相关论文: Analysis of self-organized criticality in Ehrenfes…
Self-organized criticality has been claimed to play an important role in many natural and social systems. In the present work we empirically investigate the relevance of this theory to stock-market dynamics. Avalanches in stock-market…
The analysis of fluctuation-dissipation relations developed in Giona et al. (2024) for particle hydromechanics is extended to stochastic forcings alternative to Wiener processes, with the aim of addressing the occurrence of Gaussian…
The origin of power-law distributions in self-organized criticality is investigated by treating the variation of the number of active sites in the system as a stochastic process. An avalanche is then regarded as a first-return random walk…
This paper studies a stylized model of local interaction where agents choose from an ever increasing set of vertically ranked actions, e.g. technologies. The driving forces of the model are infrequent upward shifts (``updates''), followed…
We consider the response of a dynamical system driven by external adiabatic fluctuations. Based on the `adiabatic following approximation' we have made a systematic separation of time-scales to carry out an expansion in $\alpha |\mu|^{-1}$,…
The spacing intervals of adjacent Riemann zeta zeros(non-trivial) exhibit fractal(irregular) fluctuations generic to dynamical systems in nature such as fluid flows, heart beat patterns, stock market price index, etc., and are associated…
We study generalizations of It\^{o}-Langevin dynamics consistent within nonextensive thermostatistics. The corresponding stochastic differential equations are shown to be connected with a wide class of nonlinear Fokker-Planck equations…
The model of self-organizing Eulerian walkers is numerically investigated on the square lattice. The critical exponents for the distribution of a number of steps ($\tau_l$) and visited sites ($\tau_s$) characterizing the process of…
A growing number of biological, soft, and active matter systems are observed to exhibit normal diffusive dynamics with a linear growth of the mean squared displacement, yet with a non-Gaussian distribution of increments. Based on the…
We study a model of ``organized'' criticality, where a single avalanche propagates through an \textit{a priori} static (i.e., organized) sandpile configuration. The latter is chosen according to an i.i.d. distribution from a Borel…
The train model which is a variant of the Burridge-Knopoff earthquake model is investigated for a velocity-strengthening friction law. It shows self-organized criticality with complex scaling exponents. That is, the probability density…
The propagator for the activity in a broad class of self-organized critical models obeys an imaginary-time Schr\"odinger equation with a nonlocal, history-dependent potential representing memory. Consequently, the probability for an…
Higher criticism is a large-scale testing procedure that can attain the optimal detection boundary for sparse and faint signals. However, there has been a lack of knowledge in most existing works about its asymptotic distribution for more…
Symmetries play a conspicuous role in the large-scale behavior of critical systems. While in equilibrium they allow to classify asymptotics into different universality classes, out of equilibrium they can emerge, some times unexpectedly, as…
We study the universal nature of global fluctuations in the critical regime of the spherical model by evaluating the exact distribution of the magnetization and its absolute value in the thermodynamical limit, in the presence of a conjugate…
We study the dynamics of fluctuations at the critical point for two time-asymmetric version of the Curie-Weiss model for spin systems that, in the macroscopic limit, undergo a Hopf bifurcation. The fluctuations around the macroscopic limit…
Ecosystems tend to fluctuate around stable equilibria in response to internal dynamics and environmental factors. Occasionally, they enter an unstable tipping region and collapse into an alternative stable state. Our understanding of how…
Recently Mayer et al. [Phys. Rev. E {\bf 68}, 016116 (2003)] proposed a new way to compute numerically the fluctuation-dissipation ratios in nonequilibrium critical systems. Using well-known facts of nonequilibrium critical dynamics I show…
We present a two-dimensional system which exhibits features of self-organized criticality. The avalanches which occur on the surface of a pile of rice are found to exhibit finite size scaling in their probability distribution. The critical…
Value-at-risk is one of the important subjects that extensively used by researchers and practitioners for measuring and managing uncertainty in financial markets. Although value-at-risk is a common risk control instrument, but there are…