Fast Rare Events in Exit Times Distributions of Jump Processes.

Rare events in the first-passage distributions of jump processes are capable of triggering anomalous reactions or series of events. Estimating their probability is particularly important when the jump probabilities have broad-tailed distributions, and rare events are therefore not so rare. We formulate a general approach for estimating the contribution of fast rare events to the exit probabilities in the presence of fat-tailed distributions. Using this approach, we study three jump processes that are used to model a wide class of phenomena ranging from biology to transport in disordered systems, ecology, and finance: discrete time random walks, Lévy walks, and the Lévy-Lorentz gas. We determine the exact form of the scaling function for the probability distribution of fast rare events, in which the jump process exits from an interval in a very short time at a large distance opposite to the starting point. In particular, we show that events occurring on timescales orders of magnitude smaller than the typical timescale of the process can make a significant contribution to the exit probability. Our results are confirmed by extensive numerical simulations.

Rare events in extreme value statistics of jump processes with power tails.

We study rare events in the extreme value statistics of stochastic symmetric jump processes with power tails in the distributions of the jumps, using the big -jump principle. The principle states that in the presence of stochastic processes with power tails statistics, if at a certain time a physical quantity takes on a value much larger than its typical value, this large fluctuation is realized through a single macroscopic jump that exceeds the typical scale of the process by several orders of magnitude. In particular, our estimation focuses on the asymptotic behavior of the tail of the probability distribution of maxima, a fundamental quantity in a wide class of stochastic models used in chemistry to estimate reaction thresholds, in climatology for earthquake risk assessment, in finance for portfolio management, and in ecology for the collective behavior of species. We determine the analytical form of the probability distribution of rare events in the extreme value statistics of three jump processes with power tails: Lévy flights, Lévy walks, and the Lévy-Lorentz gas. For the Lévy flights, we re-obtain through the big-jump approach recent analytical results, extending their validity. For the Lévy-Lorentz gas, we show that the topology of the disordered lattice along which the walker moves induces memory effects in its dynamics, which influences the extreme value statistics. Our results are confirmed by extensive numerical simulations.

The broad edge of synchronization: Griffiths effects and collective phenomena in brain networks.

Many of the amazing functional capabilities of the brain are collective properties stemming from the interactions of large sets of individual neurons. In particular, the most salient collective phenomena in brain activity are oscillations, which require the synchronous activation of many neurons. Here, we analyse parsimonious dynamical models of neural synchronization running on top of synthetic networks that capture essential aspects of the actual brain anatomical connectivity such as a hierarchical-modular and core-periphery structure. These models reveal the emergence of complex collective states with intermediate and flexible levels of synchronization, halfway in the synchronous-asynchronous spectrum. These states are best described as broad Griffiths-like phases, i.e. an extension of standard critical points that emerge in structurally heterogeneous systems. We analyse different routes (bifurcations) to synchronization and stress the relevance of 'hybrid-type transitions' to generate rich dynamical patterns. Overall, our results illustrate the complex interplay between structure and dynamics, underlining key aspects leading to rich collective states needed to sustain brain functionality. This article is part of the theme issue 'Emergent phenomena in complex physical and socio-technical systems: from cells to societies'.

Landau-Ginzburg theory of cortex dynamics: Scale-free avalanches emerge at the edge of synchronization.

