The statistics of urban scaling and their connection to Zipf's law

Urban scaling relations characterizing how diverse properties of cities vary on average with their population size have recently been shown to be a general quantitative property of many urban systems around the world. However, in previous studies the statistics of urban indicators were not analyzed in detail, raising important questions about the full characterization of urban properties and how scaling relations may emerge in these larger contexts. Here, we build a self-consistent statistical framework that characterizes the joint probability distributions of urban indicators and city population sizes across an urban system. To develop this framework empirically we use one of the most granular and stochastic urban indicators available, specifically measuring homicides in cities of Brazil, Colombia and Mexico, three nations with high and fast changing rates of violent crime. We use these data to derive the conditional probability of the number of homicides per year given the population size of a city. To do this we use Bayes' rule together with the estimated conditional probability of city size given their number of homicides and the distribution of total homicides. We then show that scaling laws emerge as expectation values of these conditional statistics. Knowledge of these distributions implies, in turn, a relationship between scaling and population size distribution exponents that can be used to predict Zipf's exponent from urban indicator statistics. Our results also suggest how a general statistical theory of urban indicators may be constructed from the stochastic dynamics of social interaction processes in cities.     

Statistical analyses support power law distributions found in neuronal avalanches

The size distribution of neuronal avalanches in cortical networks has been reported to follow a power law distribution with exponent close to -1.5, which is a reflection of long-range spatial correlations in spontaneous neuronal activity. However, identifying power law scaling in empirical data can be difficult and sometimes controversial. In the present study, we tested the power law hypothesis for neuronal avalanches by using more stringent statistical analyses. In particular, we performed the following steps: (i) analysis of finite-size scaling to identify scale-free dynamics in neuronal avalanches, (ii) model parameter estimation to determine the specific exponent of the power law, and (iii) comparison of the power law to alternative model distributions. Consistent with critical state dynamics, avalanche size distributions exhibited robust scaling behavior in which the maximum avalanche size was limited only by the spatial extent of sampling ("finite size" effect). This scale-free dynamics suggests the power law as a model for the distribution of avalanche sizes. Using both the Kolmogorov-Smirnov statistic and a maximum likelihood approach, we found the slope to be close to -1.5, which is in line with previous reports. Finally, the power law model for neuronal avalanches was compared to the exponential and to various heavy-tail distributions based on the Kolmogorov-Smirnov distance and by using a log-likelihood ratio test. Both the power law distribution without and with exponential cut-off provided significantly better fits to the cluster size distributions in neuronal avalanches than the exponential, the lognormal and the gamma distribution. In summary, our findings strongly support the power law scaling in neuronal avalanches, providing further evidence for critical state dynamics in superficial layers of cortex.     

Spatial scaling of species abundance distributions

Species abundance distributions are an essential tool in describing the biodiversity of ecological communities. We now know that their shape changes as a function of the size of area sampled. Here we analyze the scaling properties of species abundance distributions by using the moments of the logarithmically transformed number of individuals. We find that the moments as a function of area size are well fitted by power laws and we use this pattern to estimate the species abundance distribution for areas larger than those sampled. To reconstruct the species abundance distribution from its moments, we use discrete Tchebichef polynomials. We exemplify the method with data on tree and shrub species from a 50 ha plot of tropical rain forest on Barro Colorado Island, Panama. We test the method within the 50 ha plot, and then we extrapolate the species abundance distribution for areas up to 5 km². Our results project that for areas above 50 ha the species abundance distributions have a bimodal shape with a local maximum occurring for the singleton classes and that this maximum increases with sampled area size.     

Alu and LINE1 distributions in the human chromosomes: evidence of global genomic organization expressed in the form of power laws

Spatial distribution and clustering of repetitive elements are extensively studied during the last years, as well as their colocalization with other genomic components. Here we investigate the large-scale features of Alu and LINE1 spatial arrangement in the human genome by studying the size distribution of interrepeat distances. In most cases, we have found power-law size distributions extending in several orders of magnitude. We have also studied the correlations of the extent of the power law (linear region in double-logarithmic scale) and of the corresponding exponent (slope) with other genomic properties. A model has been formulated to explain the formation of the observed power laws. According to the model, 2 kinds of events occur repetitively in evolutionary time: random insertion of several types of intruding sequences and occasional loss of repeats belonging to the initial population due to "elimination" events. This simple mechanism is shown to reproduce the observed power-law size distributions and is compatible with our present knowledge on the dynamics of repeat proliferation in the genome.     

