A stochastic theory for temporal fluctuations in self-organized critical systems

Details A stochastic theory for temporal fluctuations in self-organized critical systems A stochastic theory for temporal fluctuations in self-organized critical systems

2007-10-22

arxiv.org/abs/0710.4010v2

Economy

Quantitative Finance

Statistical Finance

9 pages, 4 figures

Scientific paper

10.1088/1367-2630/10/12/123010

A stochastic theory for the toppling activity in sandpile models is developed, based on a simple mean-field assumption about the toppling process. The theory describes the process as an anti-persistent Gaussian walk, where the diffusion coefficient is proportional to the activity. It is formulated as a generalization of the It\^{o} stochastic differential equation with an anti-persistent fractional Gaussian noise source. An essential element of the theory is re-scaling to obtain a proper thermodynamic limit, and it captures all temporal features of the toppling process obtained by numerical simulation of the Bak-Tang-Wiesenfeld sandpile in this limit.

Affiliated with

Also associated with

No associations

Rating

A stochastic theory for temporal fluctuations in self-organized critical systems does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A stochastic theory for temporal fluctuations in self-organized critical systems, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A stochastic theory for temporal fluctuations in self-organized critical systems will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-358013