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Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics


Author Info

  • Stanley, H.E.
  • Afanasyev, V.
  • Amaral, L.A.N.
  • Buldyrev, S.V.
  • Goldberger, A.L.
  • Havlin, S.
  • Leschhorn, H.
  • Maass, P.
  • Mantegna, R.N.
  • Peng, C.-K.
  • Prince, P.A.
  • Salinger, M.A.
  • Stanley, M.H.R.
  • Viswanathan, G.M.


We discuss examples of complex systems composed of many interacting subsystems. We focus on those systems displaying nontrivial long-range correlations. These include the one-dimensional sequence of base pairs in DNA, the sequence of flight times of the large seabird Wandering Albatross, and the annual fluctuations in the growth rate of business firms. We review formal analogies in the models that describe the observed long-range correlations, and conclude by discussing the possibility that behavior of large numbers of humans (as measured, e.g., by economic indices) might conform to analogs of the scaling laws that have proved useful in describing systems composed of large numbers of inanimate objects.

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Bibliographic Info

Article provided by Elsevier in its journal Physica A: Statistical Mechanics and its Applications.

Volume (Year): 224 (1996)
Issue (Month): 1 ()
Pages: 302-321

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Handle: RePEc:eee:phsmap:v:224:y:1996:i:1:p:302-321

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Cited by:
  1. Serrano, E. & Figliola, A., 2009. "Wavelet Leaders: A new method to estimate the multifractal singularity spectra," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(14), pages 2793-2805.
  2. Viktor O. Ledenyov & Dimitri O. Ledenyov, 2012. "Designing the new architecture of international financial system in era of great changes by globalization," Papers 1206.2778,
  3. Schinckus, C., 2013. "Between complexity of modelling and modelling of complexity: An essay on econophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(17), pages 3654-3665.
  4. Bucsa, G. & Jovanovic, F. & Schinckus, C., 2011. "A unified model for price return distributions used in econophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(20), pages 3435-3443.
  5. Bertrand M. Roehner, 2010. "Fifteen years of econophysics: worries, hopes and prospects," Papers 1004.3229,
  6. Mariani, M.C. & Liu, Y., 2007. "Normalized truncated Levy walks applied to the study of financial indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 377(2), pages 590-598.
  7. Victor M. Yakovenko & J. Barkley Rosser, 2009. "Colloquium: Statistical mechanics of money, wealth, and income," Papers 0905.1518,, revised Dec 2009.
  8. Kembro, Jackelyn M. & Flesia, Ana Georgina & Gleiser, Raquel M. & Perillo, MarĂ­a A. & Marin, Raul H., 2013. "Assessment of long-range correlation in animal behavior time series: The temporal pattern of locomotor activity of Japanese quail (Coturnix coturnix) and mosquito larva (Culex quinquefasciatus)," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(24), pages 6400-6413.
  9. Xiong, Gang & Zhang, Shuning & Yang, Xiaoniu, 2012. "The fractal energy measurement and the singularity energy spectrum analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(24), pages 6347-6361.
  10. Bikas K. Chakrabarti & Arnab Chatterjee, 2003. "Ideal Gas-Like Distributions in Economics: Effects of Saving Propensity," Papers cond-mat/0302147,
  11. Xiong, Gang & Zhang, Shuning & Liu, Qiang, 2012. "The time-singularity multifractal spectrum distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(20), pages 4727-4739.


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