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The current science of cities can provide a useful foundation for future urban policies, provided that these proposals have been validated by correct observations of the diversity of situations in the world. However, international…

Physics and Society · Physics 2020-05-21 Juste Raimbault , Eric Denis , Denise Pumain

We show that a scaling approach successfully characterizes clustering and intermittency in space and time, in systems of noninteracting particles driven by fluctuating surfaces. We study both the steady state and the approach to it, for…

Soft Condensed Matter · Physics 2019-01-15 Tapas Singha , Mustansir Barma

In this paper we make an attempt to increase our understanding of the urban scaling phenomenon. We investigate how superlinear scaling emerges if a network increases in size and how this scaling depends on the occurrence of elements that…

Physics and Society · Physics 2023-12-06 Anthony F. J. van Raan

Datasets are growing not just in size but in complexity, creating a demand for rich models and quantification of uncertainty. Bayesian methods are an excellent fit for this demand, but scaling Bayesian inference is a challenge. In response…

Machine Learning · Statistics 2016-03-23 Elaine Angelino , Matthew James Johnson , Ryan P. Adams

Universal scaling laws form one of the central issues in physics. A non-standard scaling law or a breakdown of a standard scaling law, on the other hand, can often lead to the finding of a new universality class in physical systems.…

Statistical Mechanics · Physics 2015-06-15 Isao Nishikawa , Gouhei Tanaka , Kazuyuki Aihara

Most complex networks serve as conduits for various dynamical processes, ranging from mass transfer by chemical reactions in the cell to packet transfer on the Internet. We collected data on the time dependent activity of five natural and…

Disordered Systems and Neural Networks · Physics 2009-11-10 M. Argollo de Menezes , A-L. Barabasi

Multivariate Distributions are needed to capture the correlation structure of complex systems. In previous works, we developed a Random Matrix Model for such correlated multivariate joint probability density functions that accounts for the…

Statistical Finance · Quantitative Finance 2025-12-02 Anton J. Heckens , Efstratios Manolakis , Cedric Schuhmann , Thomas Guhr

High-dimensional limit theorems have been shown useful to derive tuning rules for finding the optimal scaling in random-walk Metropolis algorithms. The assumptions under which weak convergence results are proved are however restrictive: the…

Methodology · Statistics 2022-02-16 Sebastian M Schmon , Philippe Gagnon

An empirical study of joint bivariate probability distribution of two consecutive price increments for a set of stocks at time scales ranging from one minute to thirty minutes reveals asymmetric structures with respect to the axes y=0, y=x,…

Physics and Society · Physics 2008-12-02 Andrei Leonidov , Vladimir Trainin , Alexander Zaitsev , Sergey Zaitsev

Given that a group of cities follows a scaling law connecting urban population with socio-economic or infrastructural metrics (transversal scaling), should we expect that each city would follow the same behavior over time (longitudinal…

Understanding scaling relations of social and environmental attributes of urban systems is necessary for effectively managing cities. Urban scaling theory (UST) has assumed that population density scales positively with city size. We…

To elucidate the non-trivial empirical statistical properties of fluctuations of a typical non-steady time series representing the appearance of words in blogs, we investigated approximately five billion Japanese blogs over a period of six…

Physics and Society · Physics 2016-12-05 Hayafumi Watanabe , Yukie Sano , Hideki Takayasu , Misako Takayasu

Zipf's law is one the most conspicuous empirical facts for cities, however, there is no convincing explanation for the scaling relation between rank and size and its scaling exponent. Based on the idea from general fractals and scaling,…

Physics and Society · Physics 2018-12-20 Yanguang Chen

For many externally driven complex systems neither the noisy driving force, nor the internal dynamics are a priori known. Here we focus on systems for which the time dependent activity of a large number of components can be monitored,…

Statistical Mechanics · Physics 2008-12-02 Zoltan Eisler , Janos Kertesz , Soon-Hyung Yook , Albert-Laszlo Barabasi

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…

Disordered Systems and Neural Networks · Physics 2014-02-19 Massimo Ostilli

We analyze the daily stock data of the Nasdaq Composite index in the 22-year period 1992-2013 and identify market states as clusters of correlation matrices with similar correlation structures. We investigate the stability of the…

Statistical Finance · Quantitative Finance 2015-06-22 Desislava Chetalova , Rudi Schäfer , Thomas Guhr

The structure of very complicated irregular "microscopic" (local) entropy fluctuations around a big separated "macroscopic" (global) fluctuation in the statistical equilibrium was studied in numerical experiments on a simple 2--freedom…

Chaotic Dynamics · Physics 2007-05-23 Boris Chirikov , Oleg Zhirov

Dataset scaling, also known as normalization, is an essential preprocessing step in a machine learning pipeline. It is aimed at adjusting attributes scales in a way that they all vary within the same range. This transformation is known to…

Machine Learning · Computer Science 2022-12-26 Lucas B. V. de Amorim , George D. C. Cavalcanti , Rafael M. O. Cruz

Fluctuation theorems show how coarse graining transforms microscopic symmetry into observable irreversibility. Here we ask whether an analogous symmetrybased diagnostic can be constructed for financial markets. At the microscopic level,…

Statistical Mechanics · Physics 2026-04-17 Jian Gao , Lufeng Zhang , Ping Fang , Pu Ke , Jin Wu , Yue Liu , Haijun Zhou

The fluctuations in nonequilibrium systems are under intense theoretical and experimental investigation. Topical ``fluctuation relations'' describe symmetries of the statistical properties of certain observables, in a variety of models and…

Statistical Mechanics · Physics 2011-09-08 Lamberto Rondoni , Carlos Mejia-Monasterio