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Created page with "<Strong> Goal: </Strong> We solve the mean field version of the cellular automaton, derive its avalanche statistics and make a connection with the Bienaymé-Galton-Watson process used to describe an epidemic outbreak. = Fully connected (mean field) model for the cellular automaton= Let's study the mean field version of the cellular automata introduced in the previous lecture. We introduce two approximations: * Replace the Laplacian, which is short range, with a mea..."
 
 
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<Strong> Goal: </Strong> We solve the mean field version of the cellular automaton, derive its avalanche statistics and make a connection with the Bienaymé-Galton-Watson process used to describe an epidemic outbreak.
= Avalanches at the Depinning Transition =


In the previous lesson, we studied the dynamics of an interface in a disordered medium under a uniform external force <math>F</math>. In a fully connected model, we derived the force–velocity characteristic and identified the critical depinning force <math>F_c</math>.


In this lesson, we focus on the avalanches that occur precisely at the depinning transition. To do so, we introduce a new driving protocol: instead of controlling the external force <math>F</math>, we control the position of the interface by coupling it to a parabolic potential. Each block is attracted toward a prescribed position <math>w</math> through a spring of stiffness <math>k_0</math>.


For simplicity, we restrict to the fully connected model, where the distance of block <math>i</math> from its local instability threshold is
<math display="block">
x_i = 1 - (h_{CM} - h_i) - k_0 (w - h_i).
</math>


= Fully connected (mean field) model for the cellular automaton=
The first term represents the elastic pull exerted by the rest of the interface, while the second encodes the external driving through the spring.
Let's study the mean field version of the cellular automata introduced in the previous lecture.
We introduce two approximations:
* Replace the Laplacian, which is short range, with a mean field fully connected interction
<center><math> \sigma_i=  h_{CM} - h_i + m^2(w-h_i),  \quad    </math></center>.


Here <math>h_{CM}</math> is the center-of-mass position of the interface. Because the sum of all internal elastic forces vanishes, the total external force is balanced solely by the pinning forces. The effective external force can thus be written as a function of <math>w</math>:
<math display="block">
F(w) = k_0 (w - h_{CM}).
</math>


* The local threshold are  all equal. In particular we set
As <math>w</math> is increased quasistatically, the force <math>F(w)</math> would increase if <math>h_{CM}</math> were fixed. When an avalanche takes place, <math>h_{CM}</math> jumps forward and <math>F(w)</math> suddenly decreases. However, in the steady state and in the thermodynamic limit <math>N \to \infty</math>, the force recovers a well-defined value. In the limit <math>k_0 \to 0</math>, this force tends to the critical depinning force <math>F_c</math>; at finite <math>k_0</math> it lies slightly below <math>F_c</math>.
<center> <math> \sigma_i^{th}=1, \quad \forall i
</math></center>.


== Quasi-Static Protocol and Avalanche Definition ==


As a consequence, in the limit <math>L\to \infty</math>, the statistical properties of the system are  described by the  distribution of the local stresses <math> \sigma_i </math>. For simplicity, instead of the stresses, we study the distance from threshold
To study avalanches, the position <math>w</math> is increased '''quasi-statically''' so that the block closest to its instability threshold reaches it,
<center><math> x_i = 1-\sigma_i
<math display="block">x_i = 0.</math>
</math></center>
The instability occurs when a block is at <math> x_i =0 </math> and is followed by its stabilization and a redistribution on all the blocks :


<center>
This block is the '''epicenter''' of the avalanche: it becomes unstable and jumps to the next well.
<math>
 
\begin{cases}  
When block <math>i</math> jumps by <math>\Delta</math>, both the elastic contribution and the driving spring relax. This gives
x_i=0 \to x_i= \Delta & (stabilization) \\
<math display="block">
x_{j}  \to  x_j- \frac{1}{L} \frac{\Delta}{1 + m^2} & (redistribution) \\
\begin{cases}
x_i = 0 \;\longrightarrow\; x_i = \Delta (1 + k_0), \\[6pt]
x_j \;\longrightarrow\; x_j - \dfrac{\Delta}{N} \quad (j \neq i).
\end{cases}
\end{cases}
</math>
</math>
</center>


