Data Analysis, Statistics and Probability
Motivated by the dynamics of resonant neurons we discuss the properties of the first passage time (FPT) densities for nonmarkovian differentiable random processes. We start from an exact expression for the FPT density in terms of an…
We introduce a model of proportional growth to explain the distribution of business firm growth rates. The model predicts that the distribution is exponential in the central part and depicts an asymptotic power-law behavior in the tails…
The experimental issue of the search for new particles of unknown mass poses the challenge of exploring a wide interval to look for the usual signatures represented by excess of events above the background. A side effect of such a broad…
On the basis of our mixed-signal simulations we report significant stochastic resonance induced input-output signal improvement in the double-well system for aperiodic input types. We used a pulse train with randomised pulse locations and a…
Edwards transformations relating inertial frames with arbitrary clock synchronization are reminded and put in more general setting. Their group theoretical context is described.
The distribution of return intervals of extreme events is studied in time series characterized by finite-term correlations with non-exponential decay. Precisely, it has been analyzed the statistics of the return intervals of extreme values…
A new approach is presented to describe the change in the statistics of the log return distribution of financial data as a function of the timescale. To this purpose a measure is introduced, which quantifies the distance of a considered…
A concept of neighborhood in complex networks is addressed based on the criterion of the minimal number os steps to reach other vertices. This amounts to, starting from a given network $R_1$, generating a family of networks $R_\ell,…
Complex network theory is used to investigate the structure of meaningful concepts in written texts of individual authors. Networks have been constructed after a two phase filtering, where words with less meaning contents are eliminated,…
We demonstrate in numerical experiments that estimators of strength and directionality of coupling between oscillators based on modeling of their phase dynamics [D.A. Smirnov and B.P. Bezruchko, Phys. Rev. E 68, 046209 (2003)] are widely…
In the real world, experimental data are rarely, if ever, distributed as a normal (Gaussian) distribution. As an example, a large set of data--such as the cross sections for particle scattering as a function of energy contained in the…
The power spectrum of quantum fluctuations of the electromagnetic field produced by an elementary particle is determined. It is found that in a wide range of practically important frequencies the power spectrum of fluctuations exhibits an…
We introduce a non-perturbative two scale Kirchhoff theory, in the context of light scattering by a rough surface. This is a two scale theory which considers the roughness both in the wavelength scale (small scale) and in the scales much…
We present a Bayesian dynamical inference method for characterizing cardiorespiratory (CR) dynamics in humans by inverse modelling from blood pressure time-series data. This new method is applicable to a broad range of stochastic dynamical…
We present a least squares method for estimating parameters from measurements of event yields in the presence of background and crossfeed. We adopt a unified approach to incorporating the statistical and systematic uncertainties on the…
A new technique is introduced to reconstruct a nonlinear stochastic model of the cardiorespiratory interaction. Its inferential framework uses a set of polynomial basis functions representing the nonlinear force governing the system…
A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…
The miltifractal properties and scaling behaviour of the exchange rate variations of the Iranian rial against the US dollar from a daily perspective is numerically investigated. For this purpose the multifractal detrended fluctuation…
Novel String Banana Template Method (SBTM) for track reconstruction in high multiplicity events in non-uniform magnetic field spectrometer with emphasis on the lowest momenta tracks with significant Multiple Scattering (MS) is described.…
We study the functional link between the Hurst parameter and the Normalized Total Wavelet Entropy when analyzing fractional Brownian motion (fBm) time series--these series are synthetically generated. Both quantifiers are mainly used to…