Fig. 12

Comparison of empirical and simulated distributions a distributions of gains \(\Delta S / S = (S(t)-S(t-1))/S(t-1),\) empirical (green) and simulated (black). b Analogous to the distribution for losses \((\Delta S / S)_r = (S(t-1)-S(t))/S(t)\) (red). The Inset shows the distribution of interburst times \(\Delta t\) between events of \(\Delta S / S > 10\) from the data (blue, fitted exponent: \(1.1\pm 0.02\)) and the simulation (black)