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arxiv: 0710.4010 · v2 · submitted 2007-10-22 · 💱 q-fin.ST · nlin.AO· nlin.CG

A stochastic theory for temporal fluctuations in self-organized critical systems

classification 💱 q-fin.ST nlin.AOnlin.CG
keywords theoryprocessstochastictopplingactivityanti-persistentgaussianlimit
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A stochastic theory for the toppling activity in sandpile models is developed, based on a simple mean-field assumption about the toppling process. The theory describes the process as an anti-persistent Gaussian walk, where the diffusion coefficient is proportional to the activity. It is formulated as a generalization of the It\^{o} stochastic differential equation with an anti-persistent fractional Gaussian noise source. An essential element of the theory is re-scaling to obtain a proper thermodynamic limit, and it captures all temporal features of the toppling process obtained by numerical simulation of the Bak-Tang-Wiesenfeld sandpile in this limit.

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