Exact Results for the One-Dimensional Self-Organized Critical Forest-Fire Model

We present the analytic solution of the self-organized critical (SOC) forest-fire model in one dimension proving SOC in systems without conservation laws by analytic means. Under the condition that the system is in the steady state and very close to the critical point, we calculate the probability that a string of $n$ neighboring sites is occupied by a given configuration of trees. The critical exponent describing the size distribution of forest clusters is exactly $\tau = 2$ and does not change under certain changes of the model rules. Computer simulations confirm the analytic results.Comment: 12 pages REVTEX, 2 figures upon request, dro/93/

Platelet Collapse Model of Pulsar Glitches

A platelet collapse model of starquakes is introduced. It displays self-organized criticality with a robust power-law behavior. The simulations indicate a near-constant exponent, whenever scaling is present.Comment: Figures available by sending request to Ivan Schmidt: [email protected]

Different hierarchy of avalanches observed in the Bak-Sneppen evolution model

We introduce a new quantity, average fitness, into the Bak-Sneppen evolution model. Through the new quantity, a different hierarchy of avalanches is observed. The gap equation, in terms of the average fitness, is presented to describe the self-organization of the model. It is found that the critical value of the average fitness can be exactly obtained. Based on the simulations, two critical exponents, avalanche distribution and avalanche dimension, of the new avalanches are given.Comment: 5 pages, 3 figure

A Monte Carlo Renormalization Group Approach to the Bak-Sneppen model

A recent renormalization group approach to a modified Bak-Sneppen model is discussed. We propose a self-consistency condition for the blocking scheme to be essential for a successful RG-method applied to self-organized criticality. A new method realizing the RG-approach to the Bak-Sneppen model is presented. It is based on the Monte-Carlo importance sampling idea. The new technique performs much faster than the original proposal. Using this technique we cross-check and improve previous results.Comment: 11 pages, REVTex, 2 Postscript figures include

d_c=4 is the upper critical dimension for the Bak-Sneppen model

Numerical results are presented indicating d_c=4 as the upper critical dimension for the Bak-Sneppen evolution model. This finding agrees with previous theoretical arguments, but contradicts a recent Letter [Phys. Rev. Lett. 80, 5746-5749 (1998)] that placed d_c as high as d=8. In particular, we find that avalanches are compact for all dimensions d<=4, and are fractal for d>4. Under those conditions, scaling arguments predict a d_c=4, where hyperscaling relations hold for d<=4. Other properties of avalanches, studied for 1<=d<=6, corroborate this result. To this end, an improved numerical algorithm is presented that is based on the equivalent branching process.Comment: 4 pages, RevTex4, as to appear in Phys. Rev. Lett., related papers available at http://userwww.service.emory.edu/~sboettc

Exact equqations and scaling relations for f-avalanche in the Bak-Sneppen evolution model

Infinite hierarchy of exact equations are derived for the newly-observed f-avalanche in the Bak-Sneppen evolution model. By solving the first order exact equation, we found that the critical exponent which governs the divergence of the average avalanche size, is exactly 1 (for all dimensions), confirmed by the simulations. Solution of the gap equation yields another universal exponent, denoting the the relaxation to the attractor, is exactly 1. We also establish some scaling relations among the critical exponents of the new avalanche.Comment: 5 pages, 1 figur

Spatial-temporal correlations in the process to self-organized criticality

A new type of spatial-temporal correlation in the process approaching to the self-organized criticality is investigated for the two simple models for biological evolution. The change behaviors of the position with minimum barrier are shown to be quantitatively different in the two models. Different results of the correlation are given for the two models. We argue that the correlation can be used, together with the power-law distributions, as criteria for self-organized criticality.Comment: 3 pages in RevTeX, 3 eps figure

Word Processors with Line-Wrap: Cascading, Self-Organized Criticality, Random Walks, Diffusion, Predictability

We examine the line-wrap feature of text processors and show that adding characters to previously formatted lines leads to the cascading of words to subsequent lines and forms a state of self-organized criticality. We show the connection to one-dimensional random walks and diffusion problems, and we examine the predictability of catastrophic cascades.Comment: 6 pages, LaTeX with RevTeX package, 4 postscript figures appende

Crossover from Percolation to Self-Organized Criticality

We include immunity against fire as a new parameter into the self-organized critical forest-fire model. When the immunity assumes a critical value, clusters of burnt trees are identical to percolation clusters of random bond percolation. As long as the immunity is below its critical value, the asymptotic critical exponents are those of the original self-organized critical model, i.e. the system performs a crossover from percolation to self-organized criticality. We present a scaling theory and computer simulation results.Comment: 4 pages Revtex, two figures included, to be published in PR

Price Variations in a Stock Market With Many Agents

Large variations in stock prices happen with sufficient frequency to raise doubts about existing models, which all fail to account for non-Gaussian statistics. We construct simple models of a stock market, and argue that the large variations may be due to a crowd effect, where agents imitate each other's behavior. The variations over different time scales can be related to each other in a systematic way, similar to the Levy stable distribution proposed by Mandelbrot to describe real market indices. In the simplest, least realistic case, exact results for the statistics of the variations are derived by mapping onto a model of diffusing and annihilating particles, which has been solved by quantum field theory methods. When the agents imitate each other and respond to recent market volatility, different scaling behavior is obtained. In this case the statistics of price variations is consistent with empirical observations. The interplay between ``rational'' traders whose behavior is derived from fundamental analysis of the stock, including dividends, and ``noise traders'', whose behavior is governed solely by studying the market dynamics, is investigated. When the relative number of rational traders is small, ``bubbles'' often occur, where the market price moves outside the range justified by fundamental market analysis. When the number of rational traders is larger, the market price is generally locked within the price range they define.Comment: 39 pages (Latex) + 20 Figures and missing Figure 1 (sorry), submitted to J. Math. Eco