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相关论文: Emergence of double scaling law in complex system

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The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…

统计力学 · 物理学 2015-08-10 Jiulin Du

Detection of power-law behavior and studies of scaling exponents uncover the characteristics of complexity in many real world phenomena. The complexity of financial markets has always presented challenging issues and provided interesting…

统计金融 · 定量金融 2018-08-01 Stjepan Begušić , Zvonko Kostanjčar , H. Eugene Stanley , Boris Podobnik

On a variety of tasks, the performance of neural networks predictably improves with training time, dataset size and model size across many orders of magnitude. This phenomenon is known as a neural scaling law. Of fundamental importance is…

机器学习 · 统计学 2024-06-25 Blake Bordelon , Alexander Atanasov , Cengiz Pehlevan

Uncovering the mechanism leading to the scaling law in human trajectories is of fundamental importance in understanding many spatiotemporal phenomena. We propose a hierarchical geographical model to mimic the real traffic system, upon which…

数据分析、统计与概率 · 物理学 2015-05-13 Xiaopu Han , Qiang Hao , Binghong Wang , Tao Zhou

Power-law distributions are widely recognized in complex systems physics as indicative of underlying complexity in interaction networks and critical macroscopic behavior. Previous studies, notably those of Newman and others, have emphasized…

物理与社会 · 物理学 2026-05-19 Tommaso Rondini , Gregorio Berselli , Mirko Degli Esposti , Armando Bazzani

The rich-get-richer mechanism (agents increase their ``wealth'' randomly at a rate proportional to their holdings) is often invoked to explain the Pareto power-law distribution observed in many physical situations, such as the degree…

综合金融 · 定量金融 2008-12-02 James P. Bagrow , Jie Sun , Daniel ben-Avraham

Power-law distributions are common, particularly in social physics. Here, we explore whether power-laws might arise as a consequence of a general variational principle for stochastic processes. We describe communities of 'social particles',…

物理与社会 · 物理学 2011-12-30 G. J. Peterson , K. A. Dill

We propose a stochastic model of evolution of wealth in a society of economic agents. In the model, an agent can be in two states: inactive and active. Transitions between the states occur at random time intervals. In the active state, the…

物理与社会 · 物理学 2007-05-23 Indrani Bose , Subhasis Banerjee

Heavy-tailed distributions are found throughout many naturally occurring phenomena. We have reviewed the models of stochastic dynamics that lead to heavy-tailed distributions (and power law distributions, in particular) including the…

数学物理 · 物理学 2011-05-09 Ph. Blanchard , T. Krueger , D. Volchenkov

Phenomena as diverse as breeding bird populations, the size of U.S. firms, money invested in mutual funds, the GDP of individual countries and the scientific output of universities all show unusual but remarkably similar growth…

物理与社会 · 物理学 2010-05-03 Yonathan Schwarzkopf , Robert L. Axtell , J. Doyne Farmer

We show that the simplest stochastic epidemiological models with spatial correlations exhibit two types of oscillatory behaviour in the endemic phase. In a large parameter range, the oscillations are due to resonant amplification of…

种群与进化 · 定量生物学 2009-06-02 Ganna Rozhnova , Ana Nunes

Linear systems with many degrees of freedom containing multiplicative and additive noise are considered. The steady state probability distribution for equations of this kind is examined. With multiplicative white noise it is shown that…

chao-dyn · 物理学 2009-10-22 J. M. Deutsch

Diffusion processes are central to human interactions. One common prediction of the current modeling frameworks is that initial spreading dynamics follow exponential growth. Here, we find that, ranging from mobile handsets to automobiles,…

物理与社会 · 物理学 2019-05-22 Ching Jin , Chaoming Song , Johannes Bjelland , Geoffrey Canright , Dashun Wang

Financial markets display scale-free behavior in many different aspects. The power-law behavior of part of the distribution of individual wealth has been recognized by Pareto as early as the nineteenth century. Heavy-tailed and scale-free…

交易与市场微观结构 · 定量金融 2009-06-03 M. Ebert , W. Paul

The effect of stochasticity, in the form of Gaussian white noise, in a predator-prey model with two distinct time-scales is presented. A supercritical singular Hopf bifurcation yields a Type II excitability in the deterministic model. We…

动力系统 · 数学 2017-07-20 Susmita Sadhu

We introduce the stochastic multiplicative point process modelling trading activity of financial markets. Such a model system exhibits power-law spectral density S(f) ~ 1/f**beta, scaled as power of frequency for various values of beta…

统计力学 · 物理学 2008-12-02 Vygintas Gontis , Bronislovas Kaulakys

We study the emergence of a power law distribution in the systems which can be characterized by a hierarchically organized supplying network. It is shown that conservation laws on the branches of the network can, at some approximation,…

适应与自组织系统 · 物理学 2007-05-23 V. Gafiychuk , I. Lubashevsky , A. Stosyk

The scaling behavior of fluctuation for a download network which we have investigated a few years ago based upon Zhang's Encophysics web page has been presented. A power law scaling, namely $\sigma \sim < f> ^ \alpha $ exists between the…

物理与社会 · 物理学 2008-11-26 D. D. Han , J. G. Liu , Y. G. Ma

Scale independence is a ubiquitous feature of complex systems which implies a highly skewed distribution of resources with no characteristic scale. Research has long focused on why systems as varied as protein networks, evolution and stock…

物理与社会 · 物理学 2016-02-08 Laurent Hébert-Dufresne , Antoine Allard , Jean-Gabriel Young , Louis J. Dubé

Systems as diverse as genetic networks or the world wide web are best described as networks with complex topology. A common property of many large networks is that the vertex connectivities follow a scale-free power-law distribution. This…

无序系统与神经网络 · 物理学 2015-06-25 Albert-Laszlo Barabasi , Reka Albert