相关论文: Fluctuation in e-mail sizes weakens power-law corr…
Detrended fluctuation analysis (DFA) has been proposed as a robust technique to determine possible long-range correlations in power-law processes [1]. However, recent studies have reported the susceptibility of DFA to trends [2] which give…
The frequency distributions of sizes and fluxes of supra-arcade downflows (SADs) provide information about the process of their creation. For example, a fractal creation process may be expected to yield a power-law distribution of sizes…
Statistical properties of an order book and the effect they have on price dynamics were studied using the high-frequency NASDAQ Level II data. It was observed that the size distribution of marketable orders (transaction sizes) has power law…
Patterns of deliberate human activity and behavior are of utmost importance in areas as diverse as disease spread, resource allocation, and emergency response. Because of its widespread availability and use, e-mail correspondence provides…
Long-range correlation in financial time series reflects the complex dynamics of the stock markets driven by algorithms and human decisions. Our analysis exploits ultra-high frequency order book data from NASDAQ Nordic over a period of…
We analyse with simple real-space statistics the Virgo consortium's cosmological N-body simulations. Significant clustering rapidly develops well below the initial mean interparticle separation \Lambda_i, where the gravitational force on a…
Fluctuation scaling is observed phenomenon from complex networks through finance to ecology. It means that the variance and the mean of a specific quantity are related as $\ev{\sigma^2|n}\propto \ev{n|A}^{2\alpha}$ with $1/2\geq \alpha \geq…
We study the time correlation function of a density field in two-dimensional driven diffusive systems within the framework of fluctuating hydrodynamics. It is found that the time correlation exhibits power-law behavior in an intermediate…
Recently increased accessibility of large-scale digital records enables one to monitor human activities such as the interevent time distributions between two consecutive visits to a web portal by a single user, two consecutive emails sent…
It has been discovered recently that many social, biological and ecological systems have the so-called small-world and scale-free features, which has provoked new research interest in the studies of various complex networks. Yet, most…
There is an abundance of literature on complex networks describing a variety of relationships among units in social, biological, and technological systems. Such networks, consisting of interconnected nodes, are often self-organized,…
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…
The purpose of this communication is twofold. First, it clarifies the origin of the power law obtained in the computer simulations presented in A.-L. Barabasi, Nature 435 207-211 (2005) as well as presenting a statistically more sound…
We review recent results on the appearance of long-term persistence in climatic records and their relevance for the evaluation of global climate models and rare events.The persistence can be characterized, for example, by the correlation…
Many recent large-scale studies of interaction networks have focused on networks of accumulated contacts. In this paper we explore social networks of ongoing relationships with an emphasis on dynamical aspects. We find a distribution of…
If one analyzes the effects of electromagnetic vacuum fluctuations upon an electron interference pattern in an approximation in which the electrons follow classical trajectories, an ultraviolet divergence results. It is shown that this…
The angular and frequency correlation functions of the transmission coefficient for light propagation through a strongly scattering amplifying medium are considered. It is found that just as in the case of an elastic scattering medium the…
Web requests are growing exponentially since the 90s due to the rapid development of the Internet. This process was further accelerated by the introduction of cloud services. It has been observed statistically that memory or web requests…
About two million U.S. corporations and partnerships are linked to each other and human investors by about 15 million owner-subsidiary links. Comparable social networks such as corporate board memberships and socially-built systems such as…
We discuss the estimation of galaxy correlation properties in several volume limited samples, in different sky regions, obtained from the Fourth Data Release of the Sloan Digital Sky Survey. The small scale properties are characterized…