The key feature of the quasi-static protocol is that <math>w</math> does not evolve during the avalanche: all subsequent destabilizations are triggered exclusively by previously unstable blocks.
It is convenient to organize the avalanche into generations of unstable sites:
* First generation: the epicenter.
* Second generation: sites destabilized by it.
* Third generation: sites destabilized by generation two.
* And so on.
This hierarchical construction allows us to compute avalanche amplification step by step.
== Derivation of the Evolution Equation ==
Our goal is to determine the distribution <math>P_w(x)</math> of distances to threshold at fixed <math>w</math>.
We shift the parabola by <math>w \to w + \mathrm{d}w</math>. Before the shift:
<math display="block">
x_i(w) = 1 - k_0(w - h_i(w)) - (h_{CM}(w) - h_i(w)).
</math>
We now follow the dynamics generation by generation.
=== First generation ===
During the shift, the center of mass has not yet moved.
* Stable blocks (<math>x_i > k_0dw</math>):
<math display="block">
x_i^{t=1} = x_i - k_0dw.
</math>
* Blocks with <math>0 < x_i < k_0dw</math> are unstable. Since <math>dw</math> is infinitesimal, their fraction is
<math display="block">
P_w(0)\,k_0dw.
</math>
Unstable blocks first relax to ($x_i=0$) and are
then reinjected with a random kick $\Delta$ drawn from $g(\Delta)$,
leading to
\[
x_i^{t=1} = (1+k_0)\Delta.
\]
Let <math>p(x)\,dx</math> be the probability that an unstable block stabilizes in the interval <math>(x, x+dx)</math>.
By change of variables we have
<math display="block">
p(x)\,dx = g(\Delta)\,d\Delta.
</math>
Since <math>x = (1+k_0)\Delta</math>, it follows that <math>\Delta = \frac{x}{1+k_0}</math> and
<math display="block">
d\Delta = \frac{dx}{1+k_0}.
</math>
Therefore,
<math display="block">
p(x) = \frac{1}{1+k_0}\, g\!\left(\frac{x}{1+k_0}\right).
</math>
=== Second generation ===
The parabola is now fixed, but the center of mass has advanced:
<math display="block">
h_{CM} \to h_{CM} + \overline{\Delta}\,P_w(0)\,k_0dw.
</math>
Thus all sites shift again toward instability.
* Stable sites:
<math display="block">
x_i^{t=2}
=
x_i
-
\left(1+\overline{\Delta}P_w(0)\right)k_0dw.
</math>
* Newly unstable fraction:
<math display="block">
P_w(0)k_0dw + \left(\overline{\Delta}P_w(0)\right)P_w(0)k_0dw .
</math>
=== Higher generations ===
Iterating produces a geometric amplification:
<math display="block">
1+\overline{\Delta}P_w(0)
+(\overline{\Delta}P_w(0))^2+\dots
=
\frac{1}{1-\overline{\Delta}P_w(0)}.
</math>
The quantity <math>\overline{\Delta}P_w(0)</math> plays the role of a '''branching ratio''': it measures the average number of sites destabilized by one instability.
For stable sites
<math display="block">
x_i(w+dw) = x_i(w) - \frac{k_0}{1-\overline{\Delta}P_w(0)}\,dw.
</math>
while unstable sites are reinjected at a random location <math>\Delta(1+k_0)</math>. The fraction of unstable sites is
<math display="block">
\frac{P_w(0)}{1-\overline{\Delta}P_w(0)}k_0dw
</math>
is
This yields
<math display="block">
\partial_w P_w(x)
=
\frac{k_0}{1-\overline{\Delta}P_w(0)}
\left[
\partial_x P_w(x)
+
\frac{P_w(0)}{1+k_0}
g\!\left(\frac{x}{1+k_0}\right)
\right].
</math>
== Stationary solution ==
At large <math>w</math>:
<math display="block">
0=
\partial_x P_{\text{stat}}(x)
+
\frac{P_{\text{stat}}(0)}{1+k_0}
g\!\left(\frac{x}{1+k_0}\right).
</math>
Solving:
<math display="block">
P_{\text{stat}}(x)
=
\frac{1}{\overline{\Delta}(1+k_0)}
\int_{x/(1+k_0)}^\infty g(z)\,dz.
</math>
=== Critical Force ===
The average distance from the threshold gives a simple relation for the force acting on the system, namely
<math display="block">
F(k_0)= 1- \overline{x} = 1-(1+k_0) \frac{\overline{\Delta^2}}{2 \overline{\Delta}}.
</math>
In the limit <math>k_0\to 0</math> we obtain:
<math display="block">
F_c = F(k_0\to 0)= 1 - \frac{1}{2}\frac{\overline{\Delta^2}}{\overline{\Delta}}.
</math>
== Avalanches ==
We consider an avalanche starting from a single unstable site <math>x_0=0</math>.
Ordering sites by stability:
<math display="block">x_1<x_2<x_3<\dots</math>
From order statistics:
<math display="block">
\int_0^{x_1}P_w(t)dt=\frac1N.
</math>
Thus
<math display="block">
x_n \sim \frac{n}{NP_w(0)}.
</math>
Each instability gives kicks <math>\Delta/N</math>.
Compare mean kick and mean gap:
<math display="block">
\frac{\overline{\Delta}}{N}
\quad \text{vs}\quad
\frac{1}{NP_w(0)}.
</math>
Criticality occurs when
<math display="block">\overline{\Delta}P_w(0)=1.</math>
Using the stationary solution:
<math display="block">\overline{\Delta}P_w(0)=\frac{1}{1+k_0}.</math>
Hence:
* <math>k_0>0</math> → subcritical.
* <math>k_0=0</math> → critical.
== Mapping to a Random Walk ==
Define the random increments
<math display="block">
\eta_1 = \frac{\Delta_1}{N}- x_1,
\quad
\eta_2 = \frac{\Delta_2}{N}- (x_2-x_1),
\quad
\eta_3 = \frac{\Delta_3}{N}- (x_3-x_2),
\ldots
</math>
and the associated random walk
<math display="block">
X_n = \sum_{i=1}^n \eta_i.
</math>
The mean increment is
<math display="block">
\overline{\eta}
=
\frac{\overline{\Delta}}{N}
-
\frac{1}{N P_w(0)}.
</math>
An avalanche remains active as long as
<math display="block">X_n > 0.</math>


