Generalized (m,k)-Zipf law for fractional Brownian motion-like time series with or without effect of an additional linear trend

We have translated fractional Brownian motion (FBM) signals into a text based on two ''letters'', as if the signal fluctuations correspond to a constant stepsize random walk. We have applied the Zipf method to extract the $\zeta '$ exponent relating the word frequency and its rank on a log-log plot. We have studied the variation of the Zipf exponent(s) giving the relationship between the frequency of occurrence of words of length $m<8$ made of such two letters: $\zeta '$ is varying as a power law in terms of $m$. We have also searched how the $\zeta '$ exponent of the Zipf law is influenced by a linear trend and the resulting effect of its slope. We can distinguish finite size effects, and results depending whether the starting FBM is persistent or not, i.e. depending on the FBM Hurst exponent $H$. It seems then numerically proven that the Zipf exponent of a persistent signal is more influenced by the trend than that of an antipersistent signal. It appears that the conjectured law $\zeta ' = |2H-1|$ only holds near $H=0.5$. We have also introduced considerations based on the notion of a {\it time dependent Zipf law} along the signal.Comment: 24 pages, 12 figures; to appear in Int. J. Modern Phys

On the influence of time and space correlations on the next earthquake magnitude

A crucial point in the debate on feasibility of earthquake prediction is the dependence of an earthquake magnitude from past seismicity. Indeed, whilst clustering in time and space is widely accepted, much more questionable is the existence of magnitude correlations. The standard approach generally assumes that magnitudes are independent and therefore in principle unpredictable. Here we show the existence of clustering in magnitude: earthquakes occur with higher probability close in time, space and magnitude to previous events. More precisely, the next earthquake tends to have a magnitude similar but smaller than the previous one. A dynamical scaling relation between magnitude, time and space distances reproduces the complex pattern of magnitude, spatial and temporal correlations observed in experimental seismic catalogs.Comment: 4 Figure

Statistical properties of SGR 1900+14 bursts

We study the statistics of soft gamma repeater (SGR) bursts, using a data base of 187 events detected with BATSE and 837 events detected with RXTE PCA, all from SGR 1900+14 during its 1998-1999 active phase. We find that the fluence or energy distribution of bursts is consistent with a power law of index 1.66, over 4 orders of magnitude. This scale-free distribution resembles the Gutenberg-Richter Law for earthquakes, and gives evidence for self-organized criticality in SGRs. The distribution of time intervals between successive bursts from SGR 1900+14 is consistent with a log-normal distribution. There is no correlation between burst intensity and the waiting times till the next burst, but there is some evidence for a correlation between burst intensity and the time elapsed since the previous burst. We also find a correlation between the duration and the energy of the bursts, but with significant scatter. In all these statistical properties, SGR bursts resemble earthquakes and solar flares more closely than they resemble any known accretion-powered or nuclear-powered phenomena. Thus our analysis lends support to the hypothesis that the energy source for SGR bursts is internal to the neutron star, and plausibly magnetic.Comment: 11 pages, 4 figures, accepted for publication in ApJ

The Network of Epicenters of the Olami-Feder-Christensen Model of Earthquakes

We study the dynamics of the Olami-Feder-Christensen (OFC) model of earthquakes, focusing on the behavior of sequences of epicenters regarded as a growing complex network. Besides making a detailed and quantitative study of the effects of the borders (the occurrence of epicenters is dominated by a strong border effect which does not scale with system size), we examine the degree distribution and the degree correlation of the graph. We detect sharp differences between the conservative and nonconservative regimes of the model. Removing border effects, the conservative regime exhibits a Poisson-like degree statistics and is uncorrelated, while the nonconservative has a broad power-law-like distribution of degrees (if the smallest events are ignored), which reproduces the observed behavior of real earthquakes. In this regime the graph has also a unusually strong degree correlation among the vertices with higher degree, which is the result of the existence of temporary attractors for the dynamics: as the system evolves, the epicenters concentrate increasingly on fewer sites, exhibiting strong synchronization, but eventually spread again over the lattice after a series of sufficiently large earthquakes. We propose an analytical description of the dynamics of this growing network, considering a Markov process network with hidden variables, which is able to account for the mentioned properties.Comment: 9 pages, 10 figures. Smaller number of figures, and minor text corrections and modifications. For version with full resolution images see http://fig.if.usp.br/~tpeixoto/cond-mat-0602244.pd

