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We suggest that the broad distribution of time scales in financial markets could be a crucial ingredient to reproduce realistic price dynamics in stylised Agent-Based Models. We propose a fractional reaction-diffusion model for the dynamics…

Mathematical Finance · Quantitative Finance 2018-03-14 Michael Benzaquen , Jean-Philippe Bouchaud

The formation length of particles produced in the relativistic collisions of hadrons and nuclei has relevance to fundamental principles of physics at small interaction distances. The relation is expressed by z scaling observed in the…

High Energy Physics - Phenomenology · Physics 2007-05-23 I. Zborovsky

The broad concept of emergence is instrumental in various of the most challenging open scientific questions -- yet, few quantitative theories of what constitutes emergent phenomena have been proposed. This article introduces a formal theory…

Neurons and Cognition · Quantitative Biology 2021-01-27 Fernando E. Rosas , Pedro A. M. Mediano , Henrik J. Jensen , Anil K. Seth , Adam B. Barrett , Robin L. Carhart-Harris , Daniel Bor

The concept of transcripts was introduced in 2009 as a means to characterize various aspects of the functional relationship between time series of interacting systems. Based on this concept that utilizes algebraic relations between ordinal…

Chaotic Dynamics · Physics 2026-01-05 Manuel Adams , José M. Amigó , Klaus Lehnertz

Power law distributed fluctuations are known to accompany \emph{terminal} failure in disordered brittle solids. The associated intermittent scale-free behavior is of interest from the fundamental point of view as it emerges universally from…

Disordered Systems and Neural Networks · Physics 2021-10-19 Hudson Borja da Rocha , Lev Truskinovsky

Stochastic models for the development of cracks in 1 and 2 dimensional objects are presented. In one dimension, we focus on particular scenarios for interacting and non-interacting fragments during the breakup process. For two dimensional…

Statistical Mechanics · Physics 2009-11-11 F. P. M. dos Santos , R. Donangelo , S. R. Souza

An analytical expression for the current through a single level quantum dot for arbitrary strength of the on-site electron-electron interaction is derived beyond standard mean-field theory. By describing the localised states in terms of…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 J. Fransson

The scope of the paper is the theoretical analysis of the time rate in which a dynamical system reaches a stable stationary state or stable oscillations. The method used for the analysis is based on the so-called iterative time profiles,…

General Mathematics · Mathematics 2026-02-10 Marek Berezowski , Katarzyna Bizon

We analyse tick-by-tick data representing major cryptocurrencies traded on some different cryptocurrency trading platforms. We focus on such quantities like the inter-transaction times, the number of transactions in time unit, the traded…

Statistical Finance · Quantitative Finance 2022-09-05 Jarosław Kwapień , Marcin Wątorek , Marija Bezbradica , Martin Crane , Tai Tan Mai , Stanisław Drożdż

Dynamical systems in nature exhibit selfsimilar fractal fluctuations and the corresponding power spectra follow inverse power law form signifying long-range space-time correlations identified as self-organized criticality. The physics of…

General Physics · Physics 2008-05-23 A. M. Selvam

This paper presents a new perspective of looking at the relation between fractals and chaos by means of cities. Especially, a principle of space filling and spatial replacement is proposed to explain the fractal dimension of urban form. The…

Physics and Society · Physics 2018-12-21 Yanguang Chen

Our first experience of dimension typically comes in the intuitive Euclidean sense: a line is one dimensional, a plane is two-dimensional, and a volume is three-dimensional. However, following the work of Mandelbrot \cite{mandelbrot},…

Physics Education · Physics 2022-09-05 Charles E. Creffield

Interactions between dark matter and dark energy with a given equation of state are known to modify the cosmic dynamics. On the other hand, the strength of these interactions is subject to strong observational constraints. Here we discuss a…

Astrophysics · Physics 2015-05-13 Winfried Zimdahl

A type of fractal dimension definition is based on the generalized entropy function. Both entropy and fractal dimension can be employed to characterize complex spatial systems such as cities and regions. Despite the inherent connect between…

Physics and Society · Physics 2020-11-17 Yanguang Chen , Linshan Huang

The aim of this review is to provide a concise overview of some of the generic approaches that have been developed to deal with the statistical description of large systems of interacting dissipative 'units'. The latter notion includes,…

Statistical Mechanics · Physics 2017-03-08 Eric Bertin

We study the formation of fractal structure in one-dimensional many-body systems with attractive power-law potentials. Numerical analysis shows that the range of the index of the power for which fractal structure emerges is limited.…

Pattern Formation and Solitons · Physics 2007-05-23 Hiroko Koyama , Tetsuro Konishi

The study of human dynamics has attracted much interest from many fields recently. In this paper, the fractal characteristic of human behaviors is investigated from the perspective of time series constructed with the amount of library…

Physics and Society · Physics 2015-05-20 Chao Fan , Jin-Li Guo , Yi-Long Zha

Analytical and numerical studies on many-body stochastic processes with multiplicative interactions are reviewed. The method of moment relations is used to investigate effects of asymmetry and randomness in interactions. Probability…

Statistical Mechanics · Physics 2009-11-11 Akihiro Fujihara , Toshiya Ohtsuki , Hiroshi Yamamoto

A model in which a projectile like fragment can be simply regarded as a remnant after removal of some part of the projectile leads to an excited fragment. This excitation energy can be calculated with a Hamiltonian that gives correct…

Nuclear Theory · Physics 2015-06-15 S. Das Gupta , S. Mallik , G. Chaudhuri

The earthquake-like model with a continuous distribution of static thresholds is used to describe the properties of solid friction. The evolution of the model is reduced to a master equation which can be solved analytically. This approach…

Statistical Mechanics · Physics 2008-08-06 Oleg Braun , Michel Peyrard