Urban scaling and its deviations: revealing the structure of wealth, innovation and crime across cities

With urban population increasing dramatically worldwide, cities are playing an increasingly critical role in human societies and the sustainability of the planet. An obstacle to effective policy is the lack of meaningful urban metrics based on a quantitative understanding of cities. Typically, linear per capita indicators are used to characterize and rank cities. However, these implicitly ignore the fundamental role of nonlinear agglomeration integral to the life history of cities. As such, per capita indicators conflate general nonlinear effects, common to all cities, with local dynamics, specific to each city, failing to provide direct measures of the impact of local events and policy. Agglomeration nonlinearities are explicitly manifested by the superlinear power law scaling of most urban socioeconomic indicators with population size, all with similar exponents (1.15). As a result larger cities are disproportionally the centers of innovation, wealth and crime, all to approximately the same degree. We use these general urban laws to develop new urban metrics that disentangle dynamics at different scales and provide true measures of local urban performance. New rankings of cities and a novel and simpler perspective on urban systems emerge. We find that local urban dynamics display long-term memory, so cities under or outperforming their size expectation maintain such (dis)advantage for decades. Spatiotemporal correlation analyses reveal a novel functional taxonomy of U.S. metropolitan areas that is generally not organized geographically but based instead on common local economic models, innovation strategies and patterns of crime.     

On Scaling of Scientific Knowledge Production in U.S. Metropolitan Areas

Using data on all scientific publications from the Scopus database, we find a superlinear scaling effect for U.S. metropolitan areas as indicated by the increase of per capita publication output with city size. We also find that the variance of residuals is much higher for mid-sized cities (100,000 to 500,000 inhabitants) compared to larger cities. The latter result is indicative of the critical mass required to establish a scientific center in a particular discipline. Finally, we observe that the largest cities publish much less than the scaling law would predict, indicating that the largest cities are relatively unattractive locations for scientific research.     

Anisotropy and anharmonicity of atomic fluctuations in proteins: analysis of a molecular dynamics simulation

Positional probability density functions (pdf) for the atomic fluctuations are determined from a molecular dynamics simulation for hen egg-white lysozyme. Most atoms are found to have motions that are highly anisotropic but only slightly anharmonic. The largest deviations from harmonic motion are in the direction of the largest rms fluctuations in the local principal axis frame. Backbone atoms tend to be more nearly harmonic than sidechain atoms. The atoms with the largest anharmonicities tend to have pdfs with multiple peaks, each of which is close to harmonic. Several model pdfs are evaluated on the basis of how well they fit probability densities from the dynamics simulations when parameterized in terms of the moments of the distribution. Gram-Charlier and Edgeworth perturbation expansions, which have been successful in describing the motions of small molecules in crystals, are shown to be inadequate for the distributions found in the dynamics of proteins. Multipeaked distribution functions are found to be more appropriate.     

Universities Scale Like Cities

Recent studies of urban scaling show that important socioeconomic city characteristics such as wealth and innovation capacity exhibit a nonlinear, particularly a power law scaling with population size. These nonlinear effects are common to all cities, with similar power law exponents. These findings mean that the larger the city, the more disproportionally they are places of wealth and innovation. Local properties of cities cause a deviation from the expected behavior as predicted by the power law scaling. In this paper we demonstrate that universities show a similar behavior as cities in the distribution of the ‘gross university income’ in terms of total number of citations over ‘size’ in terms of total number of publications. Moreover, the power law exponents for university scaling are comparable to those for urban scaling. We find that deviations from the expected behavior can indeed be explained by specific local properties of universities, particularly the field-specific composition of a university, and its quality in terms of field-normalized citation impact. By studying both the set of the 500 largest universities worldwide and a specific subset of these 500 universities -the top-100 European universities- we are also able to distinguish between properties of universities with as well as without selection of one specific local property, the quality of a university in terms of its average field-normalized citation impact. It also reveals an interesting observation concerning the working of a crucial property in networked systems, preferential attachment.     

