Related papers: Recent developments in superstatistics
The recurrence times between extreme events have been the central point of statistical analyses in many different areas of science. Simultaneously, the Poincar\'e recurrence time has been extensively used to characterize nonlinear dynamical…
We apply a simple method to provide explicit expressions for different scaling exponents in intermittent fully developed turbulence, that before were only given through a Legendre transform. This includes predictability exponents for…
We introduce and analyze a phenomenological model for anti-angiogenic therapy in the treatment of metastatic cancers. It is a structured transport equation with a nonlocal boundary condition describing the evolution of the density of…
High-dimensional time series datasets are becoming increasingly common in many areas of biological and social sciences. Some important applications include gene regulatory network reconstruction using time course gene expression data, brain…
Here, we introduce a new class of Lindley generated distributions which results in more flexible model with increasing failure rate (IFR), decreasing failure rate(DFR) and up-side down hazard functions for different choices of parametric…
Survival models are used in various fields, such as the development of cancer treatment protocols. Although many statistical and machine learning models have been proposed to achieve accurate survival predictions, little attention has been…
The paper is concerned with stochastic approximation procedures having three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function. We…
A unified approach is proposed to describe the statistics of the short time dynamics of multiscale complex systems. The probability density function of the relevant time series (signal) is represented as a statistical superposition of a…
This book covers a wide range of problems involving the applications of stochastic processes, stochastic calculus, large deviation theory, group representation theory and quantum statistics to diverse fields in dynamical systems,…
In ergodic physical systems, time-averaged quantities converge (for large times) to their ensemble-averaged values. Large deviation theory describes rare events where these time averages differ significantly from the corresponding ensemble…
Superstatistics is a framework in nonequilibrium statistical mechanics that successfully describes a wide variety of complex systems, including hydrodynamic turbulence, weakly-collisional plasmas, cosmic rays, power grid fluctuations, among…
We consider a random trial-based telegraph process, which describes a motion on the real line with two constant velocities along opposite directions. At each epoch of the underlying counting process the new velocity is determined by the…
The block maxima method is a classical and widely applied statistical method for time series extremes. It has recently been found that respective estimators whose asymptotics are driven by empirical means can be improved by using sliding…
We develop a method that relates the truncated cumulant-function of the fourth order with the L\'evian cumulant-function. This gives us explicit formulas for the L\'evy-parameters, which allow a real-time analysis of the state of a…
An exposition of the different definitions and approaches to quantum statistics is given, with emphasis in one-dimensional situations. Permutation statistics, scattering statistics and exclusion statistics are analyzed. The Calogero model,…
By the early 1960's advances in statistical physics had established the existence of universality classes for systems with second-order phase transitions and characterized these by critical exponents which are different to the classical…
Processes involving bursts of activity separated by quiescent periods occur across diverse systems and scales. In human dynamics, these phenomena have been described by power-law inter-event time distributions, $P(t)\sim t^{-\alpha}$, with…
Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well-developed, methods for high-dimensional and complex data sets…
A technique for timescale analysis of spectral lags performed directly in the time domain is developed. Simulation studies are made to compare the time domain technique with the Fourier frequency analysis for spectral time lags. The time…
We show that the distribution of the time delay for one-dimensional random potentials is universal in the high energy or weak disorder limit. Our analytical results are in excellent agreement with extensive numerical simulations carried out…