Defining and measuring proximity to criticality

Abstract

Over the half century since the renormalization group (RG) brought about deep understanding of critical phenomena in condensed matter physics, it has been claimed that diverse social, engineered, astrophysical, and biological systems operate close to criticality. However, these systems do not afford the neat phase diagrams and exquisite control available in condensed matter physics. How can one assess proximity to criticality when control parameters are unknown, difficult to manipulate experimentally, and fluctuating in response to changing environmental or internal conditions? Here we meet this challenge with a rigorous theoretical framework and data-analytic strategy for measuring proximity to criticality from observed system dynamics. We developed a temporal RG, well-suited to commonly measured time series, and an information theoretic quantification of proximity to criticality that is independent of model parameterization. After benchmarking our approach on diverse ground-truth cases, we apply it to recordings of spiking activity in the mammalian brain, addressing a long-standing controversy. We show that brain dynamics shift closer to criticality during wakefulness and shift away during deep sleep.