Gorban, Alexander N.; Smirnova, Elena V.; Tyukina, … - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 16, pp. 3193-3217
We study the dynamics of correlation and variance in systems under the load of environmental factors. A universal effect in ensembles of similar systems under the load of similar factors is described: in crisis, typically, even before obvious symptoms of crisis appear, correlation increases,...