In many complex systems the non-linear cooperative dynamics determine the emergence of self-organized, metastable, structures that are associated with a birth-death process of coop- eration. This is found to be described by a renewal point process, i.e., a sequence of crucial birth-death events corresponding to transitions among states that are faster than the typical long-life time of the metastable states. Metastable states are highly correlated, but the occur- rence of crucial events is typically associated with a fast memory drop, which is the reason for the renewal condition. Consequently, these complex systems display a power-law decay and, thus, a long-range or scale-free behavior, in both time correlations and distribution of inter-event times, i.e., fractal intermittency. The emergence of fractal intermittency is then a signature of complexity. However, the scaling features of complex systems are, in general, affected by the presence of added white or short-term noise. This has been found also for fractal intermittency. In this work, after a brief review on metastability and noise in complex systems, we discuss the emerging paradigm of Temporal Complexity. Then, we propose a model of noisy fractal in- termittency, where noise is interpreted as a renewal Poisson process with event rate r p . We show that the presence of Poisson noise causes the emergence of a normal diffusion scaling in the long-time range of diffusion generated by a telegraph signal driven by noisy fractal intermittency. We analytically derive the scaling law of the long-time normal diffusivity coef- ficient. We find the surprising result that this long-time normal diffusivity depends not only on the Poisson event rate, but also on the parameters of the complex component of the signal: the power exponent μ of the inter-event time distribution, denoted as complexity index, and the time scale T needed to reach the asymptotic power-law behavior marking the emergence of complexity. In particular, in the range μ < 3, we find the counter-intuitive result that normal diffusivity increases as the Poisson rate decreases. Starting from the diffusivity scaling law here derived, we propose a novel scaling analysis of complex signals being able to estimate both the complexity index μ and the Poisson noise rate r_p .

Scaling law of diffusivity generated by a noisy telegraph signal with fractal intermittency

Paradisi P;
2015

Abstract

In many complex systems the non-linear cooperative dynamics determine the emergence of self-organized, metastable, structures that are associated with a birth-death process of coop- eration. This is found to be described by a renewal point process, i.e., a sequence of crucial birth-death events corresponding to transitions among states that are faster than the typical long-life time of the metastable states. Metastable states are highly correlated, but the occur- rence of crucial events is typically associated with a fast memory drop, which is the reason for the renewal condition. Consequently, these complex systems display a power-law decay and, thus, a long-range or scale-free behavior, in both time correlations and distribution of inter-event times, i.e., fractal intermittency. The emergence of fractal intermittency is then a signature of complexity. However, the scaling features of complex systems are, in general, affected by the presence of added white or short-term noise. This has been found also for fractal intermittency. In this work, after a brief review on metastability and noise in complex systems, we discuss the emerging paradigm of Temporal Complexity. Then, we propose a model of noisy fractal in- termittency, where noise is interpreted as a renewal Poisson process with event rate r p . We show that the presence of Poisson noise causes the emergence of a normal diffusion scaling in the long-time range of diffusion generated by a telegraph signal driven by noisy fractal intermittency. We analytically derive the scaling law of the long-time normal diffusivity coef- ficient. We find the surprising result that this long-time normal diffusivity depends not only on the Poisson event rate, but also on the parameters of the complex component of the signal: the power exponent μ of the inter-event time distribution, denoted as complexity index, and the time scale T needed to reach the asymptotic power-law behavior marking the emergence of complexity. In particular, in the range μ < 3, we find the counter-intuitive result that normal diffusivity increases as the Poisson rate decreases. Starting from the diffusivity scaling law here derived, we propose a novel scaling analysis of complex signals being able to estimate both the complexity index μ and the Poisson noise rate r_p .
2015
Istituto di Scienza e Tecnologie dell'Informazione "Alessandro Faedo" - ISTI
Complex systems
Fractal intermittency
Noise
Scaling
Signal processing
Time series analysis
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/315586
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