=== Dynamics ===
The avalanche size <math>S</math> is therefore the first-passage time of the walk to zero.
Our goal is thus to determine the distribution <math>P_w(x)</math> of all blocks, given their intial distribution, <math>P_0(x)</math>, and a value of <math> w </math>.
Let's decompose in steps  the dynamics


* <Strong> Drive:</Strong> Increasing <math>w \to w + dw</math> each block decreases its distance to threshold
=== Critical case (k₀ = 0) ===
<center><math> x_i \to x_i - m^2 dw    </math></center>.
As a consequence
<center> <math>P_{w+dw}(x) = P_w(x+m^2 dw) \sim P_w(x) + m^2 dw \partial_x P_w(x)</math></center>


 
At criticality,
*  <Strong> Stabilization :  </Strong>  A fraction <math> m^2 d w P_w(0) </math>  of the blocks is unstable. The stabilization induces the change  <math>m^2 d w P_w(0) \to m^2 d w P_w(0) g(x) </math>. Hence, one writes
<math display="block">
<center> <math> \partial_w P_{w}(x) \sim m^2  \left[\partial_x P_w(x) + P_w(0) g(x) \right] </math> </center>
\overline{\eta}=0,
The stabilization of the unstable blocks induce a drop of the force per unit length 
\qquad
<center><math> m^2 d w P_w(0) \int d x x g(x) = m^2 d w P_w(0)  \overline{\Delta} </math> </center> \
\overline{\Delta}P_w(0)=1.
</math>


*  <Strong> Redistribution  </Strong>  This drop is (partially) compensated by the redistribution. The force acting on all points is increased: 
The jump distribution is symmetric and has zero drift. We set <math>X_0=0</math>.
<center> <math> x_i \to x_i - m^2 dw P_w(0) \frac{\overline{\Delta}}{1+m^2} </math> </center>
Again, most of the distribution will be driven to instability while a fraction of the blocks become unstable... we can write
<center> <math>\partial_w P_{w}(x) = m^2  \left[\partial_x P_w(x) + P_w(0) g(x) \right] \left[ 1+P_w(0) \frac{\overline{\Delta}}{1+m^2} + (P_w(0) \frac{\overline{\Delta}}{1+m^2})^2 +\ldots\right] </math> </center>
and finally:
<center> <math>\partial_w P_{w}(x) = \frac{m^2 }{1 -P_w(0) \frac{\overline{\Delta}}{1+m^2}}  \left[\partial_x P_w(x) + P_w(0) g(x) \right] </math> </center>


== Stationary solution==
Let
<math display="block">
Q(n)=\text{Prob}\left(X_1>0,\dots,X_n>0\right)
</math>
be the survival probability of the walk.