Understanding the origin, nature, and functional significance of complex patterns of neural activity, as recorded by diverse electrophysiological and neuroimaging techniques, is a central challenge in neuroscience. Such patterns include collective oscillations emerging out of neural synchronization as well as highly heterogeneous outbursts of activity interspersed by periods of quiescence, called "neuronal avalanches." Much debate has been generated about the possible scale invariance or criticality of such avalanches and its relevance for brain function. Aimed at shedding light onto this, here we analyze the large-scale collective properties of the cortex by using a mesoscopic approach following the principle of parsimony of Landau-Ginzburg. Our model is similar to that of Wilson-Cowan for neural dynamics but crucially, includes stochasticity and space; synaptic plasticity and inhibition are considered as possible regulatory mechanisms. Detailed analyses uncover a phase diagram including down-state, synchronous, asynchronous, and up-state phases and reveal that empirical findings for neuronal avalanches are consistently reproduced by tuning our model to the edge of synchronization. This reveals that the putative criticality of cortical dynamics does not correspond to a quiescent-to-active phase transition as usually assumed in theoretical approaches but to a synchronization phase transition, at which incipient oscillations and scale-free avalanches coexist. Furthermore, our model also accounts for up and down states as they occur (e.g., during deep sleep). This approach constitutes a framework to rationalize the possible collective phases and phase transitions of cortical networks in simple terms, thus helping to shed light on basic aspects of brain functioning from a very broad perspective.

Chaos and Correlated Avalanches in Excitatory Neural Networks with Synaptic Plasticity.

A collective chaotic phase with power law scaling of activity events is observed in a disordered mean field network of purely excitatory leaky integrate-and-fire neurons with short-term synaptic plasticity. The dynamical phase diagram exhibits two transitions from quasisynchronous and asynchronous regimes to the nontrivial, collective, bursty regime with avalanches. In the homogeneous case without disorder, the system synchronizes and the bursty behavior is reflected into a period doubling transition to chaos for a two dimensional discrete map. Numerical simulations show that the bursty chaotic phase with avalanches exhibits a spontaneous emergence of persistent time correlations and enhanced Kolmogorov complexity. Our analysis reveals a mechanism for the generation of irregular avalanches that emerges from the combination of disorder and deterministic underlying chaotic dynamics.

Self-Organized Bistability Associated with First-Order Phase Transitions.

Self-organized criticality elucidates the conditions under which physical and biological systems tune themselves to the edge of a second-order phase transition, with scale invariance. Motivated by the empirical observation of bimodal distributions of activity in neuroscience and other fields, we propose and analyze a theory for the self-organization to the point of phase coexistence in systems exhibiting a first-order phase transition. It explains the emergence of regular avalanches with attributes of scale invariance that coexist with huge anomalous ones, with realizations in many fields.

Anomalous finite-size scaling in higher-order processes with absorbing states.

Here we study standard and higher-order birth-death processes on fully connected networks, within the perspective of large-deviation theory [also referred to as the Wentzel-Kramers-Brillouin (WKB) method in some contexts]. We obtain a general expression for the leading and next-to-leading terms of the stationary probability distribution of the fraction of "active" sites as a function of parameters and network size N. We reproduce several results from the literature and, in particular, we derive all the moments of the stationary distribution for the q-susceptible-infected-susceptible (q-SIS) model, i.e., a high-order epidemic model requiring q active ("infected") sites to activate an additional one. We uncover a very rich scenario for the fluctuations of the fraction of active sites, with nontrivial finite-size-scaling properties. In particular, we show that the variance-to-mean ratio diverges at criticality for [1≤q≤3], with a maximal variability at q=2, confirming that complex-contagion processes can exhibit peculiar scaling features including wild variability. Moreover, the leading order in a large-deviation approach does not suffice to describe them: next-to-leading terms are essential to capture the intrinsic singularity at the origin of systems with absorbing states. Some possible extensions of this work are also discussed.

Sideward contact tracing and the control of epidemics in large gatherings.

Effective contact tracing is crucial to containing epidemic spreading without disrupting societal activities, especially during a pandemic. Large gatherings play a key role, potentially favouring superspreading events. However, the effects of tracing in large groups have not been fully assessed so far. We show that in addition to forward tracing, which reconstructs to whom the disease spreads, and backward tracing, which searches from whom the disease spreads, a third 'sideward' tracing is always present, when tracing gatherings. This is an indirect tracing that detects infected asymptomatic individuals, even if they have been neither directly infected by nor directly transmitted the infection to the index case. We analyse this effect in a model of epidemic spreading for SARS-CoV-2, within the framework of simplicial activity-driven temporal networks. We determine the contribution of the three tracing mechanisms to the suppression of epidemic spreading, showing that sideward tracing induces a non-monotonic behaviour in the tracing efficiency, as a function of the size of the gatherings. Based on our results, we suggest an optimal choice for the sizes of the gatherings to be traced and we test the strategy on an empirical dataset of gatherings on a university campus.

