摘要翻译：
从太阳耀斑到地壳动力学，从交通流到金融市场，许多复杂系统的动力学行为中经常观察到雪崩或类似雪崩的事件。自组织临界性(SOC)是解释这种间歇性充放电行为的最流行的理论之一。尽管有大量的理论工作，但对SOC的实证检验仍处于起步阶段。在本文中，我们解决了从一个简单的时间序列中揭示SOC的常见问题，而不需要对底层系统有太多的信息。作为一个工作实例，我们使用了一种改进的多重分形随机游动模型，该模型最初是作为股票市场动力学模型提出的。这项研究揭示了，尽管缺乏SOC的典型成分，但与许多物理系统相似的雪崩般的动力学。这些结果一方面证实了叶栅模型在描述类湍流现象方面的相关性，另一方面也对从时间序列分析中推断SOC的可靠性现状提出了质疑。
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英文标题：
《Scale-free avalanches in the multifractal random walk》
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作者：
M. Bartolozzi
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最新提交年份：
2007
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分类信息：

一级分类：Physics        物理学
二级分类：Data Analysis, Statistics and Probability        数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
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一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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英文摘要：
  Avalanches, or Avalanche-like, events are often observed in the dynamical behaviour of many complex systems which span from solar flaring to the Earth's crust dynamics and from traffic flows to financial markets. Self-organized criticality (SOC) is one of the most popular theories able to explain this intermittent charge/discharge behaviour. Despite a large amount of theoretical work, empirical tests for SOC are still in their infancy. In the present paper we address the common problem of revealing SOC from a simple time series without having much information about the underlying system. As a working example we use a modified version of the multifractal random walk originally proposed as a model for the stock market dynamics. The study reveals, despite the lack of the typical ingredients of SOC, an avalanche-like dynamics similar to that of many physical systems. While, on one hand, the results confirm the relevance of cascade models in representing turbulent-like phenomena, on the other, they also raise the question about the current state of reliability of SOC inference from time series analysis.
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PDF链接：
https://arxiv.org/pdf/0705.4329