Taylor's power law and fluctuation scaling explained by a central-limit-like convergence

Wayne S. Kendal and Bent Jørgensen
Phys. Rev. E 83, 066115 – Published 22 June 2011

Abstract

A power function relationship observed between the variance and the mean of many types of biological and physical systems has generated much debate as to its origins. This Taylor's law (or fluctuation scaling) has been recently hypothesized to result from the second law of thermodynamics and the behavior of the density of states. This hypothesis is predicated on physical quantities like free energy and an external field; the correspondence of these quantities with biological systems, though, remains unproven. Questions can be posed as to the applicability of this hypothesis to the diversity of observed phenomena as well as the range of spatial and temporal scales observed with Taylor's law. We note that the cumulant generating functions derived from this thermodynamic model correspond to those derived over a quarter century earlier for a class of probabilistic models known as the Tweedie exponential dispersion models. These latter models are characterized by variance-to-mean power functions; their phenomenological basis rests with a central-limit-theorem-like property that causes many statistical systems to converge mathematically toward a Tweedie form. We review evaluations of the Tweedie Poisson-gamma model for Taylor's law and provide three further cases to test: the clustering of single nucleotide polymorphisms (SNPs) within the horse chromosome 1, the clustering of genes within human chromosome 8, and the Mertens function. This latter case is a number theoretic function for which a thermodynamic model cannot explain Taylor's law, but where Tweedie convergence remains applicable. The Tweedie models are applicable to diverse biological, physical, and mathematical phenomena that express power variance functions over a wide range of measurement scales; they provide a probabilistic description for Taylor's law that allows mechanistic insight into complex systems without the assumption of a thermodynamic mechanism.

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  • Received 3 September 2010

DOI:https://doi.org/10.1103/PhysRevE.83.066115

©2011 American Physical Society

Authors & Affiliations

Wayne S. Kendal* and Bent Jørgensen

  • Division of Radiation Oncology, University of Ottawa, 501 Smyth Road, Ottawa, Ontario, Canada K1H 8L6 Department of Mathematics and Computer Science, University of Southern Denmark, Campusvej 55, DK-5230 Odense M, Denmark

  • *wkendal@ottawahospital.on.ca
  • bentj@stat.sdu.dk

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Issue

Vol. 83, Iss. 6 — June 2011

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