Stochastic sampling effects favor manual over digital contact tracing.

Isolation of symptomatic individuals, tracing and testing of their nonsymptomatic contacts are fundamental strategies for mitigating the current COVID-19 pandemic. The breaking of contagion chains relies on two complementary strategies: manual reconstruction of contacts based on interviews and a digital (app-based) privacy-preserving contact tracing. We compare their effectiveness using model parameters tailored to describe SARS-CoV-2 diffusion within the activity-driven model, a general empirically validated framework for network dynamics. We show that, even for equal probability of tracing a contact, manual tracing robustly performs better than the digital protocol, also taking into account the intrinsic delay and limited scalability of the manual procedure. This result is explained in terms of the stochastic sampling occurring during the case-by-case manual reconstruction of contacts, contrasted with the intrinsically prearranged nature of digital tracing, determined by the decision to adopt the app or not by each individual. The better performance of manual tracing is enhanced by heterogeneity in agent behavior: superspreaders not adopting the app are completely invisible to digital contact tracing, while they can be easily traced manually, due to their multiple contacts. We show that this intrinsic difference makes the manual procedure dominant in realistic hybrid protocols.

Active and inactive quarantine in epidemic spreading on adaptive activity-driven networks.

We consider an epidemic process on adaptive activity-driven temporal networks, with adaptive behavior modeled as a change in activity and attractiveness due to infection. By using a mean-field approach, we derive an analytical estimate of the epidemic threshold for susceptible-infected-susceptible (SIS) and susceptible-infected-recovered (SIR) epidemic models for a general adaptive strategy, which strongly depends on the correlations between activity and attractiveness in the susceptible and infected states. We focus on strong social distancing, implementing two types of quarantine inspired by recent real case studies: an active quarantine, in which the population compensates the loss of links rewiring the ineffective connections towards nonquarantining nodes, and an inactive quarantine, in which the links with quarantined nodes are not rewired. Both strategies feature the same epidemic threshold but they strongly differ in the dynamics of the active phase. We show that the active quarantine is extremely less effective in reducing the impact of the epidemic in the active phase compared to the inactive one and that in the SIR model a late adoption of measures requires inactive quarantine to reach containment.

Rare events in generalized Lévy Walks and the Big Jump principle.

The prediction and control of rare events is an important task in disciplines that range from physics and biology, to economics and social science. The Big Jump principle deals with a peculiar aspect of the mechanism that drives rare events. According to the principle, in heavy-tailed processes a rare huge fluctuation is caused by a single event and not by the usual coherent accumulation of small deviations. We consider generalized Lévy walks, a class of stochastic processes with power law distributed step durations and with complex microscopic dynamics in the single stretch. We derive the bulk of the probability distribution and using the big jump principle, the exact form of the tails that describes rare events. We show that the tails of the distribution present non-universal and non-analytic behaviors, which depend crucially on the dynamics of the single step. The big jump estimate also provides a physical explanation of the processes driving the rare events, opening new possibilities for their correct prediction.

Single-big-jump principle in physical modeling.