Memory in Self Organized Criticality

Many natural phenomena exhibit power law behaviour in the distribution of event size. This scaling is successfully reproduced by Self Organized Criticality (SOC). On the other hand, temporal occurrence in SOC models has a Poisson-like statistics, i.e. exponential behaviour in the inter-event time distribution, in contrast with experimental observations. We present a SOC model with memory: events are nucleated not only as a consequence of the instantaneous value of the local field with respect to the firing threshold, but on the basis of the whole history of the system. The model is able to reproduce the complex behaviour of inter-event time distribution, in excellent agreement with experimental seismic data

Dynamics of Elastic Excitable Media

The Burridge-Knopoff model of earthquake faults with viscous friction is equivalent to a van der Pol-FitzHugh-Nagumo model for excitable media with elastic coupling. The lubricated creep-slip friction law we use in the Burridge-Knopoff model describes the frictional sliding dynamics of a range of real materials. Low-dimensional structures including synchronized oscillations and propagating fronts are dominant, in agreement with the results of laboratory friction experiments. Here we explore the dynamics of fronts in elastic excitable media.Comment: Int. J. Bifurcation and Chaos, to appear (1999

Renormalization group theory for finite-size scaling in extreme statistics

We present a renormalization group (RG) approach to explain universal features of extreme statistics, applied here to independent, identically distributed variables. The outlines of the theory have been described in a previous Letter, the main result being that finite-size shape corrections to the limit distribution can be obtained from a linearization of the RG transformation near a fixed point, leading to the computation of stable perturbations as eigenfunctions. Here we show details of the RG theory which exhibit remarkable similarities to the RG known in statistical physics. Besides the fixed points explaining universality, and the least stable eigendirections accounting for convergence rates and shape corrections, the similarities include marginally stable perturbations which turn out to be generic for the Fisher-Tippett-Gumbel class. Distribution functions containing unstable perturbations are also considered. We find that, after a transitory divergence, they return to the universal fixed line at the same or at a different point depending on the type of perturbation.Comment: 15 pages, 8 figures, to appear in Phys. Rev.

A Complexity View of Rainfall

We show that rain events are analogous to a variety of nonequilibrium relaxation processes in Nature such as earthquakes and avalanches. Analysis of high-resolution rain data reveals that power laws describe the number of rain events versus size and number of droughts versus duration. In addition, the accumulated water column displays scale-less fluctuations. These statistical properties are the fingerprints of a self-organized critical process and may serve as a benchmark for models of precipitation and atmospheric processes.Comment: 4 pages, 5 figure

Extreme value distributions and Renormalization Group

In the classical theorems of extreme value theory the limits of suitably rescaled maxima of sequences of independent, identically distributed random variables are studied. So far, only affine rescalings have been considered. We show, however, that more general rescalings are natural and lead to new limit distributions, apart from the Gumbel, Weibull, and Fr\'echet families. The problem is approached using the language of Renormalization Group transformations in the space of probability densities. The limit distributions are fixed points of the transformation and the study of the differential around them allows a local analysis of the domains of attraction and the computation of finite-size corrections.Comment: 16 pages, 5 figures. Final versio

Earthquake networks based on similar activity patterns

Earthquakes are a complex spatiotemporal phenomenon, the underlying mechanism for which is still not fully understood despite decades of research and analysis. We propose and develop a network approach to earthquake events. In this network, a node represents a spatial location while a link between two nodes represents similar activity patterns in the two different locations. The strength of a link is proportional to the strength of the cross-correlation in activities of two nodes joined by the link. We apply our network approach to a Japanese earthquake catalog spanning the 14-year period 1985-1998. We find strong links representing large correlations between patterns in locations separated by more than 1000 km, corroborating prior observations that earthquake interactions have no characteristic length scale. We find network characteristics not attributable to chance alone, including a large number of network links, high node assortativity, and strong stability over time.Comment: 8 pages text, 9 figures. Updated from previous versio