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The mutual fund industry manages about a quarter of the assets in the U.S. stock market and thus plays an important role in the U.S. economy. The question of how much control is concentrated in the hands of the largest players is best…

综合金融 · 定量金融 2010-05-28 Yonathan Schwarzkopf , J. Doyne Farmer

Natural selection acts on traits at different scales, often with opposing consequences. This article identifies the particular forces that act at each scale and how those forces combine to determine the overall evolutionary outcome. A…

种群与进化 · 定量生物学 2025-10-30 Steven A. Frank

The Correlates of War project scrupulously collects information about disputes between the countries over a long historical period together with other data relevant to the character and reasons of international conflicts. Using methods of…

应用统计 · 统计学 2015-09-09 Igor Mackarov

Population dynamics of a competitive two-species system under the influence of random events are analyzed and expressions for the steady-state population mean, fluctuations, and cross-correlation of the two species are presented. It is…

种群与进化 · 定量生物学 2020-02-19 M. M. Tehrani , S. Soltanieh

This paper examines a government's strategic resource allocation choices when facing an opposing group whose military power is uncertain. We investigate how this uncertainty affects the government's decision to divide resources in a way…

理论经济学 · 经济学 2024-10-21 Sarah Taylor

Natural language data follows a power-law distribution, with most knowledge and skills appearing at very low frequency. While a common intuition suggests that reweighting or curating data towards a uniform distribution may help models…

人工智能 · 计算机科学 2026-04-28 Zixuan Wang , Xingyu Dang , Jason D. Lee , Kaifeng Lyu

Consensus about the universality of the power law feature in complex networks is experiencing profound challenges. To shine fresh light on this controversy, we propose a generic theoretical framework in order to examine the power law…

物理与社会 · 物理学 2021-05-24 Xiaojun Zhang , Zheng He , Liwei Zhang , Lez Rayman-Bacchus , Yue Xiao , Shuhui Shen

Wildfire is an important system process of the earth that occurs across a wide range of spatial and temporal scales. A variety of methods have been used to predict wildfire phenomena during the past century to better our understanding of…

应用统计 · 统计学 2013-12-24 S. W. Taylor , Douglas G. Woolford , C. B. Dean , David L. Martell

The stochastic system approach to causality is applied to situations where the risk of death is not negligible. This approach grounds causality on physical laws, distinguishes system and observation and represents the system by multivariate…

统计方法学 · 统计学 2016-10-07 Daniel Commenges

Many complex systems exhibit extreme events far more often than expected for a normal distribution. This work examines how self-similar bursts of activity across several orders of magnitude can emerge from first principles in systems that…

物理与社会 · 物理学 2015-11-13 Felix Patzelt

We reconsider a classical, well-studied problem from applied probability. This is the max-sum equivalence of randomly weighted sums, and the originality is because we manage to include interdependence among the primary random variables, as…

Large deviations for fat tailed distributions, i.e. those that decay slower than exponential, are not only relatively likely, but they also occur in a rather peculiar way where a finite fraction of the whole sample deviation is concentrated…

统计力学 · 物理学 2015-06-03 Mario Filiasi , Giacomo Livan , Matteo Marsili , Maria Peressi , Erik Vesselli , Elia Zarinelli

Carreras, Dobson and colleagues have studied empirical data on the sizes of the blackouts in real grids and modeled them by computer simulations using the direct current approximation. They have found that the resulting blackout sizes are…

物理与社会 · 物理学 2021-03-24 Yosef Kornbluth , Gabriel Cwilich , Sergey V. Buldyrev , Saleh Soltan , Gil Zussman

In natural phenomena, data distributions often deviate from normality. One can think of cataclysms as a self-explanatory example: events that occur almost never, and at the same time are many standard deviations away from the common…

机器学习 · 计算机科学 2022-12-16 Nuno Costa , Nuno Moniz

We propose an approach to compute the conditional moments of fat-tailed phenomena that, only looking at data, could be mistakenly considered as having infinite mean. This type of problems manifests itself when a random variable Y has a…

应用统计 · 统计学 2018-08-02 Nassim Nicholas Taleb , Pasquale Cirillo

We consider the effect of non-constant parameters on the human-forest interaction logistic model coupled with human technological growth introduced in "Deforestation and world population sustainability: a quantitative analysis"[1]. In…

种群与进化 · 定量生物学 2021-12-21 Gerardo Aquino , Mauro Bologna

We analyze a 19-year time series of North American electric power transmission system blackouts. Contrary to previously reported results we find a fatter than exponential decay in the distribution of inter-occurrence times and evidence of…

物理与社会 · 物理学 2007-05-23 Rafal Weron , Ingve Simonsen

In this paper we discuss the problem of the estimation of extreme event occurrence probability for data drawn from some multifractal process. We also study the heavy (power-law) tail behavior of probability density function associated with…

统计力学 · 物理学 2009-11-11 Jean-Francois Muzy , Emmanuel Bacry , Alexey Kozhemyak

Civil unrest is a powerful form of collective human dynamics, which has led to major transitions of societies in modern history. The study of collective human dynamics, including collective aggression, has been the focus of much discussion…

物理与社会 · 物理学 2012-11-06 Dan Braha

Human settlements on Earth are scattered in a multitude of shapes, sizes and spatial arrangements. These patterns are often not random but a result of complex geographical, cultural, economic and historical processes that have profound…

物理与社会 · 物理学 2021-06-03 Emanuele Strano , Filippo Simini , Marco De Nadai , Thomas Esch , Mattia Marconcini
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