Related papers: Multiplicative processes and power laws
The statistics of natural catastrophes contains very counter-intuitive results. Using earthquakes as a working example, we show that the energy radiated by such events follows a power-law or Pareto distribution. This means, in theory, that…
Time evolution of number of species (genera, families, and others), population of them, and size distribution of present ones and life times are studied in terms of a new model, where population of each genetic taxon increases by a (random)…
Multiplicative noise is found to divide the growth law of tumors into two parts in a logistic model, which is driven by additive and multiplicative noises simultaneously. The Fokker-Planck equation was also derived to explain the fact that…
We characterize the complex, heavy-tailed probability distribution functions (pdf) describing the response and its local extrema for structural systems subjected to random forcing that includes extreme events. Our approach is based on the…
We introduce preferential behavior into the study on statistical mechanics of money circulation. The computer simulation results show that the preferential behavior can lead to power laws on distributions over both holding time and amount…
We introduce the stochastic multiplicative point process modelling trading activity of financial markets. Such a model system exhibits power-law spectral density S(f) ~ 1/f**beta, scaled as power of frequency for various values of beta…
Power law distributions of macroscopic observables are ubiquitous in both the natural and social sciences. They are indicative of correlated, cooperative phenomena between groups of interacting agents at the microscopic level. In this paper…
In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…
When three types of noise are introduced to the area-preserving Harper map, the Poincar\'e recurrence statistic (PRS) exhibits an extended tail, corresponding to an increased probability of longer recurrence times. For a deterministic case…
In this paper we discuss the problem of the estimation of extreme event occurrence probability for data drawn from some multifractal process. We also study the heavy (power-law) tail behavior of probability density function associated with…
The state of a stochastic process evolving over a time $t$ is typically assumed to lie on a normal distribution whose width scales like $t^{1/2}$. However, processes where the probability distribution is not normal and the scaling exponent…
The systematic biases seen in people's probability judgments are typically taken as evidence that people do not reason about probability using the rules of probability theory, but instead use heuristics which sometimes yield reasonable…
The Langevin formulation of a number of well-known stochastic processes involves multiplicative noise. In this work we present a systematic mapping of a process with multiplicative noise to a related process with additive noise, which may…
Recent theories suggest that Neural Scaling Laws arise whenever the task is linearly decomposed into power-law distributed units. Alternatively, scaling laws also emerge when data exhibit a hierarchically compositional structure, as is…
An extension and generalization of a recently presented approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For a stochastic process in N dimensions which is superimposed…
Power-law tails are often seen in probability density functions (PDFs) of molecular cloud column densities, and have been attributed to the effect of gravity. We show that extinction PDFs of a sample of five molecular clouds obtained at a…
Effect of noise in inducing order on various chaotically evolving systems is reviewed, with special emphasis on systems consisting of coupled chaotic elements. In many situations it is observed that the uncoupled elements when driven by…
Power law is one of the the simplest forms of the relationship between different variables of a system. It leads naturally to the introduction of compound parameters describing physical properties of the system. Often one of the variables…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
In this paper we develop a model of stochastic gene expression, which is an extension of the model investigated in the paper [T. Lipniacki, P. Paszek, A. Marciniak-Czochra, A.R. Brasier, M. Kimmel, Transcriptional stochasticity in gene…