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Record W1966370527 · doi:10.1103/physreve.84.066120

Tweedie convergence: A mathematical basis for Taylor's power law,<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:mrow><mml:mn>1</mml:mn><mml:mo>/</mml:mo><mml:mi>f</mml:mi></mml:mrow></mml:math>noise, and multifractality

2011· article· lv· W1966370527 on OpenAlexaff
Wayne S. Kendal, Bent Jørgensen

Bibliographic record

VenuePhysical Review E · 2011
Typearticle
Languagelv
FieldEconomics, Econometrics and Finance
TopicComplex Systems and Time Series Analysis
Canadian institutionsUniversity of Ottawa
Fundersnot available
KeywordsPower lawMathematicsTaylor seriesTaylor dispersionStatistical physicsLawMathematical analysisApplied mathematicsPhysicsStatisticsThermodynamics

Abstract

fetched live from OpenAlex

Plants and animals of a given species tend to cluster within their habitats in accordance with a power function between their mean density and the variance. This relationship, Taylor's power law, has been variously explained by ecologists in terms of animal behavior, interspecies interactions, demographic effects, etc., all without consensus. Taylor's law also manifests within a wide range of other biological and physical processes, sometimes being referred to as fluctuation scaling and attributed to effects of the second law of thermodynamics. 1/f noise refers to power spectra that have an approximately inverse dependence on frequency. Like Taylor's law these spectra manifest from a wide range of biological and physical processes, without general agreement as to cause. One contemporary paradigm for 1/f noise has been based on the physics of self-organized criticality. We show here that Taylor's law (when derived from sequential data using the method of expanding bins) implies 1/f noise, and that both phenomena can be explained by a central limit-like effect that establishes the class of Tweedie exponential dispersion models as foci for this convergence. These Tweedie models are probabilistic models characterized by closure under additive and reproductive convolution as well as under scale transformation, and consequently manifest a variance to mean power function. We provide examples of Taylor's law, 1/f noise, and multifractality within the eigenvalue deviations of the Gaussian unitary and orthogonal ensembles, and show that these deviations conform to the Tweedie compound Poisson distribution. The Tweedie convergence theorem provides a unified mathematical explanation for the origin of Taylor's law and 1/f noise applicable to a wide range of biological, physical, and mathematical processes, as well as to multifractality.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.024
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.022
Threshold uncertainty score0.075

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.024
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0010.002
Bibliometrics0.0040.003
Science and technology studies0.0010.006
Scholarly communication0.0050.009
Open science0.0030.002
Research integrity0.0030.007
Insufficient payload (model declined to judge)0.0220.014

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.033
GPT teacher head0.255
Teacher spread0.222 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

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Citations69
Published2011
Admission routes1
Has abstractyes

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Same venuePhysical Review ESame topicComplex Systems and Time Series AnalysisFrench-language works237,207