Related papers: Universality Classes of Fluctuation Dynamics in Hi…
In this communication, the approach of phenomenological universalities of growth are considered to describe the behaviour of a system showing oscillatory growth. Two phenomenological classes are proposed to consider the behaviour of a…
We construct classes of stochastic differential equations with fluctuating friction forces that generate a dynamics correctly described by Tsallis statistics and nonextensive statistical mechanics. These systems generalize the way in which…
Recent investigations of turbulent circulation fluctuations have uncovered substantial insights into the statistical organization of flow structures and revealed unexpected geometric features of turbulent intermittency. Of particular…
Taylor's fluctuation scaling (FS) has been observed in many natural and man-made systems revealing an amazing universality of the law. Here we give strong theoretical foundations for the origins and abundance of Taylor's FS in different…
A simple model accounting for the ejection of heavy particles from the vortical structures of a turbulent flow is introduced. This model involves a space and time discretization of the dynamics and depends on only two parameters: the…
We study the geometry of forces in some simple models for granular stackings. The information contained in geometry is complementary to that in the distribution of forces in a single inter-particle contact, which is more widely studied. We…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
Multivariate probability density functions of returns are constructed in order to model the empirical behavior of returns in a financial time series. They describe the well-established deviations from the Gaussian random walk, such as an…
This work is designed to overview our present knowledge about universality classes occurring in nonequilibrium systems defined on regular lattices. In the first section I summarize the most important critical exponents, relations and the…
Any decomposition of the total trajectory entropy production for Markovian systems has a joint probability distribution satisfying a generalized detailed fluctuation theorem, when all the contributing terms are odd with respect to time…
We apply the formalism of the continuous time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time…
A simple class of chaotic systems in a random environment is considered and the fluctuation theorem is extended under the assumption of reversibility.
A large population of extended substructures generates a stochastic gravitational field that is fully specified by the function $p({\bf F})$, which defines the probability that a tracer particle experiences a force $\bf F$ within the…
The statistical mechanical basis of the fluctuation theory of mixtures is reviewed. An overview of the statistical mechanical relations between the microscopic properties of a system and its macroscopic properties is presented. The…
We introduce a deductive statistical mechanics approach for granular materials which is formally built from few realistic physical assumptions. The main finding is an universal behavior for the distribution of the density fluctuations. Such…
Collective phenomena with universal properties have been observed in many complex systems with a large number of components. Here we present a microscopic model of the emergence of scaling behavior in such systems, where the interaction…
Large assemblies of nonlinear dynamical units driven by a long-wave fluctuating external field are found to generate strong turbulence with scaling properties. This type of turbulence is so robust that it persists over a finite parameter…
We consider stochastic motion of a particle on a cyclic graph with arbitrarily periodic time dependent kinetic rates. We demonstrate duality relations for statistics of currents in this model and in its continuous version of a diffusion in…
This is the transcript of a talk given at the 1992 Complex Systems Summer School. The theory of large fluctuations of stochastically perturbed continuous-time dynamical systems is reviewed, and the large fluctuations of two stochastic…
The growth of complex populations, such as microbial communities, forests, and cities, occurs over vastly different spatial and temporal scales. Although research in different fields has developed detailed, system-specific models to…