{ "id": "1206.2152", "version": "v4", "published": "2012-06-11T10:19:56.000Z", "updated": "2013-02-07T08:50:29.000Z", "title": "Noise, Synchrony and Correlations at the Edge of Chaos", "authors": [ "Alessandro Pluchino", "Andrea Rapisarda", "Constantino Tsallis" ], "comment": "6 pages, 8 figures, new figure added - Version accepted for publication in Physical Review E", "journal": "Physical Review E 87 (2013) 022910", "categories": [ "cond-mat.stat-mech", "nlin.CD" ], "abstract": "We study the effect of a weak random additive noise in a linear chain of N locally-coupled logistic maps at the edge of chaos. Maps tend to synchronize for a strong enough coupling, but if a weak noise is added, very intermittent fluctuations in the returns time series are observed. This intermittency tends to disappear when noise is increased. Considering the pdfs of the returns, we observe the emergence of fat tails which can be satisfactorily reproduced by $q$-Gaussians curves typical of nonextensive statistical mechanics. Interoccurrence times of these extreme events are also studied in detail. Similarities with recent analysis of financial data are also discussed.", "revisions": [ { "version": "v4", "updated": "2013-02-07T08:50:29.000Z" } ], "analyses": { "subjects": [ "05.45.Ra", "74.40.De", "87.19.lm" ], "keywords": [ "correlations", "weak random additive noise", "returns time series", "interoccurrence times", "gaussians curves" ], "tags": [ "journal article" ], "publication": { "publisher": "APS", "journal": "Physical Review E", "doi": "10.1103/PhysRevE.87.022910", "year": 2013, "month": "Feb", "volume": 87, "number": 2, "pages": "022910" }, "note": { "typesetting": "TeX", "pages": 6, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2013PhRvE..87b2910P" } } }