Positive and Negative Feedbacks and Free-Scale Pattern Distribution in Rural-Population Dynamics

Depopulation of rural areas is a widespread phenomenon that has occurred in most industrialized countries, and has contributed significantly to a reduction in the productivity of agro-ecological resources. In this study, we identified the main trends in the dynamics of rural populations in the Central Pyrenees in the 20^th C and early 21^st C, and used density independent and density dependent models and identified the main factors that have influenced the dynamics. In addition, we investigated the change in the power law distribution of population size in those periods. Populations exhibited density-dependent positive feedback between 1960 and 2010, and a long-term positive correlation between agricultural activity and population size, which has resulted in a free-scale population distribution that has been disrupted by the collapse of the traditional agricultural society and by emigration to the industrialized cities. We concluded that complex socio-ecological systems that have strong feedback mechanisms can contribute to disruptive population collapses, which can be identified by changes in the pattern of population distribution.     

Urban Scaling of Cities in the Netherlands

We investigated the socioeconomic scaling behavior of all cities with more than 50,000 inhabitants in the Netherlands and found significant superlinear scaling of the gross urban product with population size. Of these cities, 22 major cities have urban agglomerations and urban areas defined by the Netherlands Central Bureau of Statistics. For these major cities we investigated the superlinear scaling for three separate modalities: the cities defined as municipalities, their urban agglomerations and their urban areas. We find superlinearity with power-law exponents of around 1.15. But remarkably, both types of agglomerations underperform if we compare for the same size of population an agglomeration with a city as a municipality. In other words, an urban system as one formal municipality performs better as compared to an urban agglomeration with the same population size. This effect is larger for the second type of agglomerations, the urban areas. We think this finding has important implications for urban policy, in particular municipal reorganizations. A residual analysis suggests that cities with a municipal reorganization recently and in the past decades have a higher probability to perform better than cities without municipal restructuring.     

Sampling for global epidemic models and the topology of an international airport network

Mathematical models that describe the global spread of infectious diseases such as influenza, severe acute respiratory syndrome (SARS), and tuberculosis (TB) often consider a sample of international airports as a network supporting disease spread. However, there is no consensus on how many cities should be selected or on how to select those cities. Using airport flight data that commercial airlines reported to the Official Airline Guide (OAG) in 2000, we have examined the network characteristics of network samples obtained under different selection rules. In addition, we have examined different size samples based on largest flight volume and largest metropolitan populations. We have shown that although the bias in network characteristics increases with the reduction of the sample size, a relatively small number of areas that includes the largest airports, the largest cities, the most-connected cities, and the most central cities is enough to describe the dynamics of the global spread of influenza. The analysis suggests that a relatively small number of cities (around 200 or 300 out of almost 3000) can capture enough network information to adequately describe the global spread of a disease such as influenza. Weak traffic flows between small airports can contribute to noise and mask other means of spread such as the ground transportation.     

The scaling of green space coverage in European cities

Most people on the planet live in dense aggregations, and policy directives emphasize green areas within cities to ameliorate some of the problems of urban living. Benefits of urban green spaces range from physical and psychological health to social cohesion, ecosystem service provision and biodiversity conservation. Green space coverage differs enormously among cities, yet little is known about the correlates or geography of this variation. This is important because urbanization is accelerating and the consequences for green space are unclear. Here, we use standardized major axis regression to explore the relationships between urban green space coverage, city area and population size across 386 European cities. We show that green space coverage increases more rapidly than city area, yet declines only weakly as human population density increases. Thus, green space provision within a city is primarily related to city area rather than the number of inhabitants that it serves, or a simple space-filling effect. Thus, compact cities (small size and high density) show very low per capita green space allocation. However, at high levels of urbanicity, the green space network is robust to further city compaction. As cities grow, interactions between people and nature depend increasingly on landscape quality outside formal green space networks, such as street plantings, or the size, composition and management of backyards and gardens.     

