相关论文: Endogeneous Versus Exogeneous Shocks in Systems wi…

Wind and solar power are known to be highly influenced by weather events and may ramp up or down abruptly. Such events in the power production influence not only the availability of energy, but also the stability of the entire power grid.…

Exerting fluctuations is a part of our daily life: traffic noise, heartbeat, opinion poll, currency exchange rate, electrical current, chemical reactions - they all permanently fluctuate. One of the most important questions is why the…

Business cycles tend to comove across countries. However, standard models that attribute comovement to propagation of exogenous shocks struggle to generate a level of comovement that is as high as in the data. In this paper, we consider…

The paper explores the connection between short-range social ties (i.e. links with close relatives) and the occurrence of suicide. The objective is to discriminate between a model based on social ties and a model based on psychological…

We have investigated the origin of fluctuations in the aggregated behaviour of an open-source software community. In a recent series of papers, de Menezes and co-workers have shown how to separate internal dynamics from external…

We characterize a comprehensive family of $d$-variate exogenous shock models. Analytically, we consider a family of multivariate distribution functions that arises from ordering, idiosyncratically distorting, and finally multiplying the…

In order to disentangle the internal dynamics from exogenous factors within the Autoregressive Conditional Duration (ACD) model, we present an effective measure of endogeneity. Inspired from the Hawkes model, this measure is defined as the…

Stochastic chains represent a wide and key variety of phenomena in many branches of science within the context of Information Theory and Thermodynamics. They are typically approached by a sequence of independent events or by a memoryless…

In this paper we investigate the endogenous information contained in four liquidity variables at a five minutes time scale on equity markets around the world: the traded volume, the bid-ask spread, the volatility and the volume at first…

We study the effect of intrinsic heterogeneity on the activity of a population of leaky integrate-and-fire neurons. By rescaling the dynamical equation, we derive mathematical relations between multiple neuronal parameters and a fluctuating…

This paper is devoted to the study of the interaction between two distinct forms of non-stationary processes, which we will refer to as non-stationarity of first and second kind. The non-stationarity of first kind is caused by…

A model of an evolving network of interacting molecular species is shown to exhibit repeated rounds of crashes in which several species get rapidly depopulated, followed by recoveries. The network inevitably self-organizes into an…

Many natural and physical processes display long memory and extreme events. In these systems, the measured time series is invariably contaminated by noise. As the extreme events display large deviation from the mean behaviour, the noise…

There is empirical evidence from a range of disciplines that as the connectivity of a network increases, we observe an increase in the average fitness of the system. But at the same time, there is an increase in the proportion of…

It is shown that due to memory effects the complex behaviour of components in a stochastic system can be transmitted to macroscopic evolution of the system as a whole. Within the Markov approximation widely using in ordinary statistical…

The stochastic processes underlying the growth and stability of biological and psychological systems reveal themselves when far from equilibrium. Far from equilibrium, nonergodicity reigns. Nonergodicity implies that the average outcome for…

When a plane shock hits a wedge head on, it experiences a reflection-diffraction process and then a self-similar reflected shock moves outward as the original shock moves forward in time. Experimental, computational, and asymptotic analysis…

Emergence, the phenomena where a system's micro-scale dynamics facilitate the development of non-trivial, informative higher scales, has become a foundational concept in modern sciences, tying together fields as diverse as physics, biology,…

The phase transitions and critical properties of two types of inhomogeneous systems are reviewed. In one case, the local critical behaviour results from the particular shape of the system. Here scale-invariant forms like wedges or cones are…

The endochronic theory, developed in the early 70s, allows the plastic behavior of materials to be represented by introducing the notion of intrinsic time. With different viewpoints, several authors discussed the relationship between this…