The behavior of power-law shot noise, for which the associated impulse response functions assume a decaying power-law form, is explored. Expressions are obtained for the moments, moment generating functions, amplitude probability density functions, autoCorrelation functions, and power spectral densities for a variety of parameters of the process. For certain parameters the power spectral densit...

We present methods for drawing graphs that arise in various information networks. It has been noted that many realistic graphs have power law degree distribution and exhibit the small world phenomenon. Our algorithm is influenced by recent developments on modeling and analysis of such power law graphs.

Signatures of dual scaling regimes in a simple avalanche model for magnetospheric activity. Abstract Recently, the paradigm that the dynamic magnetosphere displays sandpile-type phenomenology has been advanced, in which energy dissipation is by means of avalanches which do not have an intrinsic scale. This may in turn imply that the system is in a self organised critical (SOC) state. Indicators...

In order to resolve two previous conflicting reports on detectable but weak nuclear magnetic resonance (NMR) 33S signals in unenriched EuS, a sample of 33S-enriched EuS was prepared and the NMR and its temperature dependence were measured in the range from 1.3 to 4.2 K. It was verified that the T=0 extrapolated NMR signal has a value of 12.73 MHz (≈ 39 kG), not 5.4 MHz, as one group had reporte...

The Internet topology at the Autonomous Systems level (AS graph) has a power– law degree distribution and a tier structure. In this paper, we introduce the Interactive Growth (IG) model based on the joint growth of new nodes and new links. This simple and dynamic model compares favorable with other Internet power–law topology generators because it not only closely resembles the degree distribut...

For a piecewise linear intermittent map, the evolution of statistical averages of a class of observables with respect to piecewise constant initial densities is investigated and generalized eigenfunctions of the Frobenius-Perron operator P̂ are explicitly derived. The evolution of the averages are shown to be a superposition of the contributions from two simple eigenvalues 1 and λd ∈ (−1, 0), an...

The Internet topology at the Autonomous Systems level (AS graph) has a power– law degree distribution and a tier structure. In this paper, we introduce the Interactive Growth (IG) model based on the joint growth of new nodes and new links. This simple and dynamic model compares favorable with other Internet power–law topology generators because it not only closely resembles the degree distribut...

Portfolio optimization methods suffer from a catalogue of known problems, mainly due to the facts that pair correlations asset returns are unstable, and extremal risk measures such as maximum drawdown difficult predict non-Gaussianity portfolio returns. \\ In order look at optimal portfolios for arbitrary penalty functions, we construct shapes where is proportional moment $p>2$. The resulting c...

In this paper, we consider a simple kinetic model of economy involving both exchanges between agents and speculative trading. We show that the kinetic model admits non trivial quasi-stationary states with power law tails of Pareto type. In order to do this we consider a suitable asymptotic limit of the model yielding a Fokker-Planck equation for the distribution of wealth among individuals. For...