Dynamic sampling bias and overdispersion induced by skewed offspring distributions

Natural populations often show enhanced genetic drift consistent with a strong skew in their offspring number distribution. The skew arises because the variability of family sizes is either inherently strong or amplified by population expansions. The resulting allele-frequency fluctuations are large and, therefore, challenge standard models of population genetics, which assume sufficiently narrow offspring distributions. While the neutral dynamics backward in time can be readily analyzed using coalescent approaches, we still know little about the effect of broad offspring distributions on the forward-in-time dynamics, especially with selection. Here, we employ an asymptotic analysis combined with a scaling hypothesis to demonstrate that over-dispersed frequency trajectories emerge from the competition of conventional forces, such as selection or mutations, with an emerging time-dependent sampling bias against the minor allele. The sampling bias arises from the characteristic time-dependence of the largest sampled family size within each allelic type. Using this insight, we establish simple scaling relations for allele-frequency fluctuations, fixation probabilities, extinction times, and the site frequency spectra that arise when offspring numbers are distributed according to a power law.     

Modeling fractal structure of city-size distributions using correlation functions

Zipf's law is one the most conspicuous empirical facts for cities, however, there is no convincing explanation for the scaling relation between rank and size and its scaling exponent. Using the idea from general fractals and scaling, I propose a dual competition hypothesis of city development to explain the value intervals and the special value, 1, of the power exponent. Zipf's law and Pareto's law can be mathematically transformed into one another, but represent different processes of urban evolution, respectively. Based on the Pareto distribution, a frequency correlation function can be constructed. By scaling analysis and multifractals spectrum, the parameter interval of Pareto exponent is derived as (0.5, 1]; Based on the Zipf distribution, a size correlation function can be built, and it is opposite to the first one. By the second correlation function and multifractals notion, the Pareto exponent interval is derived as [1, 2). Thus the process of urban evolution falls into two effects: one is the Pareto effect indicating city number increase (external complexity), and the other the Zipf effect indicating city size growth (internal complexity). Because of struggle of the two effects, the scaling exponent varies from 0.5 to 2; but if the two effects reach equilibrium with each other, the scaling exponent approaches 1. A series of mathematical experiments on hierarchical correlation are employed to verify the models and a conclusion can be drawn that if cities in a given region follow Zipf's law, the frequency and size correlations will follow the scaling law. This theory can be generalized to interpret the inverse power-law distributions in various fields of physical and social sciences.     

Network structure and city size

Network structure varies across cities. This variation may yield important knowledge about how the internal structure of the city affects its performance. This paper systematically compares a set of surface transportation network structure variables (connectivity, hierarchy, circuity, treeness, entropy, accessibility) across the 50 largest metropolitan areas in the United States. A set of scaling parameters are discovered to show how network size and structure vary with city size. These results suggest that larger cities are physically more inter-connected. Hypotheses are presented as to why this might obtain. This paper then consistently measures and ranks access to jobs across 50 US metropolitan areas. It uses that accessibility measure, along with network structure variables and city size to help explain journey-to-work time and auto mode share in those cities. A 1 percent increase in accessibility reduces average metropolitan commute times by about 90 seconds each way. A 1 percent increase in network connectivity reduces commute time by 0.1 percent. A 1 percent increase in accessibility results in a 0.0575 percent drop in auto mode share, while a 1 percent increase in treeness reduces auto mode share by 0.061 percent. Use of accessibility and network structure measures is important for planning and evaluating the performance of network investments and land use changes.     

A stochastic model for extinction and recurrence of epidemics: estimation and inference for measles outbreaks

Epidemic dynamics pose a great challenge to stochastic modelling because chance events are major determinants of the size and the timing of the outbreak. Reintroduction of the disease through contact with infected individuals from other areas is an important latent stochastic variable. In this study we model these stochastic processes to explain extinction and recurrence of epidemics observed in measles. We develop estimating functions for such a model and apply the methodology to temporal case counts of measles in 60 cities in England and Wales. In order to estimate the unobserved spatial contact process we suggest a method based on stochastic simulation and marginal densities. The estimation results show that it is possible to consider a unified model for the UK cities where the parameters depend on the city size. Stochastic realizations from the dynamic model realistically capture the transitions from an endemic cyclic pattern in large populations to irregular epidemic outbreaks in small human host populations.     