Increasing the drive the distribution converge to the fixed point:
By the Sparre–Andersen theorem, for large <math>n</math>,
<center> <math>0 =  \partial_x P_{\text{stat}}(x) + P_{\text{stat}}(0) g(x)  </math> </center>
<math display="block">
* Determine  <math> P_{\text{stat}}(0) =\frac{1}{\overline{\Delta}}  </math> using
Q(n)\sim \frac{1}{\sqrt{\pi n}}.
<center> <math> 1= \int_0^\infty dx \, P_{\text{stat}}(x)= - \int_0^\infty  dx \, x \partial_x P_{\text{stat}}(x)  </math> </center>
</math>
* Show
<center> <math>  P_{\text{stat}}(x)= \frac{1}{\overline{\Delta}} \int_x^\infty g(z) d z  </math> </center>
which is well normalized.


=== Critical Force===
The avalanche-size distribution is the first-passage probability:
The average distance from the threshold gives a simple relation for the critical force, namely <math>
<math display="block">
1-f_c=  \overline{x}
P(S)=Q(S)-Q(S+1).
</math>. Hence for the automata model we obtain:
</math>
<center> <math>
f_c= 1-  \int_0^\infty  d x x P_{\text{stat}}(x)= 1 - \frac{1}{2}\frac{\overline{\Delta^2}}{\overline{\Delta}}
</math> </center>
==== Exercise: ====
Let's assume an exponential distribution of the thresholds and show
*  <math>  P_{\text{stat}}(x)= e^{-x/\overline{\Delta}}/\overline{\Delta} </math>
*  <math>
f_c= 1- \overline{\Delta}</math>


=== Avalanches or instability?===
Using the asymptotic form,
We consider an avalanche starting from a single unstable site  <math> x_0=0 </math> and the sequence of sites more close to instabitity <math> x_1< x_2<x_3\ldots </math>. For each unstable block, all the blocks receive a random kick:
<math display="block">
<center><math>  \frac{\Delta_1}{(1+m^2)L},\quad  \frac{\Delta_2}{(1+m^2)L}, \quad \frac{\Delta_3}{(1+m^2)L}, \ldots</math></center>
P(S)
with <math> \Delta_1,\Delta_2,\Delta_3, \ldots </math> drwan from <math> g(\Delta) </math> Are these kick able to destabilize other blocks?
\sim
\frac{1}{\sqrt{\pi S}}
-
\frac{1}{\sqrt{\pi (S+1)}}
\sim
\frac{1}{2\sqrt{\pi}}\, S^{-3/2}.
</math>


Thus, at criticality,
<math display="block">
P(S)=\frac{1}{2\sqrt{\pi}}\,S^{-3/2}
\quad (S\gg1).
</math>


Given the initial condition and  <math> w </math>, the state of the system is described by  <math> P_w(x) </math>. From the extreme values theory we know the equation setting the  average  position of the most unstable block is
The universal exponent is
<center><math> \int_0^{x_1} P_w(t) dt =\frac{1}{L}  </math></center>
<math display="block">\tau=\frac{3}{2}.</math>
Hence,  for large systems we have
<center><math> x_1 \sim \frac{1}{L P_w(0)},  \; x_2 \sim \frac{2}{L P_w(0)}, \; x_3 \sim \frac{3}{L P_w(0)}, \ldots  </math></center>
Hence we need to compare the mean value of the kick with the mean gap between nearest unstable sites:
<center><math> \frac{\overline{\Delta}}{(1+m^2)L} \quad \text{versus }\quad  \frac{1}{ P_w(0) L} </math></center>
Note that <math>L </math> simplifies. We expect three possibilities:
* if the mean kick is smaller than the mean gap  the system is subcritical and avalanches quickly  stops.
* if the mean kick is equal to the mean gap  the system is critical and avalanches are power law distributed
* if the mean kick is larger of the mean gap  the system is super-critical and avalanches are unstable.
Note that in the stationary regime the ratio between mean kick and mean gap is <math> 1/(1+m^2) </math>. Hence, the  system is  subcritical when  <math>m>0 </math> and critical for <math>m=0 </math>


This power law is of Gutenberg–Richter type.


