Related papers: Aging Induced Multifractality
We report new results about the anomalous diffusion of a particle in an aging medium. For each given age, the quasi-stationary particle velocity is governed by a generalized Langevin equation with a frequency-dependent friction coefficient…
Aging is a universal consequence of life, yet researchers have identified no universal theme. This manuscript considers aging from the perspective of entropy, wherein things fall apart. We first examine biological information change as a…
We present a exactly soluble model for financial time series that mimics the long range volatility correlations known to be present in financial data. Although our model is `monofractal' by construction, it shows apparent multiscaling as a…
The emergence of dynamical structures in multi-agent systems is analysed. Three different mechanisms are identified, namely: (1) sensitive-dependence and convex coupling, (2) sensitive-dependence and extremal dynamics and (3) interaction…
Background: The relative contribution of different aging-associated processes to the age phenotype may differ among individuals, creating variability in aging manifestations among age-peers. Capturing this variability can significantly…
We introduce a formalism of fractional diffusion on networks based on a fractional Laplacian matrix that can be constructed directly from the eigenvalues and eigenvectors of the Laplacian matrix. This fractional approach allows random walks…
We study the relation between flow structure and fluid deformation in steady two-dimensional random flows. Beyond the linear (shear flow) and exponential (chaotic flow) elongation paradigms, we find a broad spectrum of stretching behaviors,…
Intermittent large amplitude events are seen in the temporal evolution of a state variable of many dynamical systems. Such intermittent large events suddenly start appearing in dynamical systems at a critical value of a system parameter and…
Based on the concept of a L\'evy copula to describe the dependence structure of a multivariate L\'evy process we present a new estimation procedure. We consider a parametric model for the marginal L\'evy processes as well as for the L\'evy…
In this paper we present a rather general phenomenological theory of tick-by-tick dynamics in financial markets. Many well-known aspects, such as the L\'evy scaling form, follow as particular cases of the theory. The theory fully takes into…
Randomly-assembled dynamical systems are theoretically predicted to be unstable upon crossing a critical threshold of complexity, as first shown by May. Yet, empirical complex systems exhibit remarkable stability, indicating the presence of…
The purpose of this paper is to implement a random death process into a persistent random walk model which produces subballistic superdiffusion (L\'{e}vy walk). We develop a Markovian model of cell motility with the extra residence variable…
We study multifractal properties in time evolution of a single particle subject to repeated measurements. For quantum systems, we consider circuit models consisting of local unitary gates and local projective measurements. For classical…
My analysis uses methods developed for data mining microarray experiments, adapted for ageing research. Methods bridge knowledge of statistical mechanics with data mining methods developed in statistical mathematics. Analyses can reveal how…
Indecomposable but reducible representations of several Lie algebras of local scale-transformations, including the Schr\"odinger and conformal Galilean algebras, and some of their applications in physical ageing are reviewed. The physical…
The behaviour of elastic structures undergoing large deformations is the result of the competition between confining conditions, self-avoidance and elasticity. This combination of multiple phenomena creates a geometrical frustration that…
Multistable L\'evy motions are extensions of L\'evy motions where the stability index is allowed to vary in time. Several constructions of these processes have been introduced recently, based on Poisson and Ferguson-Klass-LePage series…
We review and propose to use of associated dynamical system to explore the phase transition phenomena in $p$-adic statistical mechanics setting, by means of the renormalization techniques. Main focus of the paper is the $p$-adic…
We propose a novel one-dimensional simple model without disorder exhibiting slow dynamics and aging at the zero temperature limit. This slow dynamics is due to entropic barriers. We exactly solve the statics of the model. We derive an…
In the past few years systems with slow dynamics have attracted considerable theoretical and experimental interest. Ageing phenomena are observed during this ever-lasting non-equilibrium evolution. A simple instance of such a behaviour is…