Fluctuation scaling in complex systems: Taylor's law and beyond
published: Oct. 15, 2008, recorded: September 2008, views: 4039
Slides
Related content
Report a problem or upload files
If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Description
Complex systems consist of many interacting elements which participate in some dynamical process. The activity of various elements is often different and the fluctuation in the activity of an element grows monotonically with the average activity. This relationship is generically of the form fluctuations ≈ const.\times average^α, where the exponent α is predominantly in the range [1/2, 1]. This power law has been observed in a very wide range of disciplines, ranging from population dynamics through the Internet to the stock market and it is often treated under the names Taylor's law or fluctuation scaling. We attempt to show how general the above scaling relationship is by surveying the literature, as well as by reporting some new empirical data and model calculations. We also show some basic principles that can underlie the generality of the phenomenon.
See Also:
Download slides: ephdcs08_kertesz_fsics_01.ppt (1.4 MB)
Download article: ephdcs08_kertesz_fsics_01.pdf (1.0 MB)
Link this page
Would you like to put a link to this lecture on your homepage?Go ahead! Copy the HTML snippet !
Write your own review or comment: