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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

In criminal investigations, telecommunication wiretaps have become a common technique used by law enforcement. While phone-based wiretapping is well documented and the procedure for their execution are well known, the same cannot be said…

Cryptography and Security · Computer Science 2018-01-30 Erwin van de Wiel , Mark Scanlon , Nhien-An Le-Khac

The structure of the turbulence-driven power fluctuations in a wind farm is fundamentally described from basic concepts. A derived tuning-free model, supported with experiments, reveals the underlying spectral content of the power…

Data Analysis, Statistics and Probability · Physics 2018-01-22 Huiwen Liu , Yaqing Jin , Nicloas Tobin , Leonardo P. Chamorro

We study structural feature and evolution of the Internet at the autonomous systems level. Extracting relevant parameters for the growth dynamics of the Internet topology, we construct a toy model for the Internet evolution, which includes…

Physics and Society · Physics 2015-06-26 H. K. Lee , K. -I. Goh , B. Kahng , D. Kim

In this paper we present a model for the growth and evolution of Internet providers. The model reproduces the data observed for the Internet connection as probed by tracing routes from different computers. This problem represents a…

Disordered Systems and Neural Networks · Physics 2009-11-07 A. Capocci , G. Caldarelli , R. Marchetti , L. Pietronero

To study subregions of a turbulence velocity field, a long record of velocity data of grid turbulence is divided into smaller segments. For each segment, we calculate statistics such as the mean rate of energy dissipation and the mean…

Fluid Dynamics · Physics 2009-11-13 H. Mouri , A. Hori , M. Takaoka

This paper takes a critical look at the usefulness of power law models of the Internet. The twin focuses of the paper are Internet traffic and topology generation. The aim of the paper is twofold. Firstly it summarises the state of the art…

Networking and Internet Architecture · Computer Science 2013-03-28 Richard G. Clegg , Carla Di Cairano-Gilfedder , Shi Zhou

There are few studies that look closely at how the topology of the Internet evolves over time; most focus on snapshots taken at a particular point in time. In this paper, we investigate the evolution of the topology of the Autonomous…

Networking and Internet Architecture · Computer Science 2012-02-20 Benjamin Edwards , Steven Hofmeyr , George Stelle , Stephanie Forrest

A new statistical based model approach to characterize a user's behavior in an Internet access link is presented. The real patterns of Internet traffic in a heterogeneous Campus Network are studied. We find three clearly different patterns…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Carmen Pellicer-Lostao , Daniel Morato , Ricardo Lopez-Ruiz

Analysis and prediction of network traffic has applications in wide comprehensive set of areas and has newly attracted significant number of studies. Different kinds of experiments are conducted and summarized to identify various problems…

Networking and Internet Architecture · Computer Science 2015-07-28 Manish Joshi , Theyazn Hassn Hadi

The method of flow tracing follows the power flow from net-generating sources through the network to the net-consuming sinks, which allows to assign the usage of the underlying transmission infrastructure to the system participants. This…

Physics and Society · Physics 2017-11-09 Jonas Hörsch , Mirko Schäfer , Sarah Becker , Stefan Schramm , Martin Greiner

We consider diffusion processes on power-law small-world networks in different dimensions. In one dimension, we find a rich phase diagram, with different transient and recurrent phases, including a critical line with continuously varying…

Statistical Mechanics · Physics 2007-05-23 Balázs Kozma , Matthew B. Hastings , G. Korniss

TCP is the dominating transmission protocol in the Internet since decades. It proved its flexibility to adapt to unknown and changing network conditions. A distinguished TCP feature is the comparably fair resource sharing. Unfortunately,…

Networking and Internet Architecture · Computer Science 2016-10-31 Wolfram Lautenschlaeger

Traffic dynamics is universally crucial in analyzing and designing almost any network. This article introduces a novel theoretical approach to analyzing network traffic dynamics. This theory's machinery is based on the notion of traffic…

Multiagent Systems · Computer Science 2024-04-05 Matin Macktoobian , Zhan Shu , Qing Zhao

We study the temporal evolution of the holding-time distribution of bitcoins and find that the average distribution of holding-time is a heavy-tailed power law extending from one day to over at least $200$ weeks with an exponent…

Trading and Market Microstructure · Quantitative Finance 2024-01-10 Didier Sornette , Yu Zhang

We study the microscopic time fluctuations of traffic-load and the global statistical properties of a dense traffic of particles on scale-free cyclic graphs. For a wide range of driving rates $R$ the traffic is stationary and the load…

Statistical Mechanics · Physics 2009-11-10 Bosiljka Tadic , Stefan Thurner , G. J. Rodgers

Statistical fluctuations of the light emitted from amplifying random media are studied theoretically and numerically. The characteristic scales of the diffusive motion of light lead to Gaussian or power-law (Levy) distributed fluctuations…

A microscopic description of packet transport in the Internet by using a simple cellular automaton model is presented. A generalised exclusion process is introduced which allows to study travel times of the particles ('data packets') along…

The Internet, the world's largest and most pervasive network, lacks a transparent, granular view of its traffic patterns, volumes, and growth trends, hindering the networking community's understanding of its dynamics. This paper leverages…

Networking and Internet Architecture · Computer Science 2026-04-13 Ege Cem Kirci , Ayush Mishra , Laurent Vanbever

We propose a fluctuation analysis to quantify spatial correlations in complex networks. The approach considers the sequences of degrees along shortest paths in the networks and quantifies the fluctuations in analogy to time series. In this…

Data Analysis, Statistics and Probability · Physics 2014-09-15 Diego Rybski , Hernán D. Rozenfeld , Jürgen P. Kropp
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