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Within a Monte Carlo simulation we investigate the statistical properties of an electron flow injected with a Poissonian distribution and transmitted under ballistic regime in the presence of long-range Coulomb interaction. Electrons are…

Mesoscale and Nanoscale Physics · Physics 2009-10-30 O. M. Bulashenko , J. Mateos , D. Pardo , T. Gonzalez , L. Reggiani , J. M. Rubi

Interevent times in temporal contact data from humans and animals typically obey heavy-tailed distributions, and this property impacts contagion and other dynamical processes on networks. We theoretically show that distributions of…

Physics and Society · Physics 2022-02-08 Elohim Fonseca dos Reis , Naoki Masuda

The full counting statistics of a molecular level weakly interacting with a local phonon mode is derived. We find an analytic formula that gives the behavior of arbitrary irreducible moments of the distribution upon phonon excitation. The…

Mesoscale and Nanoscale Physics · Physics 2009-07-27 R. Avriller , A. Levy Yeyati

Event occurrence is not only subject to the environmental changes, but is also facilitated by the events that have occurred in a system. Here, we develop a method for estimating such extrinsic and intrinsic factors from a single series of…

Data Analysis, Statistics and Probability · Physics 2021-01-04 Shinsuke Koyama , Shigeru Shinomoto

In multitasking operating systems, requests for free memory are traditionally modeled as a stochastic counting process with independent, exponentially-distributed interarrival times because of the analytic simplicity such Poisson models…

Performance · Computer Science 2018-03-28 James Garnett , Elizabeth Bradley

Widespread interest in the diffusion of information through social networks has produced a large number of Social Dynamics models. A majority of them use theoretical hypothesis to explain their diffusion mechanisms while the few empirically…

Physics and Society · Physics 2011-05-18 José Luis Iribarren , Esteban Moro

A common assumption when modeling queuing systems is that arrivals behave like a Poisson process with constant parameter. In practice, however, call arrivals are often observed to be significantly overdispersed. This motivates that in this…

Probability · Mathematics 2017-03-07 Mariska Heemskerk , Julia Kuhn , Michel Mandjes

We present a mathematical model for communication subject to both network interference and noise. We introduce a framework where the interferers are scattered according to a spatial Poisson process, and are operating asynchronously in a…

Information Theory · Computer Science 2016-11-17 Pedro C. Pinto , Moe Z. Win

The result provided in this paper helps complete a unified picture of the scaling behavior in heavy-tailed stochastic models for transmission of packet traffic on high-speed communication links. Popular models include infinite source…

Probability · Mathematics 2010-08-17 Clément Dombry , Ingemar Kaj

Consider two independent Poisson point processes of unit intensity in the Euclidean space of dimension $d$ at least 3. We construct a perfect matching between the two point sets that is a factor (i.e., an equivariant measurable function of…

Probability · Mathematics 2025-02-14 Adam Timar

The Poisson probability distribution is frequently encountered in physical science measurements. In spite of the simplicity and familiarity of this distribution, there is considerable confusion among physicists concerning the description of…

Data Analysis, Statistics and Probability · Physics 2026-04-22 Frank C. Porter

A compound Poisson process whose randomized time is an independent Poisson process is called compound Poisson process with Poisson subordinator. We provide its probability distribution, which is expressed in terms of the Bell polynomials,…

Probability · Mathematics 2015-11-18 Antonio Di Crescenzo , Barbara Martinucci , Shelemyahu Zacks

Solar flares, email exchanges, and many natural or social systems exhibit bursty dynamics, with periods of intense activity separated by long inactivity. These patterns often follow power- law distributions in inter-event intervals or event…

Physics and Society · Physics 2025-10-23 Pavlo Bulanchuk , Sue Ann Koay , Sandro Romani

We review the decomposition method of stock return cross-correlations, presented previously for studying the dependence of the correlation coefficient on the resolution of data (Epps effect). Through a toy model of random walk/Brownian…

Statistical Finance · Quantitative Finance 2009-01-11 Bence Toth , Balint Toth , Janos Kertesz

We consider a one-dimensional gas of $N$ independent Brownian particles subject to simultaneous stochastic resetting, with inter-reset times drawn from a general waiting-time distribution $\psi(\tau)$. This includes the well-known…

Statistical Mechanics · Physics 2026-01-28 Gabriele de Mauro , Marco Biroli , Satya N. Majumdar , Gregory Schehr

Neural computations arising from myriads of interactions between spiking neurons can be modeled as network dynamics with punctuate interactions. However, most relevant dynamics do not allow for computational tractability. To circumvent this…

Probability · Mathematics 2024-04-09 Michel Davydov

We experimentally study a gas of $N = 8$ one-dimensional Brownian particles, each confined in a harmonic trap with identical stiffness. The stiffness switches simultaneously between two values at random Poissonian times. This collective…

Statistical Mechanics · Physics 2025-08-12 Marco Biroli , Sergio Ciliberto , Manas Kulkarni , Satya N. Majumdar , Artyom Petrosyan , Gregory Schehr

Human social interactions tend to vary in intensity over time, whether they are in person or online. Variable rates of interaction in structured populations can be described by networks with the time-varying activity of links and nodes. One…

Physics and Society · Physics 2023-04-17 Anzhi Sheng , Qi Su , Aming Li , Long Wang , Joshua B. Plotkin

We derive an analytical approximation to the probability distribution function (pdf) for the response of Mathieu's equation under parametric excitation by a random process with a spectrum peaked at the main resonant frequency, motivated by…

Dynamical Systems · Mathematics 2017-06-05 Mustafa A. Mohamad , Themistoklis P. Sapsis

As a first step toward a characterization of the limiting extremal process of branching Brownian motion, we proved in a recent work [Comm. Pure Appl. Math. 64 (2011) 1647-1676] that, in the limit of large time $t$, extremal particles…

Probability · Mathematics 2012-09-25 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler