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We examine random variables in the power law/regularly varying class with stochastic tail exponent, the exponent $\alpha$ having its own distribution. We show the effect of stochasticity of $\alpha$ on the expectation and higher moments of…

Statistical Finance · Quantitative Finance 2017-04-06 Nassim Nicholas Taleb

Power laws arise in a variety of phenomena ranging from matter undergoing phase transition to the distribution of word frequencies in the English language. Usually, their presence is only apparent when data is abundant, and accurately…

Neurons and Cognition · Quantitative Biology 2022-04-20 Iván A. Davidovich , Yasser Roudi

We present a statistical analysis of near-relativistic (NR) solar energetic electron event spectra near 1au. We use measurements of the STEREO Solar Electron and Proton Telescope (SEPT) in the energyrange of 45-425 keV and utilize the SEPT…

In a recent letter, Barabasi claims that the dynamics of a number of human activities are scale-free [1]. He specifically reports that the probability distribution of time intervals tau between consecutive e-mails sent by a single user and…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Daniel B. Stouffer , R. Dean Malmgren , Luis A. N. Amaral

The intermittent burst dynamics during the slow drainage of a porous medium is studied experimentally. We have shown that this system satisfies a set of conditions known to be true for critical systems, such as intermittent activity with…

Fluid Dynamics · Physics 2017-06-14 Marcel Moura , Knut Jørgen Måløy , Renaud Toussaint

Waves propagating through a weakly scattering random medium show a pronounced branching of the flow accompanied by the formation of freak waves, i.e., extremely intense waves. Theory predicts that this strong fluctuation regime is…

Disordered Systems and Neural Networks · Physics 2013-11-05 S. Barkhofen , J. Metzger , R. Fleischmann , U. Kuhl , H. -J. Stoeckmann

An analytical study of the charged particle dynamics in the presence of an elliptically polarized electromagnetic wave and a uniform axial magnetic field, is presented. It is found that for $g\omega_{0}/ \omega' = \pm 1$, maximum energy…

Plasma Physics · Physics 2023-12-12 Shivam Kumar Mishra , Sarveshwar Sharma , Sudip Sengupta

This work is motivated by the relaxation data for materials which exhibit a change of the relationship between the fractional power-law exponents when different relaxation peaks in their dielectric susceptibility are observed. Within the…

Statistical Mechanics · Physics 2011-11-15 Aleksander Stanislavsky , Karina Weron

We study the properties of energy flux in wave turbulence via the Majda-McLaughlin-Tabak (MMT) equation with a quadratic dispersion relation. One of our purposes is to resolve the inter-scale energy flux $P$ in the stationary state to…

Fluid Dynamics · Physics 2022-03-02 Alexander Hrabski , Yulin Pan

Long-term temporal correlations in time series in a form of an event sequence have been characterized using an autocorrelation function (ACF) that often shows a power-law decaying behavior. Such scaling behavior has been mainly accounted…

Data Analysis, Statistics and Probability · Physics 2024-08-14 Hang-Hyun Jo , Tibebe Birhanu , Naoki Masuda

We investigate the long time behavior of a wavepacket initially localized at a single site $n_0$ in translationally invariant harmonic and anharmonic chains with random interactions. In the harmonic case, the energy profile $ \bar{<…

Disordered Systems and Neural Networks · Physics 2010-11-10 S. Lepri , R. Schilling , S. Aubry

Temporal inhomogeneities observed in various natural and social phenomena have often been characterized in terms of scaling behaviors in the autocorrelation function with a decaying exponent $\gamma$, the interevent time distribution with a…

Physics and Society · Physics 2018-08-20 Byoung-Hwa Lee , Woo-Sung Jung , Hang-Hyun Jo

We introduce cluster dynamical models of conflicts in which only the largest cluster can be involved in an action. This mimics the situations in which an attack is planned by a central body, and the largest attack force is used. We study…

Physics and Society · Physics 2010-01-19 Bosiljka Tadic , G. J. Rodgers

We present a phenomenological theory for phase turbulence (PT) in Rayleigh-B\'{e}nard convection, based on the generalized Swift-Hohenberg model. We apply a Hartree-Fock approximation to PT and conjecture a scaling form for the structure…

Statistical Mechanics · Physics 2007-05-23 Xiao-jun Li , Hao-wen Xi , J. D. Gunton

Power laws, that is, power spectral densities (PSDs) exhibiting 1/f^alpha behavior for large frequencies f, have commonly been observed in neural recordings. Power laws in noise spectra have not only been observed in microscopic recordings…

Biological Physics · Physics 2015-06-15 Klas H. Pettersen , Henrik Lindén , Tom Tetzlaff , Gaute T. Einevoll

We find and study a variety of the spectral-temporal behavior during the decay phase of long and bright GRB pulses. Even though only a small fraction of observed bursts exhibit such pulses, these are of interest to study as they reflect…

Astrophysics · Physics 2009-11-07 Felix Ryde , Roland Svensson

The self-similarity in space and time (hereafter self-similarity), either deterministic or statistical, is characterized by similarity exponents and a function of scaled variable, called the scaling function. In the present paper, we…

Analysis of PDEs · Mathematics 2020-01-15 Ken Sekimoto , Takahiko Fujita

We compute the dynamical structure factor S(q,tau) of an elastic medium where force dipoles appear at random in space and in time, due to `micro-collapses' of the structure. Various regimes are found, depending on the wave vector q and the…

Condensed Matter · Physics 2009-11-07 J-P Bouchaud , E. Pitard

We have investigated scaling properties of the Aubry-Andr\'e model and related one-dimensional quasiperiodic Hamiltonians near their localisation transitions. We find numerically that the scaling of characteristic energies near the ground…

Disordered Systems and Neural Networks · Physics 2018-10-09 Attila Szabó , Ulrich Schneider

This paper continue earlier investigations on the decay of Burgers turbulence in one dimension from Gaussian random initial conditions of the power-law spectral type $E_0(k)\sim|k|^n$. Depending on the power $n$, different characteristic…

Chaotic Dynamics · Physics 2009-11-10 Alain Noullez , Sergey N. Gurbatov , Erik Aurell , Sergey I. Simdyankin