The big-jump principle is a well-established mathematical result for sums of independent and identically distributed random variables extracted from a fat-tailed distribution. It states that the tail of the distribution of the sum is the same as the distribution of the largest summand. In practice, it means that when in a stochastic process the relevant quantity is a sum of variables, the mechanism leading to rare events is peculiar: Instead of being caused by a set of many small deviations all in the same direction, one jump, the biggest of the lot, provides the main contribution to the rare large fluctuation. We reformulate and elevate the big-jump principle beyond its current status to allow it to deal with correlations, finite cutoffs, continuous paths, memory, and quenched disorder. Doing so we are able to predict rare events using the extended big-jump principle in Lévy walks, in a model of laser cooling, in a scattering process on a heterogeneous structure, and in a class of Lévy walks with memory. We argue that the generalized big-jump principle can serve as an excellent guideline for reliable estimates of risk and probabilities of rare events in many complex processes featuring heavy-tailed distributions, ranging from contamination spreading to active transport in the cell.

Time-series thresholding and the definition of avalanche size.

Avalanches whose sizes and durations are distributed as power laws appear in many contexts, from physics to geophysics and biology. Here we show that there is a hidden peril in thresholding continuous times series-from either empirical or synthetic data-for the identification of avalanches. In particular, we consider two possible alternative definitions of avalanche size used, e.g., in the empirical determination of avalanche exponents in the analysis of neural-activity data. By performing analytical and computational studies of an Ornstein-Uhlenbeck process (taken as a guiding example) we show that (1) if relatively large threshold values are employed to determine the beginning and ending of avalanches and (2) if-as sometimes done in the literature-avalanche sizes are defined as the total area (above zero) of the avalanche, then true asymptotic scaling behavior is not seen, instead the observations are dominated by transient effects. This problem-that we have detected in some recent works-leads to misinterpretations of the resulting scaling regimes.

Jensen's force and the statistical mechanics of cortical asynchronous states.

Cortical networks are shaped by the combined action of excitatory and inhibitory interactions. Among other important functions, inhibition solves the problem of the all-or-none type of response that comes about in purely excitatory networks, allowing the network to operate in regimes of moderate or low activity, between quiescent and saturated regimes. Here, we elucidate a noise-induced effect that we call "Jensen's force" -stemming from the combined effect of excitation/inhibition balance and network sparsity- which is responsible for generating a phase of self-sustained low activity in excitation-inhibition networks. The uncovered phase reproduces the main empirically-observed features of cortical networks in the so-called asynchronous state, characterized by low, un-correlated and highly-irregular activity. The parsimonious model analyzed here allows us to resolve a number of long-standing issues, such as proving that activity can be self-sustained even in the complete absence of external stimuli or driving. The simplicity of our approach allows for a deep understanding of asynchronous states and of the phase transitions to other standard phases it exhibits, opening the door to reconcile, asynchronous-state and critical-state hypotheses, putting them within a unified framework. We argue that Jensen's forces are measurable experimentally and might be relevant in contexts beyond neuroscience.

Synchronization and long-time memory in neural networks with inhibitory hubs and synaptic plasticity.

We investigate the dynamical role of inhibitory and highly connected nodes (hub) in synchronization and input processing of leaky-integrate-and-fire neural networks with short term synaptic plasticity. We take advantage of a heterogeneous mean-field approximation to encode the role of network structure and we tune the fraction of inhibitory neurons f_{I} and their connectivity level to investigate the cooperation between hub features and inhibition. We show that, depending on f_{I}, highly connected inhibitory nodes strongly drive the synchronization properties of the overall network through dynamical transitions from synchronous to asynchronous regimes. Furthermore, a metastable regime with long memory of external inputs emerges for a specific fraction of hub inhibitory neurons, underlining the role of inhibition and connectivity also for input processing in neural networks.

Classical synchronization indicates persistent entanglement in isolated quantum systems.

Synchronization and entanglement constitute fundamental collective phenomena in multi-unit classical and quantum systems, respectively, both equally implying coordinated system states. Here, we present a direct link for a class of isolated quantum many-body systems, demonstrating that synchronization emerges as an intrinsic system feature. Intriguingly, quantum coherence and entanglement arise persistently through the same transition as synchronization. This direct link between classical and quantum cooperative phenomena may further our understanding of strongly correlated quantum systems and can be readily observed in state-of-the-art experiments, for example, with ultracold atoms.

