Related papers: Towards the understanding of human dynamics
One of the basic frameworks in science views behavioral products as a process within a dynamic system. The mechanism might be seen as a representation of many instances of centralized control in real time. Many real systems, however,…
Statistical thermodynamics has a universal appeal that extends beyond molecular systems, and yet, as its tools are being transplanted to fields outside physics, the fundamental question, \textit{what is thermodynamics?}, has remained…
We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…
We carry out a systematic study of uncertainty measures that are generic to dynamical processes of varied origins, provided they induce suitable continuous probability distributions. The major technical tool are the information theory…
We take a new look at the problem of disentangling the volatility and jumps processes of daily stock returns. We first provide a computational framework for the univariate stochastic volatility model with Poisson-driven jumps that offers a…
Response latency -- the time taken to initiate or complete an action or task -- is one of the principal measures used to investigate the mechanisms subserving human and animal cognitive processes. The right tails of response latency…
Random walks serve as important tools for studying complex network structures, yet their dynamics in cases where transition probabilities are not static remain under explored and poorly understood. Here we study nonlinear random walks that…
By analyzing empirical time headway distributions of traffic flow, a hypothesis about the underlying stochastic process can be drawn. The results found lead to the assumption that the headways $T_i$ of individual vehicles follow a linear…
This review article provides an overview of recent work in the modeling and analysis of recurrent events arising in engineering, reliability, public health, biomedicine and other areas. Recurrent event modeling possesses unique facets…
A new model, called "Human Dynamics", has been recently proposed that individuals execute activities based on a perceived priority of tasks, which can be characterized by a power-law distribution of waiting time between consecutive tasks…
We study dynamical fluctuations in overdamped diffusion processes driven by time periodic forces. This is done by studying fluctuation functionals (rate functions from large deviation theory), of fluctuations around the non-equilibrium…
Human travelling behaviours are markedly regular, to a large extent, predictable, and mostly driven by biological necessities (\eg sleeping, eating) and social constructs (\eg school schedules, synchronisation of labour). Not surprisingly,…
Many socio-economic and biological processes can be modeled as systems of interacting individuals. The behaviour of such systems can be often described within game-theoretic models. In these lecture notes, we introduce fundamental concepts…
When complex systems are driven to extinction by some external factor, their non-stationary dynamics can present an intermittent behaviour between relative tranquility and burst of activity whose consequences are often catastrophic. To…
We introduce the notion of a quasistatic dynamical system, which generalizes that of an ordinary dynamical system. Quasistatic dynamical systems are inspired by the namesake processes in thermodynamics, which are idealized processes where…
Modeling human dynamics responsible for the formation and evolution of the so-called social networks - structures comprised of individuals or organizations and indicating connectivities existing in a community - is a topic recently…
We investigate statistical inference across time scales. We take as toy model the estimation of the intensity of a discretely observed compound Poisson process with symmetric Bernoulli jumps. We have data at different time scales:…
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…
Understanding the evolutionary dynamics of reinforcement learning under multi-agent settings has long remained an open problem. While previous works primarily focus on 2-player games, we consider population games, which model the strategic…
Accurate modeling of opinion dynamics has the potential to help us understand polarization and what makes effective political discourse possible or impossible. Here, we use physics-based methods to model the evolution of political opinions…