====Mapping to the Brownian motion====
=== Finite k₀ > 0 (Subcritical case) ===


Let's define the random jumps  and the associated random walk
Using the stationary solution,
<center><math> \eta_1 = \frac{\Delta_1}{(1+m^2)L}- x_1, \;  \eta_2=\frac{\Delta_2}{(1+m^2)L}- (x_2-x_1), \; \eta_3=\frac{\Delta_3}{(1+m^2)L}- (x_3-x_2)  \ldots 
<math display="block">
  </math></center>
\overline{\Delta}P_{\text{stat}}(0)
<center><math>  
=
X_n= \sum_{i=1}^n \eta_i  \quad \quad \text{with} \; \overline{\eta_i} = \frac{\overline{\Delta}}{L(1+m^2)} -\frac{1}{LP_w(0)}  
\frac{1}{1+k_0},
  </math></center>
</math>
the mean drift becomes
<math display="block">
\overline{\eta}
=
-
k_0\,\frac{\overline{\Delta}}{N}.
</math>


An avalanche is active until <math>
The random walk is weakly biased toward negative values. For small <math>k_0</math>, the walk is only slightly tilted.
X_n </math> is positive. Hence, the size of the avalanche identifies with first passage time of the random walk.
* <Strong> Critical case  </Strong>:  In this case the jump distribution is symmetric and we can set <math> X_0=0</math>. Under these hypothesis the Sparre-Andersen theorem state that the probability that the random walk remains positive for  <math>n</math> steps is independent on the jump disribution and  for a large number of steps becomes <math>Q(n) \sim \frac{1}{\sqrt{\pi n}}</math>. Hence, the distribution avalanche size is
<center><math>  P(S)= Q(S)-Q(S+1) \sim \frac{1}{\sqrt{\pi S}} -\frac{1}{\sqrt{\pi (S+1)}} \sim  \frac{1}{2 \sqrt{\pi}}\frac{1}{S^{3/2}} </math> </center>
This power law is of Gutenberg–Richter type. The universal exponent is  <math>\tau=3/2</math>


* <Strong> Stationary regime</Strong>:  Replacing <math> \frac{1}{LP_w(0)}</math> with  <math> \frac{1}{LP_{\text{stat}}(0)} = \frac{\overline{\Delta}}{L} </math>  we get  <math> \; \overline{\eta_i} \sim - \frac{m^2}{1+m^2} \frac{\overline{\Delta}}{L}</math>. For small m, the random walk is only sliglty tilted. The avalanche distribution will be power law distributed with <math>\tau=3/2</math> until a cut-off
In this case the distribution retains the critical form
<center>  <math> S_{\max} \sim m^{-4}</math> </center>
<math display="block">
P(S)\sim S^{-3/2}
</math>
up to a cutoff set by the inverse squared drift:
<math display="block">
S_{\max}\sim k_0^{-2}.
</math>

Latest revision as of 10:07, 3 March 2026

Avalanches at the Depinning Transition

In the previous lesson, we studied the dynamics of an interface in a disordered medium under a uniform external force F. In a fully connected model, we derived the force–velocity characteristic and identified the critical depinning force Fc.

In this lesson, we focus on the avalanches that occur precisely at the depinning transition. To do so, we introduce a new driving protocol: instead of controlling the external force F, we control the position of the interface by coupling it to a parabolic potential. Each block is attracted toward a prescribed position w through a spring of stiffness k0.

For simplicity, we restrict to the fully connected model, where the distance of block i from its local instability threshold is xi=1(hCMhi)k0(whi).

The first term represents the elastic pull exerted by the rest of the interface, while the second encodes the external driving through the spring.

Here hCM is the center-of-mass position of the interface. Because the sum of all internal elastic forces vanishes, the total external force is balanced solely by the pinning forces. The effective external force can thus be written as a function of w: F(w)=k0(whCM).

As w is increased quasistatically, the force F(w) would increase if hCM were fixed. When an avalanche takes place, hCM jumps forward and F(w) suddenly decreases. However, in the steady state and in the thermodynamic limit N, the force recovers a well-defined value. In the limit k00, this force tends to the critical depinning force Fc; at finite k0 it lies slightly below Fc.

Quasi-Static Protocol and Avalanche Definition

To study avalanches, the position w is increased quasi-statically so that the block closest to its instability threshold reaches it, xi=0.

This block is the epicenter of the avalanche: it becomes unstable and jumps to the next well.

When block i jumps by Δ, both the elastic contribution and the driving spring relax. This gives {xi=0xi=Δ(1+k0),xjxjΔN(ji).

The key feature of the quasi-static protocol is that w does not evolve during the avalanche: all subsequent destabilizations are triggered exclusively by previously unstable blocks.

