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      Modeling the scaling properties of human mobility

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          Abstract

          While the fat tailed jump size and the waiting time distributions characterizing individual human trajectories strongly suggest the relevance of the continuous time random walk (CTRW) models of human mobility, no one seriously believes that human traces are truly random. Given the importance of human mobility, from epidemic modeling to traffic prediction and urban planning, we need quantitative models that can account for the statistical characteristics of individual human trajectories. Here we use empirical data on human mobility, captured by mobile phone traces, to show that the predictions of the CTRW models are in systematic conflict with the empirical results. We introduce two principles that govern human trajectories, allowing us to build a statistically self-consistent microscopic model for individual human mobility. The model not only accounts for the empirically observed scaling laws but also allows us to analytically predict most of the pertinent scaling exponents.

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          Understanding individual human mobility patterns

          Despite their importance for urban planning, traffic forecasting, and the spread of biological and mobile viruses, our understanding of the basic laws governing human motion remains limited thanks to the lack of tools to monitor the time resolved location of individuals. Here we study the trajectory of 100,000 anonymized mobile phone users whose position is tracked for a six month period. We find that in contrast with the random trajectories predicted by the prevailing Levy flight and random walk models, human trajectories show a high degree of temporal and spatial regularity, each individual being characterized by a time independent characteristic length scale and a significant probability to return to a few highly frequented locations. After correcting for differences in travel distances and the inherent anisotropy of each trajectory, the individual travel patterns collapse into a single spatial probability distribution, indicating that despite the diversity of their travel history, humans follow simple reproducible patterns. This inherent similarity in travel patterns could impact all phenomena driven by human mobility, from epidemic prevention to emergency response, urban planning and agent based modeling.
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            The scaling laws of human travel

            The dynamic spatial redistribution of individuals is a key driving force of various spatiotemporal phenomena on geographical scales. It can synchronise populations of interacting species, stabilise them, and diversify gene pools [1-3]. Human travelling, e.g. is responsible for the geographical spread of human infectious disease [4-9]. In the light of increasing international trade, intensified human mobility and an imminent influenza A epidemic [10] the knowledge of dynamical and statistical properties of human travel is thus of fundamental importance. Despite its crucial role, a quantitative assessment of these properties on geographical scales remains elusive and the assumption that humans disperse diffusively still prevails in models. Here we report on a solid and quantitative assessment of human travelling statistics by analysing the circulation of bank notes in the United States. Based on a comprehensive dataset of over a million individual displacements we find that dispersal is anomalous in two ways. First, the distribution of travelling distances decays as a power law, indicating that trajectories of bank notes are reminiscent of scale free random walks known as Levy flights. Secondly, the probability of remaining in a small, spatially confined region for a time T is dominated by algebraically long tails which attenuate the superdiffusive spread. We show that human travelling behaviour can be described mathematically on many spatiotemporal scales by a two parameter continuous time random walk model to a surprising accuracy and conclude that human travel on geographical scales is an ambivalent effectively superdiffusive process.
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              A theory of power-law distributions in financial market fluctuations.

              Insights into the dynamics of a complex system are often gained by focusing on large fluctuations. For the financial system, huge databases now exist that facilitate the analysis of large fluctuations and the characterization of their statistical behaviour. Power laws appear to describe histograms of relevant financial fluctuations, such as fluctuations in stock price, trading volume and the number of trades. Surprisingly, the exponents that characterize these power laws are similar for different types and sizes of markets, for different market trends and even for different countries--suggesting that a generic theoretical basis may underlie these phenomena. Here we propose a model, based on a plausible set of assumptions, which provides an explanation for these empirical power laws. Our model is based on the hypothesis that large movements in stock market activity arise from the trades of large participants. Starting from an empirical characterization of the size distribution of those large market participants (mutual funds), we show that the power laws observed in financial data arise when the trading behaviour is performed in an optimal way. Our model additionally explains certain striking empirical regularities that describe the relationship between large fluctuations in prices, trading volume and the number of trades.
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                Author and article information

                Journal
                03 October 2010
                Article
                10.1038/nphys1760
                1010.0436
                265a29f6-203a-44bb-b198-564bb5b2b3fc

                http://arxiv.org/licenses/nonexclusive-distrib/1.0/

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                Custom metadata
                Nature Physics, 2010
                cond-mat.dis-nn cond-mat.stat-mech physics.soc-ph

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