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Traces of user activities recorded in online social networks such as the creation, viewing and forwarding/sharing of information over time open new possibilities to quantitatively and systematically understand the information diffusion…
Most models of information diffusion online rely on the assumption that pieces of information spread independently from each other. However, several works pointed out the necessity of investigating the role of interactions in real-world…
Fluctuations in biochemical networks, e.g., in a living cell, have a complex origin that precludes a description of such systems in terms of bipartite or multipartite processes, as is usually done in the framework of stochastic and/or…
Galaxies and clusters distributions show two major properties: (i) the positions of galaxies and clusters are characterized by a power law distribution indicating properties with respect to their positions. (ii) The distribution of masses…
It is shown that a real novel shares many characteristic features with a null model in which the words are randomly distributed throughout the text. Such a common feature is a certain translational invariance of the text. Another is that…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…
This paper introduces novel volatility diffusion models to account for the stylized facts of high-frequency financial data such as volatility clustering, intra-day U-shape, and leverage effect. For example, the daily integrated volatility…
The relation between critical exponents, characterizing a continuous phase transition, and the fractal structure of physical lines, proliferating at the critical point, is established by considering the two-dimensional O($N$) spin model for…
The eigenvalues of the transmission matrix provide the basis for a full description of the statistics of steady-state transmission and conductance. At the same time, the ability to excite the sample with the waveform of specific…
We consider scattering exponents arising in small-angle scattering from power-law polydisperse surface and mass fractals. It is shown that a set of fractals, whose sizes are distributed according to a power-law, can change its fractal…
We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…
Statistical properties of coherent radiation propagating in a quasi - 1D random media is studied in the framework of random matrix theory. Distribution functions for the total transmission coefficient and the angular transmission…
We develop a general method for calculating statistical properties of the speckle pattern of coherent waves propagating in disordered media. In some aspects this method is similar to the Boltzmann-Langevin approach for the calculation of…
Numerical simulation is used to analyze statistical characteristics of vortex beams propagating in the atmosphere. The cumulative distribution function and the probability density function of intensity fluctuations are compared for Gaussian…
We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local $X$-Whittle estimators -- as generalizations of their univariate counterparts. As the…
An intermittent nonlinear map generating subdiffusion is investigated. Computer simulations show that the generalized diffusion coefficient of this map has a fractal, discontinuous dependence on control parameters. An amended continuous…
In this paper we demonstrate the influence of the pore pressure to the development of a hydraulically-driven fracture in a poroelastic medium. We present a novel numerical model for propagation of a planar hydraulic fracture and prove its…
We suggest an extension of the standard concept of statistical ensembles. Namely, we introduce a class of ensembles with extensive quantities fluctuating according to an externally given distribution. As an example the influence of energy…
Formants are the spectral maxima that result from acoustic resonances of the human vocal tract, and their accurate estimation is among the most fundamental speech processing problems. Recent work has been shown that those frequencies can…
We analyze a two-dimensional spring network model comprising breakable and unbreakable springs. Computer simulations showed this system to exhibit intermittent stress drops in a larger strain regime, and these stress drops resulted in…