Related papers: Finite-size scaling versus dual random variables a…
The total number of fatalities of an epidemic outbreak is a dramatic but extremely informative quantity. Knowledge of the statistics of this quantity allows the calculation of the mean total number of fatalities conditioned to the fact that…
We propose an approach to compute the conditional moments of fat-tailed phenomena that, only looking at data, could be mistakenly considered as having infinite mean. This type of problems manifests itself when a random variable Y has a…
Extreme events can come either from point processes, when the size or energy of the events is above a certain threshold, or from time series, when the intensity of a signal surpasses a threshold value. We are particularly concerned by the…
Analytical descriptions of patterns concerning spread and fatality during an epidemic, covering natural as well as restriction periods, are important for reducing damage. We employ a scaling model to investigate this aspect in the real data…
Finite-size scaling is a key tool in statistical physics, used to infer critical behavior in finite systems. Here we use the analogous concept of finite-time scaling to describe the bifurcation diagram at finite times in discrete dynamical…
Random shifting typically appears in credibility models whereas random scaling is often encountered in stochastic models for claim sizes reflecting the time-value property of money. In this article we discuss some aspects of random shifting…
Power-law distributions are typical macroscopic features occurring in almost all complex systems observable in nature. As a result, researchers in quantitative analyses must often generate random synthetic variates obeying power-law…
This paper investigates the impact of distributional uncertainty on key risk measures under the partial knowledge of underlying distributions characterized by their first two moments and shape information (specifically symmetry and/or…
A finite size scaling theory, originally developed only for transitions to absorbing states [Phys. Rev. E {\bf 92}, 062126 (2015)], is extended to distinct sorts of discontinuous nonequilibrium phase transitions. Expressions for quantities…
The size that an epidemic can reach, measured in terms of the number of fatalities, is an extremely relevant quantity. It has been recently claimed [Cirillo & Taleb, Nature Physics 2020] that the size distribution of major epidemics in…
Rare trajectories of stochastic systems are important to understand -- because of their potential impact. However, their properties are by definition difficult to sample directly. Population dynamics provides a numerical tool allowing their…
Diffusion on a T fractal lattice under the influence of topological biasing fields is studied by finite size scaling methods. This allows to avoid proliferation and singularities which would arise in a renormalization group approach on…
The error threshold transition in a stochastic (i.e. finite population) version of the quasispecies model of molecular evolution is studied using finite-size scaling. For the single-sharp-peak replication landscape, the deterministic model…
For a system near a second order phase transition, the probability distribution for the order parameter can be given a finite size scaling form. This fact is used to compare the finite temperature phase transition for the Wilson lines in…
We consider the Moran process with two populations competing under an iterated Prisoners' Dilemma in the presence of mutation, and concentrate on the case where there are multiple Evolutionarily Stable Strategies. We perform a complete…
Epidemics unfold by means of a spreading process from each infected individual to a random number of secondary cases. It has been claimed that the so-called superspreading events in COVID-19 are governed by a power-law tailed distribution…
We investigated two-dimensional brittle fragmentation with a flat impact experimentally, focusing on the low impact energy region near the fragmentation-critical point. We found that the universality class of fragmentation transition…
The frequency and magnitude of weather extreme events have increased significantly during the past few years in response to anthropogenic climate change. However, global statistical characteristics and underlying physical mechanisms are…
Finite-size effects in systems with diverging characteristic lengthscale have been addressed via state-of-the-art Monte Carlo and molecular dynamics simulations of various models exhibiting solid-solid, liquid-liquid and vapor-liquid…
The concept of random deaths in a computational model for population dynamics is critically examined. We claim that it is just an artifact, albeit useful, of computational models to limit the size of the populations and has no biological…