Fluctuation scaling in complex systems: Taylor's law and beyond

author: János Kertész, Institute of Physics, Department of Computer Science and Information Theory, Budapest University of Technology and Economics
published: Oct. 15, 2008,   recorded: September 2008,   views: 4039


Related Open Educational Resources

Related content

Report a problem or upload files

If you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
Lecture popularity: You need to login to cast your vote.


Complex systems consist of many interacting elements which participate in some dynamical process. The activity of various elements is often different and the fluctuation in the activity of an element grows monotonically with the average activity. This relationship is generically of the form fluctuations ≈ const.\times average^α, where the exponent α is predominantly in the range [1/2, 1]. This power law has been observed in a very wide range of disciplines, ranging from population dynamics through the Internet to the stock market and it is often treated under the names Taylor's law or fluctuation scaling. We attempt to show how general the above scaling relationship is by surveying the literature, as well as by reporting some new empirical data and model calculations. We also show some basic principles that can underlie the generality of the phenomenon.

See Also:

Download slides icon Download slides: ephdcs08_kertesz_fsics_01.ppt (1.4 MB)

Download article icon Download article: ephdcs08_kertesz_fsics_01.pdf (1.0 MB)

Help icon Streaming Video Help

Link this page

Would you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !

Write your own review or comment:

make sure you have javascript enabled or clear this field: