相关论文: Fat tailed distributions for deaths in conflicts a…

It is demonstrated that World War II casualty data display statistical structure that would be expected from multifractal data. Given that the data displayed these properties, it is shown how the existence of power-law tails in the…

Populations are often subject to catastrophes that cause mass removal of individuals. Many stochastic growth models have been considered to explain such dynamics. Among the results reported, it has been considered whether dispersion…

We propose a random walk model of asset returns where the parameters depend on market stress. Stress is measured by, e.g., the value of an implied volatility index. We show that model parameters including standard deviations and…

The dynamics of many social, technological and economic phenomena are driven by individual human actions, turning the quantitative understanding of human behavior into a central question of modern science. Current models of human dynamics,…

Mortality is an instrument of natural selection. Evolutionary motivated theories imply its irreversibility and life history dependence. This is inconsistent with mortality data for protected populations. Accurate analysis yields mortality…

Many man-made and natural phenomena, including the intensity of earthquakes, population of cities and size of international wars, are believed to follow power-law distributions. The accurate identification of power-law patterns has…

Forest-fire and avalanche models support the notion that frequent catastrophes prevent the growth of very large populations and as such prevent rare large-scale catastrophes. We show that this notion is not universal. A new model class…

We propose that catastrophic events are "outliers" with statistically different properties than the rest of the population and result from mechanisms involving amplifying critical cascades. Applications and the potential for prediction are…

We consider a class of multiplicative processes which, added with stochastic reset events, give origin to stationary distributions with power-law tails -- ubiquitous in the statistics of social, economic, and ecological systems. Our main…

We analyze the database prepared by Brecke (Brecke 2011) for violent conflict, covering some 600 years of human history. After normalizing the data for the global human population, we find that the number of casualties tends to follow a…

(The third edition corrects minor typos and adds 3 chapters synthesized from published papers plus an appendix on maximum entropy distributions.) The monograph investigates the misapplication of conventional statistical techniques to fat…

We discuss several models in order to shed light on the origin of power-law distributions and power-law correlations in financial time series. From an empirical point of view, the exponents describing the tails of the price increments…

We demonstrate that distributions of human response times have power-law tails and, among closed-form distributions, are best fit by the generalized inverse gamma distribution. We speculate that the task difficulty tracks the half-width of…

In this paper we derive a statistical law of Life. It governs the probability of death, or complementary of survival, of the living organisms. We have deduced such a law coupling the widely used Weibull statistics, developed for describing…

The recent availability of electronic datasets containing large volumes of communication data has made it possible to study human behavior on a larger scale than ever before. From this, it has been discovered that across a diverse range of…

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…

The frequency and magnitude of weather extreme events have increased significantly during the past few years in response to anthropogenic climate change. However, global statistical characteristics and underlying physical mechanisms are…

A classic problem in physics is the origin of fat tailed distributions generated by complex systems. We study the distributions of stock returns measured over different time lags $\tau.$ We find that destroying all correlations without…

In this paper I propose a 'mechanism' for the explanation of power-law characteristics of casualty dynamics in inter-state wars, intra-state wars and terrorist attacks: the scale-free physical organization of social systems. Other…

The Battle of the Sexes describes asymmetric conflicts in mating behavior of males and females. Males can be philanderer or faithful, while females are either fast or coy, leading to a cyclic dynamics. The adjusted replicator equation…