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The statistical properties of the increments x(t+T) - x(t) of a financial time series depend on the time resolution T on which the increments are considered. A non-parametric approach is used to study the scale dependence of the empirical…

Statistical Mechanics · Physics 2008-12-02 Rama Cont

We analyze the Lagrangian flow in a family of simple Gaussian scale-invariant velocity ensembles that exhibit both spatial roughness and temporal correlations. We show that the behavior of the Lagrangian dispersion of pairs of fluid…

Chaotic Dynamics · Physics 2007-05-23 Marta Chaves , Krzysztof Gawedzki , Peter Horvai , Antti Kupiainen , Nassimo Vergassola

Self-interacting random walks are endowed with long range memory effects that emerge from the interaction of the random walker at time $t$ with the territory that it has visited at earlier times $t'<t$. This class of non Markovian random…

Statistical Mechanics · Physics 2021-09-28 Alex Barbier--Chebbah , Olivier Benichou , Raphael Voituriez

Most animals possess the ability to actuate a vast diversity of movements, ostensibly constrained only by morphology and physics. In practice, however, a frequent assumption in behavioral science is that most of an animal's activities can…

Quantitative Methods · Quantitative Biology 2014-08-13 Gordon J. Berman , Daniel M. Choi , William Bialek , Joshua W. Shaevitz

We show that in a broad class of processes that show a $1/f^{\alpha}$ spectrum, the power also explicitly depends on the characteristic time scale. Despite an enormous amount of work, this generic behavior remains so far overlooked and…

Statistical Mechanics · Physics 2021-03-23 Avinash Chand Yadav , Naveen Kumar

Collective behaviours often need to be expressed through numerical features, e.g., for classification or imitation learning. This problem is often addressed by proposing an ad-hoc feature set for a particular swarm behaviour context,…

Robotics · Computer Science 2026-02-16 André Fialho Jesus , Jonas Kuckling

This paper studies large deviations of a ``fully coupled" finite state mean-field interacting particle system in a fast varying environment. The empirical measure of the particles evolves in the slow time scale and the random environment…

Probability · Mathematics 2021-06-24 Sarath Yasodharan , Rajesh Sundaresan

This review examines the evidence in the literature for physiological co-modulation during human-animal interaction. The aim of this work is to identify studies that assessed co-modulation via simultaneous measurement of physiological…

Neurons and Cognition · Quantitative Biology 2025-10-14 G. Bargigli , L. Frassineti , A. Lanata' , P. Baragli , C. Scopa , A. Vignoli

Background: Human gait exhibits complex fractal fluctuations among consecutive strides. The time series of gait parameters are long-range correlated (statistical persistence). In contrast, when gait is synchronized with external rhythmic…

Quantitative Methods · Quantitative Biology 2020-08-17 Philippe Terrier

Collective behaviour in biological systems pitches us against theoretical challenges way beyond the borders of ordinary statistical physics. The lack of concepts like scaling and renormalization is particularly grievous, as it forces us to…

Statistical Mechanics · Physics 2017-10-11 A. Cavagna , D. Conti , C. Creato , L. Del Castello , I. Giardina , T. S. Grigera , S. Melillo , L. Parisi , M. Viale

To assess whether a given time series can be modeled by a stochastic process possessing long range correlation one usually applies one of two types of analysis methods: the spectral method and the random walk analysis. The first objective…

Statistical Mechanics · Physics 2009-11-07 Govindan Rangarajan , Mingzhou Ding

In stable environments, cell size fluctuations are thought to be governed by simple physical principles, as suggested by recent findings of scaling properties. Here, by developing a microfluidic device and using E. coli, we investigate the…

Cell Behavior · Quantitative Biology 2021-11-12 Takuro Shimaya , Reiko Okura , Yuichi Wakamoto , Kazumasa A. Takeuchi

Periodicity in population dynamics is a fundamental issue. In addition to current species-specific analyses, allometry facilitates understanding of limit cycles amongst different species. So far, body-size regressions have been derived for…

Quantitative Methods · Quantitative Biology 2010-04-23 Christian Mulder , A. Jan Hendriks

By means of the concept of balanced estimation of diffusion entropy we evaluate reliable scale-invariance embedded in different sleep stages and stride records. Segments corresponding to Wake, light sleep, REM, and deep sleep stages are…

Disordered Systems and Neural Networks · Physics 2012-11-14 Wenqing Zhang , Lu Qiu , Qin Xiao , Huijie Yang , Qingjun Zhang , Jianyong Wang

Behavioral contagion and the presence of behavioral cascades are natural features in groups of animals showing collective motion, such as schooling fish or grazing herbivores. Here we study empirical behavioral cascades observed in fish…

Adaptation and Self-Organizing Systems · Physics 2022-10-14 Julia Mugica , Jordi Torrents , Javier Cristin , Andreu Puy , M. Carmen Miguel , Romualdo Pastor-Satorras

The most startling examples of collective animal behaviour are provided by very large and cohesive groups moving in three dimensions. Paradigmatic examples are bird flocks, fish schools and insect swarms. However, because of the sheer…

Quantitative Methods · Quantitative Biology 2014-10-10 Andrea Cavagna , Irene Giardina , Alberto Orlandi , Giorgio Parisi , Andrea Procaccini , Massimiliano Viale , Vladimir Zdravkovic

Reflecting boundary conditions cause two one-dimensional random walks to synchronize if a common direction is chosen in each step. The mean synchronization time and its standard deviation are calculated analytically. Both quantities are…

Disordered Systems and Neural Networks · Physics 2007-05-23 Andreas Ruttor , Georg Reents , Wolfgang Kinzel

Diffusion and anomalous diffusion are widely observed and used to study movement across organisms, resulting in extensive use of the mean and mean-squared displacement (MSD). However, these measures - corresponding to specific displacement…

Populations and Evolution · Quantitative Biology 2025-08-14 Ohad Vilk , Motti Charter , Sivan Toledo , Eli Barkai , Ran Nathan

Over the last decade several attempts have been made to extend biodiversity studies in ways that would allow researchers to explore how biodiversity-ecosystem functioning relationships may change across different spatial and temporal…

Populations and Evolution · Quantitative Biology 2025-12-30 Pradeep Pillai

Digital networks, mobile devices, and the possibility of mining the ever-increasing amount of digital traces that we leave behind in our daily activities are changing the way we can approach the study of human and social interactions.…