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Power laws and self-organized criticality in theory and nature

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Markovic,  Dimitrije
Institute for Theoretical Physics, Goethe University, Frankfurt, Germany;
Department Neurology, MPI for Human Cognitive and Brain Sciences, Max Planck Society;
Department of Neurology, Biomagnetic Center, Jena University Hospital, Germany;

Claudius,  Gros
Department Neurology, MPI for Human Cognitive and Brain Sciences, Max Planck Society;

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Markovic, D., & Claudius, G. (2014). Power laws and self-organized criticality in theory and nature. Physics Reports, 536(2), 41-74. doi:10.1016/j.physrep.2013.11.002.


Cite as: http://hdl.handle.net/11858/00-001M-0000-0019-ED75-3
Abstract
Power laws and distributions with heavy tails are common features of many complex systems. Examples are the distribution of earthquake magnitudes, solar flare intensities and the sizes of neuronal avalanches. Previously, researchers surmised that a single general concept may act as an underlying generative mechanism, with the theory of self organized criticality being a weighty contender. The power-law scaling observed in the primary statistical analysis is an important, but by far not the only feature characterizing experimental data. The scaling function, the distribution of energy fluctuations, the distribution of inter-event waiting times, and other higher order spatial and temporal correlations, have seen increased consideration over the last years. Leading to realization that basic models, like the original sandpile model, are often insufficient to adequately describe the complexity of real-world systems with power-law distribution. Consequently, a substantial amount of effort has gone into developing new and extended models and, hitherto, three classes of models have emerged. The first line of models is based on a separation between the time scales of an external drive and an internal dissipation, and includes the original sandpile model and its extensions, like the dissipative earthquake model. Within this approach the steady state is close to criticality in terms of an absorbing phase transition. The second line of models is based on external drives and internal dynamics competing on similar time scales and includes the coherent noise model, which has a non-critical steady state characterized by heavy-tailed distributions. The third line of models proposes a non-critical self-organizing state, being guided by an optimization principle, such as the concept of highly optimized tolerance. We present a comparative overview regarding distinct modeling approaches together with a discussion of their potential relevance as underlying generative models for real-world phenomena. The complexity of physical and biological scaling phenomena has been found to transcend the explanatory power of individual paradigmal concepts. The interaction between theoretical development and experimental observations has been very fruitful, leading to a series of novel concepts and insights.