In such systems we can define a certain time-dependent stochastic variable x . We are interested in computing the probability distribution of x at various instants of time i.e. f ( x , t ) . The numerical value of f and the typical or mean value of x generally changes over time. The question is: what happens to the corresponding dimensionless variables? If the numerical values of the dimensional quantities change, but corresponding dimensionless quantities remain invariant then we can argue that snapshots of the system at different times are similar. When this happens we say that the system is self-similar.