  Using empirical data from a social media site (Twitter) and on trading
volumes of financial securities, we analyze the correlated human activity in
massive social organizations. The activity, typically excited by real-world
events and measured by the occurrence rate of international brand names and
trading volumes, is characterized by intermittent fluctuations with bursts of
high activity separated by quiescent periods. These fluctuations are broadly
distributed with an inverse cubic tail and have long-range temporal
correlations with a $1/f$ power spectrum. We describe the activity by a
stochastic point process and derive the distribution of activity levels from
the corresponding stochastic differential equation. The distribution and the
corresponding power spectrum are fully consistent with the empirical
observations.
