Efficient computational testing of scale-free behavior in real-world systems

Guannan Zhao, Zhenyuan Zhao, Neil F Johnson

Research output: Contribution to journalArticle

Abstract

With big data becoming available across the physical, life and social sciences, researchers are turning their attention to the question of whether universal statistical signatures emerge across systems. Power-laws are a particularly potent example, since they indicate scale-free or scale invariant behavior and are observed in physical systems near phase transitions. However, the same scale-free property that enables them to unify behaviors across multiple spatiotemporal scales, also means that usual Gaussian-based approaches cannot be used to test their presence. Here we analyze the crucial question of how to implement a power-law test efficiently, given that a key part involves multiple Monte Carlo simulations to obtain an accurate statistical p-value. We present such a computational scheme in detail.

Original languageEnglish (US)
Pages (from-to)77-82
Number of pages6
JournalJournal of Computational Science
Volume12
DOIs
StatePublished - Jan 1 2016

Keywords

  • Collective behavior
  • Complexity
  • Numerical analysis

ASJC Scopus subject areas

  • Computer Science(all)
  • Modeling and Simulation
  • Theoretical Computer Science

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