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In this paper we study the iterated birth process of which we examine the first-passage time distributions and the hitting probabilities. Furthermore, linear birth processes, linear and sublinear death processes at Poisson times are…

Probability · Mathematics 2016-03-23 L. Beghin , E. Orsingher

Many natural phenomena exhibit power law behaviour in the distribution of event size. This scaling is successfully reproduced by Self Organized Criticality (SOC). On the other hand, temporal occurrence in SOC models has a Poisson-like…

Statistical Mechanics · Physics 2009-11-11 Eugenio Lippiello , Lucilla de Arcangelis , Cataldo Godano

We analyze waiting times for price changes in a foreign currency exchange rate. Recent empirical studies of high frequency financial data support that trades in financial markets do not follow a Poisson process and the waiting times between…

Physics and Society · Physics 2009-11-11 Naoya Sazuka

A large consensus now seems to take for granted that the distributions of empirical returns of financial time series are regularly varying, with a tail exponent close to 3. We revisit this results and use standard tests as well as develop a…

Physics and Society · Physics 2008-12-10 Y. Malevergne , V. F. Pisarenko , D. Sornette

An original cross sectional dataset referring to a medium sized Italian university is implemented in order to analyze the determinants of scientific research production at individual level. The dataset includes 942 permanent researchers of…

Physics and Society · Physics 2014-07-29 Alberto Baccini , Lucio Barabesi , Martina Cioni , Caterina Pisani

Skewness and kurtosis are fundamental statistical moments commonly used to quantify asymmetry and tail behavior in probability distributions. Despite their widespread application in statistical mechanics, condensed matter physics, and…

Mathematical Physics · Physics 2025-06-23 Carlo De Michele , Samuele De Bartolo

Temporal editing patterns on Wikipedia provide a unique computational lens to explore cultural dynamics across linguistic communities. This study analyses over a decade of editorial activity (2001-2010) across eleven Wikipedia language…

Physics and Society · Physics 2026-03-03 David André Villamil Carrillo , Yérali Gandica

Many time series produced by complex systems are empirically found to follow power-law distributions with different exponents $\alpha$. By permuting the independently drawn samples from a power-law distribution, we present non-trivial…

Data Analysis, Statistics and Probability · Physics 2017-05-24 Fangjian Guo , Dan Yang , Zimo Yang , Zhi-Dan Zhao , Tao Zhou

The effects of saving and spending patterns on holding time distribution of money are investigated based on the ideal gas-like models. We show the steady-state distribution obeys an exponential law when the saving factor is set uniformly,…

Physics and Society · Physics 2009-11-11 Ning Ding , Ning Xi , Yougui Wang

We review briefly the concepts underlying complex systems and probability distributions. The later are often taken as the first quantitative characteristics of complex systems, allowing one to detect the possible occurrence of regularities…

Data Analysis, Statistics and Probability · Physics 2007-07-17 D. Sornette

The heavy-tailed inter-event time distributions are widely observed in many human-activated systems, which may result from both endogenous mechanisms like the highest-priority-first protocol and exogenous factors like the varying global…

Physics and Society · Physics 2015-05-28 Tao Zhou , Zhi-Dan Zhao , Zimo Yang , Changsong Zhou

We consider a two-dimensional time-inhomogeneous birth-death process to model the time-evolution of fake news in a population. The two components of the process represent, respectively, (i) the number of individuals (say spreaders) who know…

Probability · Mathematics 2024-05-13 Antonio Di Crescenzo , Paola Paraggio

Motivated by a host of empirical evidences revealing the bursty character of human dynamics, we develop a model of human activity based on successive switching between an hesitation state and a decision-realization state, with residency…

Physics and Society · Physics 2017-05-15 Alexander V. Zhukov , Sergei Fedotov , Roland Bouffanais

Tropical cyclone (TC) intensity forecasts are issued by human forecasters who evaluate spatio-temporal observations (e.g., satellite imagery) and model output (e.g., numerical weather prediction, statistical models) to produce forecasts…

Machine Learning · Statistics 2021-12-01 Trey McNeely , Galen Vincent , Rafael Izbicki , Kimberly M. Wood , Ann B. Lee

The goal of developing a firmer theoretical understanding of inhomogenous temporal processes -- in particular, the waiting times in some collective dynamical system -- is attracting significant interest among physicists. Quantifying the…

Statistical Finance · Quantitative Finance 2015-06-12 Guannan Zhao , Mark McDonald , Dan Fenn , Stacy Williams , Neil F. Johnson

Starting from the model of continuous time random walk, we focus our interest on random walks in which the probability distributions of the waiting times and jumps have fat tails characterized by power laws with exponent between 0 and 1 for…

Probability · Mathematics 2008-01-03 Rudolf Gorenflo , Entsar A. A. Abdel-Rehim

A generic model of stochastic autocatalytic dynamics with many degrees of freedom $w_i$ $i=1,...,N$ is studied using computer simulations. The time evolution of the $w_i$'s combines a random multiplicative dynamics $w_i(t+1) = \lambda…

Statistical Mechanics · Physics 2009-10-31 Ofer Malcai , Ofer Biham , Sorin Solomon

We study the relaxation response of a social system after endogenous and exogenous bursts of activity using the time-series of daily views for nearly 5 million videos on YouTube. We find that most activity can be described accurately as a…

Physics and Society · Physics 2009-11-13 R. Crane , D. Sornette

We develop stochastic variational inference, a scalable algorithm for approximating posterior distributions. We develop this technique for a large class of probabilistic models and we demonstrate it with two probabilistic topic models,…

Machine Learning · Statistics 2013-04-24 Matt Hoffman , David M. Blei , Chong Wang , John Paisley

Academic papers have been the protagonists in disseminating expertise. Naturally, paper citation pattern analysis is an efficient and essential way of investigating the knowledge structure of science and technology. For decades, it has been…

Digital Libraries · Computer Science 2018-10-23 Jinhyuk Yun , Sejung Ahn , June Young Lee
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