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Each day trillions of emails, phone calls, comments on blogs, twitter messages, exchanges in online social networks, etc. are done. Not only the number of communications has increased, but also each of these transactions leaves a digital trace that can be recorded to reconstruct our high-frequency human activity. It is not only the amount and variety of data that is recorded what is important. Also its high-frequency character and its comprehensive nature have allowed researchers, companies and agencies to investigate individual and group dynamics at an unprecedented level of detail and applied them to client modeling, organizational analysis or epidemic spreading .
When tea is poured in a cup of hot water, we observe a phenomenon called diffusion: in the end particles of tea spread evenly throughout the mass of water and we enjoy our cup of tea. Diffusion occurs as a result of the second law of thermodynamics (increase of entropy) and can be modeled quantitatively using the diffusion equation (or heat equation). This is a funny equation, since it establishes that the velocity of spreading is infinite while the mean root square fluctuations of the position of the particles grows in time as