Related papers: Multifractality of the multiplicative autoregressi…
Random input patterns induce a partition of the coupling space of feed-forward neural networks into different cells according to the generated output sequence. For the perceptron this partition forms a random multifractal for which the…
Multi-output regression problems are commonly encountered in science and engineering. In particular, multi-output Gaussian processes have been emerged as a promising tool for modeling these complex systems since they can exploit the…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
We present a general class of spatio-temporal stochastic processes describing the causal evolution of a positive-valued field in space and time. The field construction is based on independently scattered random measures of Levy type whose…
The diversity of diffusive systems exhibiting long-range correlations characterized by a stochastically varying Hurst exponent calls for a generic multifractional model. We present a simple, analytically tractable model which fills the gap…
Stochasticity is one of the most extensively researched topics in laboratory and space plasmas since it has been successful in explaining the various anomalous processes like transport, particle heating, particle loss etc. Since there is a…
Reaction diffusion systems describe the behaviour of dynamic, interacting, particulate systems. Quantum stochastic processes generalise Brownian motion and Poisson processes, having operator valued It\^{o} calculus machinery. Here it is…
This work defines two classes of processes, that we term {\it tempered fractional multistable motion} and {\it tempered multifractional stable motion}. They are extensions of fractional multistable motion and multifractional stable motion,…
A tutorial review is given of some developments and applications of stochastic processes from the point of view of the practicioner physicist. The index is the following: 1.- Introduction 2.- Stochastic Processes 3.- Transient Stochastic…
We present a simple stochastic mechanism which generates pulse trains exhibiting a power law distribution of the pulse intervals and a $1/f^\alpha$ power spectrum over several decades at low frequencies with $\alpha$ close to one. The…
Random Telegraph Noise is a ubiquitous process manifesting across technology and the natural world. It is characterized by random jumps between two distinct states with Poissonian waiting times, and is the origin of 1/f noise. Understanding…
The problem of inverse statistics (statistics of distances for which the signal fluctuations are larger than a certain threshold) in differentiable signals with power law spectrum, $E(k) \sim k^{-\alpha}$, $3 \le \alpha < 5$, is discussed.…
Macroscopic systems often display phase transitions where certain physical quantities are singular or self-similar at different (spatial) scales. Such properties of systems are currently characterized by some order parameters and a few…
The paper starts from the observation on the complexity of the manipulation of fuzzy processes that increases very rapidly with the extents of the processes representation. Therefore, a productive approach is to divide the problem into…
Many complex systems generate multifractal time series which are long-range cross-correlated. Numerous methods have been proposed to characterize the multifractal nature of these long-range cross correlations. However, several important…
In this paper, we extend the fluctuation theorems used for quantum channels to multitime processes. The fluctuation theorems for quantum channels are less restrictive. We show that the given entropy production can be equal to the result of…
This paper reviews and extends some recent results on the multivariate fractional Brownian motion (mfBm) and its increment process. A characterization of the mfBm through its covariance function is obtained. Similarly, the correlation and…
Using renormalization group methods we study multifractality in directed percolation. Our approach is based on random lattice networks consisting of resistor like and diode like bonds with microscopic noise. These random resistor diode…
We study the role of multiplicative stochastic processes in the description of the dynamics of an order parameter near a critical point. We study equilibrium, as well as, out-of-equilibrium properties. By means of a functional formalism, we…
The log-likelihood of a generative model often involves both positive and negative terms. For a temporal multivariate point process, the negative term sums over all the possible event types at each time and also integrates over all the…