Scale invariance

The Wiener process is scale-invariant

In physics, mathematics and statistics, scale invariance is a feature of objects or laws that do not change if scales of length, energy, or other variables, are multiplied by a common factor, and thus represent a universality.

The technical term for this transformation is a dilatation (also known as dilation). Dilatations can form part of a larger conformal symmetry.

  • In mathematics, scale invariance usually refers to an invariance of individual functions or curves. A closely related concept is self-similarity, where a function or curve is invariant under a discrete subset of the dilations. It is also possible for the probability distributions of random processes to display this kind of scale invariance or self-similarity.
  • In classical field theory, scale invariance most commonly applies to the invariance of a whole theory under dilatations. Such theories typically describe classical physical processes with no characteristic length scale.
  • In quantum field theory, scale invariance has an interpretation in terms of particle physics. In a scale-invariant theory, the strength of particle interactions does not depend on the energy of the particles involved.
  • In statistical mechanics, scale invariance is a feature of phase transitions. The key observation is that near a phase transition or critical point, fluctuations occur at all length scales, and thus one should look for an explicitly scale-invariant theory to describe the phenomena. Such theories are scale-invariant statistical field theories, and are formally very similar to scale-invariant quantum field theories.
  • Universality is the observation that widely different microscopic systems can display the same behaviour at a phase transition. Thus phase transitions in many different systems may be described by the same underlying scale-invariant theory.
  • In general, dimensionless quantities are scale-invariant. The analogous concept in statistics are standardized moments, which are scale-invariant statistics of a variable, while the unstandardized moments are not.

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