations also appear over a wide range of temporal scales, from days to a few…