Tweedie convergence: A mathematical basis for Taylor's power law, 1/f noise, and multifractality
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.
Physical Review E
- Pub Date:
- December 2011
- Systems obeying scaling laws;