Burstiness and tie activation strategies in time-varying social networks.

The recent developments in the field of social networks shifted the focus from static to dynamical representations, calling for new methods for their analysis and modelling. Observations in real social systems identified two main mechanisms that play a primary role in networks' evolution and influence ongoing spreading processes: the strategies individuals adopt when selecting between new or old social ties, and the bursty nature of the social activity setting the pace of these choices. We introduce a time-varying network model accounting both for ties selection and burstiness and we analytically study its phase diagram. The interplay of the two effects is non trivial and, interestingly, the effects of burstiness might be suppressed in regimes where individuals exhibit a strong preference towards previously activated ties. The results are tested against numerical simulations and compared with two empirical datasets with very good agreement. Consequently, the framework provides a principled method to classify the temporal features of real networks, and thus yields new insights to elucidate the effects of social dynamics on spreading processes.

Simple unified view of branching process statistics: Random walks in balanced logarithmic potentials.

We revisit the problem of deriving the mean-field values of avalanche exponents in systems with absorbing states. These are well known to coincide with those of unbiased branching processes. Here we show that for at least four different universality classes (directed percolation, dynamical percolation, the voter model or compact directed percolation class, and the Manna class of stochastic sandpiles) this common result can be obtained by mapping the corresponding Langevin equations describing each of them into a random walker confined to the origin by a logarithmic potential. We report on the emergence of nonuniversal continuously varying exponent values stemming from the presence of small external driving - that might induce avalanche merging - that, to the best of our knowledge, has not been noticed in the past. Many of the other results derived here appear in the literature as independently derived for individual universality classes or for the branching process itself. Still, we believe that a simple and unified perspective as the one presented here can help (1) clarify the overall picture, (2) underline the superuniversality of the behavior as well as the dependence on external driving, and (3) avoid the common existing confusion between unbiased branching processes (equivalent to a random walker in a balanced logarithmic potential) and standard (unconfined) random walkers.

Asymptotic theory of time-varying social networks with heterogeneous activity and tie allocation.

The dynamic of social networks is driven by the interplay between diverse mechanisms that still challenge our theoretical and modelling efforts. Amongst them, two are known to play a central role in shaping the networks evolution, namely the heterogeneous propensity of individuals to i) be socially active and ii) establish a new social relationships with their alters. Here, we empirically characterise these two mechanisms in seven real networks describing temporal human interactions in three different settings: scientific collaborations, Twitter mentions, and mobile phone calls. We find that the individuals' social activity and their strategy in choosing ties where to allocate their social interactions can be quantitatively described and encoded in a simple stochastic network modelling framework. The Master Equation of the model can be solved in the asymptotic limit. The analytical solutions provide an explicit description of both the system dynamic and the dynamical scaling laws characterising crucial aspects about the evolution of the networks. The analytical predictions match with accuracy the empirical observations, thus validating the theoretical approach. Our results provide a rigorous dynamical system framework that can be extended to include other processes shaping social dynamics and to generate data driven predictions for the asymptotic behaviour of social networks.

Neural networks with excitatory and inhibitory components: Direct and inverse problems by a mean-field approach.

We study the dynamics of networks with inhibitory and excitatory leak-integrate-and-fire neurons with short-term synaptic plasticity in the presence of depressive and facilitating mechanisms. The dynamics is analyzed by a heterogeneous mean-field approximation, which allows us to keep track of the effects of structural disorder in the network. We describe the complex behavior of different classes of excitatory and inhibitory components, which give rise to a rich dynamical phase diagram as a function of the fraction of inhibitory neurons. Using the same mean-field approach, we study and solve a global inverse problem: reconstructing the degree probability distributions of the inhibitory and excitatory components and the fraction of inhibitory neurons from the knowledge of the average synaptic activity field. This approach unveils new perspectives on the numerical study of neural network dynamics and the possibility of using these models as a test bed for the analysis of experimental data.