English
Related papers

Related papers: Fluctuation scaling versus gap scaling

200 papers

Understanding the structure of financial markets deals with suitably determining the functional relation between financial variables. In this respect, important variables are the trading activity, defined here as the number of trades $N$,…

Trading and Market Microstructure · Quantitative Finance 2018-10-16 Mathias Pohl , Alexander Ristig , Walter Schachermayer , Ludovic Tangpi

Recent studies on the phenomenology of ageing in certain many-particle systems which are at a critical point of their non-equilibrium steady-states, are reviewed. Examples include the contact process, the parity-conserving…

Statistical Mechanics · Physics 2007-05-23 Malte Henkel

Wave localization is a ubiquitous phenomenon. It refers to situations that transmitted waves in scattering media are trapped in space and remain confined in the vicinity of the initial site until dissipated. Based on a scaling analysis, the…

Soft Condensed Matter · Physics 2007-05-23 Zhen Ye

There are conflicting reports in the literature regarding the finite-size scaling of the Liouvillian gap and dynamical fluctuations at discontinuous phase transitions, with various studies reporting either exponential or power-law behavior.…

Statistical Mechanics · Physics 2024-10-23 Krzysztof Ptaszynski , Massimiliano Esposito

The variability of temporal (or spatial) fluctuations of any variable is represented in conventional statistical theory by the relative dispersion equal to the standard deviation divided by the mean . The Relative Dispersion decreases with…

chao-dyn · Physics 2007-05-23 A. M. Selvam , Suvarna Fadnavis , S. U. Athale

Scale-free power law structure describes complex networks derived from a wide range of real world processes. The extensive literature focuses almost exclusively on networks with power law exponent strictly larger than 2, which can be…

Social and Information Networks · Computer Science 2015-09-29 Harry Crane , Walter Dempsey

We study the dynamics of the Internet topology based on the empirical data on the level of the autonomous systems. It is found that the fluctuations occurring in the stochastic process of connecting and disconnecting edges are important…

Statistical Mechanics · Physics 2009-11-07 K. -I. Goh , B. Kahng , D. Kim

On microscopic and mesoscopic scales, plastic flow of crystals is characterized by large intrinsic fluctuations. Deformation by crystallographic slip occurs in a sequence of intermittent bursts ('slip avalanches') with power-law size…

Materials Science · Physics 2009-11-11 Michael Zaiser , Paolo Moretti

We analyze particle velocity fluctuations in a simulated granular system subjected to homogeneous quasistatic shearing. We show that these fluctuations share the following scaling characteristics of fluid turbulence in spite of their…

Soft Condensed Matter · Physics 2009-11-07 F. Radjai , S. Roux

Characterising the stratosphere as a turbulent system, temporal fluctuations often show different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. In this study,…

Atmospheric and Oceanic Physics · Physics 2016-09-28 Gualtiero Badin , Daniela I. V. Domeisen

Stochastic fluctuations are central to the understanding of extinction dynamics. In the context of population models they allow for the description of the transition from the vicinity of a non-trivial fixed point of the deterministic…

Statistical Mechanics · Physics 2015-08-04 Claudia Cianci , Duccio Fanelli , Alan J. McKane

We study the finite-size scaling behaviour at the critical point, resulting from the addition of a homogeneous size-dependent perturbation, decaying as an inverse power of the system size. The scaling theory is first formulated in a general…

Statistical Mechanics · Physics 2023-03-06 L. Turban

A global quantity, regardless of its precise nature, will often fluctuate according to a Gaussian limit distribution. However, in highly correlated systems, other limit distributions are possible. We have previously calculated one such…

Statistical Mechanics · Physics 2009-11-07 Steven. T. Bramwell , Tom Fennell , Peter C. W. Holdsworth , Baptiste Portelli

At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…

Adaptation and Self-Organizing Systems · Physics 2022-04-12 Jeremy Worsfold , Tim Rogers , Paul Milewski

The geometry of fracture patterns in a dilute elastic network is explored using molecular dynamics simulation. The network in two dimensions is subjected to a uniform strain which drives the fracture to develop by the growth and coalescence…

Condensed Matter · Physics 2015-06-25 P. Ray , G. Date

The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…

Statistical Mechanics · Physics 2015-05-28 Claudia Cianci , Francesca Di Patti , Duccio Fanelli

We propose a new method to analyze fluctuations in the strength function phenomena in highly excited nuclei. Extending the method of multifractal analysis to the cases where the strength fluctuations do not obey power scaling laws, we…

Nuclear Theory · Physics 2009-10-31 Hirokazu Aiba , Masayuki Matsuo

The financial market is nonpredictable, as according to the Bachelier, the mathematical expectation of the speculator is zero. Nevertheless, we observe in the price fluctuations the two distinct scales, short and long time. Behaviour of a…

Physics and Society · Physics 2008-12-02 R. Wojnar

We study the role of fluctuations in percolation of sparse complex networks. To this end we consider two random correlated realizations of the initial damage of the nodes and we evaluate the fraction of nodes that are expected to remain in…

Physics and Society · Physics 2017-07-12 Ginestra Bianconi

We investigate a phase separation instability that occurs in a system of nearly elastically colliding hard spheres driven by a thermal wall. If the aspect ratio of the confining box exceeds a threshold value, granular hydrostatics predict…

Soft Condensed Matter · Physics 2013-05-29 Baruch Meerson , Thorsten Poeschel , Pavel V. Sasorov , Thomas Schwager