It is convenient to organize the avalanche into generations of unstable sites:

  • First generation: the epicenter.
  • Second generation: sites destabilized by it.
  • Third generation: sites destabilized by generation two.
  • And so on.

This hierarchical construction allows us to compute avalanche amplification step by step.

Derivation of the Evolution Equation

Our goal is to determine the distribution Pw(x) of distances to threshold at fixed w.

We shift the parabola by ww+dw. Before the shift: xi(w)=1k0(whi(w))(hCM(w)hi(w)).

We now follow the dynamics generation by generation.

First generation

During the shift, the center of mass has not yet moved.

  • Stable blocks (xi>k0dw):

xit=1=xik0dw.

  • Blocks with 0<xi<k0dw are unstable. Since dw is infinitesimal, their fraction is

Pw(0)k0dw.


Unstable blocks first relax to ($x_i=0$) and are then reinjected with a random kick $\Delta$ drawn from $g(\Delta)$, leading to \[ x_i^{t=1} = (1+k_0)\Delta. \] Let p(x)dx be the probability that an unstable block stabilizes in the interval (x,x+dx). By change of variables we have p(x)dx=g(Δ)dΔ. Since x=(1+k0)Δ, it follows that Δ=x1+k0 and dΔ=dx1+k0. Therefore, p(x)=11+k0g(x1+k0).

Second generation

The parabola is now fixed, but the center of mass has advanced: hCMhCM+ΔPw(0)k0dw.

Thus all sites shift again toward instability.

  • Stable sites:

xit=2=xi(1+ΔPw(0))k0dw.

  • Newly unstable fraction:

Pw(0)k0dw+(ΔPw(0))Pw(0)k0dw.

Higher generations

Iterating produces a geometric amplification: 1+ΔPw(0)+(ΔPw(0))2+=11ΔPw(0).

The quantity ΔPw(0) plays the role of a branching ratio: it measures the average number of sites destabilized by one instability.

For stable sites xi(w+dw)=xi(w)k01ΔPw(0)dw. while unstable sites are reinjected at a random location Δ(1+k0). The fraction of unstable sites is Pw(0)1ΔPw(0)k0dw is This yields wPw(x)=k01ΔPw(0)[xPw(x)+Pw(0)1+k0g(x1+k0)].

Stationary solution

At large w: 0=xPstat(x)+Pstat(0)1+k0g(x1+k0).

Solving: Pstat(x)=1Δ(1+k0)x/(1+k0)g(z)dz.

Critical Force

The average distance from the threshold gives a simple relation for the force acting on the system, namely F(k0)=1x=1(1+k0)Δ22Δ.

In the limit k00 we obtain: Fc=F(k00)=112Δ2Δ.

Avalanches

We consider an avalanche starting from a single unstable site x0=0.

Ordering sites by stability: x1<x2<x3<

From order statistics: 0x1Pw(t)dt=1N.

Thus xnnNPw(0).

Each instability gives kicks Δ/N.

Compare mean kick and mean gap: ΔNvs1NPw(0).

Criticality occurs when ΔPw(0)=1.

Using the stationary solution: ΔPw(0)=11+k0.

Hence:

  • k0>0 → subcritical.
  • k0=0 → critical.

Mapping to a Random Walk

Define the random increments η1=Δ1Nx1,η2=Δ2N(x2x1),η3=Δ3N(x3x2), and the associated random walk Xn=i=1nηi.

The mean increment is η=ΔN1NPw(0).

An avalanche remains active as long as Xn>0.

The avalanche size S is therefore the first-passage time of the walk to zero.

Critical case (k₀ = 0)

At criticality, η=0,ΔPw(0)=1.

The jump distribution is symmetric and has zero drift. We set X0=0.

Let Q(n)=Prob(X1>0,,Xn>0) be the survival probability of the walk.

By the Sparre–Andersen theorem, for large n, Q(n)1πn.

The avalanche-size distribution is the first-passage probability: P(S)=Q(S)Q(S+1).

Using the asymptotic form, P(S)1πS1π(S+1)12πS3/2.

Thus, at criticality, P(S)=12πS3/2(S1).

The universal exponent is τ=32.

This power law is of Gutenberg–Richter type.

Finite k₀ > 0 (Subcritical case)

Using the stationary solution, ΔPstat(0)=11+k0, the mean drift becomes η=k0ΔN.

The random walk is weakly biased toward negative values. For small k0, the walk is only slightly tilted.

In this case the distribution retains the critical form P(S)S3/2 up to a cutoff set by the inverse squared drift: Smaxk02.