IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this article

Noise-induced intermittency of a reflexive model with symmetry-induced equilibrium manifold

Listed author(s):
  • Palatella, Luigi
  • Grigolini, Paolo
Registered author(s):

    We discuss a route to intermittency based on the concept of reflexivity, namely on the interaction between observer and stochastic reality. A simple model mirroring the essential aspects of this interaction is shown to generate perennial out of equilibrium condition, intermittency and 1/f-noise. In the absence of noise the model yields a symmetry-induced equilibrium manifold with two stable states. Noise makes this equilibrium manifold unstable, with an escape rate becoming lower and lower upon time increase, thereby generating an inverse power law distribution of waiting times. The distribution of the times of permanence in the basin of attraction of the equilibrium manifold are analytically predicted through the adoption of a first-passage time technique. Finally we discuss the possible extension of our approach to deal with the intermittency of complex systems in different fields.

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

    File URL:
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

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

    Volume (Year): 391 (2012)
    Issue (Month): 23 ()
    Pages: 5900-5907

    in new window

    Handle: RePEc:eee:phsmap:v:391:y:2012:i:23:p:5900-5907
    DOI: 10.1016/j.physa.2012.07.017
    Contact details of provider: Web page:

    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

    in new window

    1. Palatella, Luigi, 2010. "A reflexive toy-model for financial market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(2), pages 315-322.
    Full references (including those not matched with items on IDEAS)

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:391:y:2012:i:23:p:5900-5907. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.