Role of demographic dynamics and conflict in the population-area relationship for human languages

Many patterns displayed by the distribution of human linguistic groups are similar to the ecological organization described for biological species. It remains a challenge to identify simple and meaningful processes that describe these patterns. The population size distribution of human linguistic groups, for example, is well fitted by a log-normal distribution that may arise from stochastic demographic processes. As we show in this contribution, the distribution of the area size of home ranges of those groups also agrees with a log-normal function. Further, size and area are significantly correlated: the number of speakers p and the area a spanned by linguistic groups follow the allometric relation a proportional to p2, with an exponent z varying accross different world regions. The empirical evidence presented leads to the hypothesis that the distributions of p and a, and their mutual dependence, rely on demographic dynamics and on the result of conflicts over territory due to group growth. To substantiate this point, we introduce a two-variable stochastic multiplicative model whose analytical solution recovers the empirical observations. Applied to different world regions, the model reveals that the retreat in home range is sublinear with respect to the decrease in population size, and that the population-area exponent z grows with the typical strength of conflicts. While the shape of the population size and area distributions, and their allometric relation, seem unavoidable outcomes of demography and inter-group contact, the precise value of z could give insight on the cultural organization of those human groups in the last thousand years.     

Body size and biomass distributions of carrion visiting beetles: do cities host smaller species?

The question how animal body size changes along urban–rural gradients has received much attention from carabidologists, who noticed that cities harbour smaller species than natural sites. For Carabidae this pattern is frequently connected with increasing disturbance regimes towards cities, which favour smaller winged species of higher dispersal ability. However, whether changes in body size distributions can be generalised and whether common patterns exist are largely unknown. Here we report on body size distributions of carcass-visiting beetles along an urban–rural gradient in northern Poland. Based on samplings of 58 necrophages and 43 predatory beetle species, mainly of the families Catopidae, Silphidae, and Staphylinidae, we found contrary patterns of necrophages and predatory beetles. Body sizes of necrophages decreased towards the city centre and those of predators remained unchanged. Small necrophages and large predators dominated in abundance in the city centre. Necrophage body sizes appeared to be more regularly spaced in the city centre than expected from a random null model and in comparison to the rural pattern, pointing to increased competition.     

The migration game in habitat network: the case of tuna

Long-distance migration is a widespread process evolved independently in several animal groups in terrestrial and marine ecosystems. Many factors contribute to the migration process and of primary importance are intra-specific competition and seasonality in the resource distribution. Adaptive migration in direction of increasing fitness should lead to the ideal free distribution (IFD) which is the evolutionary stable strategy of the habitat selection game. We introduce a migration game which focuses on migrating dynamics leading to the IFD for age-structured populations and in time varying habitats, where dispersal is costly. The model predicts migration dynamics between these habitats and the corresponding population distribution. When applied to Atlantic bluefin tunas, it predicts their migration routes and their seasonal distribution. The largest biomass is located in the spawning areas which have also the largest diversity in the age-structure. Distant feeding areas are occupied on a seasonal base and often by larger individuals, in agreement with empirical observations. Moreover, we show that only a selected number of migratory routes emerge as those effectively used by tunas.     

Tree size distributions in an old-growth temperate forest

Despite the wide variation in the structural characteristics in natural forests, tree size distribution show fundamental similarities that suggest general underlying principles. The metabolic ecology theory predicts the number of individual scales as the −2 power of tree diameter. The demographic equilibrium theory predicts tree size distribution starting from the relationship of size distributions with growth and mortality at demographic equilibrium. Several analytic predictions for tree size distributions are derived from the demographic equilibrium theory, based on different growth and mortality functions. In addition, some purely phenomenological functions, such as polynomial function, have been used to describe the tree size distributions. In this paper, we use the metabolic ecology theory, the demographic equilibrium theory and the polynomial function to predict the tree size distribution for both the whole community and each species in an old-growth temperate forest in northeastern China. The results show that metabolic ecology theory predictions for the scaling of tree abundance with diameter were unequivocally rejected in the studied forest. Although these predictions of demographic theory are the best models for most of the species in the temperate forest, the best models for some species ( Tilia amurensis , Quercus mongolica and Fraxinus mandshurica ) are compound curves (i.e. rotated sigmoid curves), best predicted by the polynomial function. Hence, the size distributions of natural forests were unlikely to be invariant and the predictive ability of general models was limited. As a result, developing a more sophisticated theory to predict tree size distributions remains a complex, yet tantalizing, challenge.