Related papers: Scaling in simple continued fraction
Scale-invariance is a ubiquitous observation in the dynamics of large distributed complex systems. The computation of its scaling exponents, which provide clues on its origin, is often hampered by the limited available sampling data, making…
We introduce a solvable model of randomly growing systems consisting of many independent subunits. Scaling relations and growth rate distributions in the limit of infinite subunits are analysed theoretically. Various types of scaling…
Many stochastic time series can be modelled by discrete random walks in which a step of random sign but constant length $\delta x$ is performed after each time interval $\delta t$. In correlated discrete time random walks (CDTRWs), the…
We introduce a random dynamical system related to continued fraction expansions. It uses random combination of the Gauss map and the R\'enyi (or backwards) continued fraction map. We explore the continued fraction expansions that this…
Discrete scale invariance (DSI) has recently been documented in time-to-failure rupture, earthquake processes and financial crashes, in the fractal geometry of growth processes and in random systems. The main signature of DSI is the…
Considering the issue of estimating small probabilities p, ie. measuring a rare domain F = {x | g(x) > q} with respect to the distribution of a random vector X, Multilevel Splitting strategies (also called Subset Simulation) aim at writing…
The energy test is a powerful binning-free, multi-dimensional and distribution-free tool that can be applied to compare a measurement to a given prediction (goodness-of-fit) or to check whether two data samples originate from the same…
Following the student t-statistic, normalization has been a widely used method in statistic and other disciplines including economics, ecology and machine learning. We focus on statistics taking the form of a ratio over (some power of) the…
We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…
In this paper we provide a rigorous mathematical foundation for continuous approximations of a class of systems with piece-wise continuous functions. By using techniques from the theory of differential inclusions, the underlying piece-wise…
Large scale simulations of two-dimensional bidisperse granular fluids allow us to determine spatial correlations of slow particles via the four-point structure factor $S_4(q,t)$. Both cases, elastic ($\varepsilon=1$) as well as inelastic…
We present results of direct numerical simulations of passive scalar advection and diffusion in turbulent rotating flows. Scaling laws and the development of anisotropy are studied in spectral space, and in real space using an axisymmetric…
In this paper, we present a simple model of scale-free networks that incorporates both preferential & random attachment and anti-preferential & random deletion at each time step. We derive the degree distribution analytically and show that…
Sample Space Reducing (SSR) processes are simple stochastic processes that offer a new route to understand scaling in path-dependent processes. Here we define a cascading process that generalises the recently defined SSR processes and is…
We investigate the diffusion limited aggregation of particles executing persistent random walks. The scaling properties of both random walks and large aggregates are presented. The aggregates exhibit a crossover between ballistic and…
A most debated topic of the last years is whether simple statistical physics models can explain collective features of social dynamics. A necessary step in this line of endeavour is to find regularities in data referring to large scale…
A well known theorem of Lagrange states that the simple continued fraction of a real number $\alpha$ is periodic if and only if $\alpha$ is a quadratic irrational. We examine non-periodic and non-simple continued fractions formed by two…
It has been shown recently that a specific class of path-dependent stochastic processes, which reduce their sample space as they unfold, lead to exact scaling laws in frequency and rank distributions. Such Sample Space Reducing processes…
The present paper describes a stochastic model of fracture, whose fragment size distribution can be calculated analytically as a power-law-like distribution. The model is basically cascade fracture, but incorporates the effect that each…
Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…