Related papers: Modelling bursty time series
Scale-free power law structure describes complex networks derived from a wide range of real world processes. The extensive literature focuses almost exclusively on networks with power law exponent strictly larger than 2, which can be…
We investigate the statistics of record breaking events in the time series of crackling bursts in a fiber bundle model of the creep rupture of heterogeneous materials. In the model fibers break due to two mechanisms: slowly accumulating…
We introduce a stochastic model to explain a double power-law distribution which exhibits two different Paretian behaviors in the upper and the lower tail and widely exists in social and economic systems. The model incorporates fitness…
We investigate dimensional reduction, the property that the critical behavior of a system in the presence of quenched disorder in dimension d is the same as that of its pure counterpart in d-2, and its breakdown in the case of the…
The paper considers high frequency sampled multivariate continuous-time ARMA (MCARMA) models, and derives the asymptotic behavior of the sample autocovariance function to a normal random matrix. Moreover, we obtain the asymptotic behavior…
We provide bounds on temporal fluctuations around the infinite-time average of out-of-time-ordered and time-ordered correlators of many-body quantum systems without energy gap degeneracies. For physical initial states, our bounds predict…
We use Generalized Beta Prime distribution, also known as GB2, for fitting response time distributions. This distribution, characterized by one scale and three shape parameters, is incredibly flexible in that it can mimic behavior of many…
We analyze time evolution of statistical distributions of citations to scientific papers published in one year. While these distributions can be fitted by a power-law dependence we find that they are nonstationary and the exponent of the…
Following recent experiments on power law blinking behavior of single nano-crystals, we calculate two-time intensity correlation functions <I(t)I(t+t')> for these systems. We use a simple two state (on and off) stochastic model to describe…
We study the intermittent behavior of the energy decay and linear magnetic response of a glassy system during isothermal aging after a deep thermal quench using the Edward-Anderson spin glass model as a paradigmatic example. The large…
Interpretation of empirical results based on a taxa's lifetime distribution shows apparently conflicting results. Species' lifetime is reported to be exponentially distributed, whereas higher order taxa, such as families or genera, follow a…
We study the explosion phenomenon of nonlinear continuous-state branching processes (nonlinear CSBPs). First an explicit integral test for explosion is designed when the rate function does not increase too fast. We then exhibit three…
The dynamics of many social, technological and economic phenomena are driven by individual human actions, turning the quantitative understanding of human behavior into a central question of modern science. Current models of human dynamics,…
What happens when the time evolution of a fluctuating interface is interrupted with resetting to a given initial configuration after random time intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};~\alpha > 0$? For an…
A number of human activities exhibit a bursty pattern, namely periods of very high activity that are followed by rest periods. Records of these processes generate time series of events whose inter-event times follow a probability…
Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…
In the study of complex networks (systems), the scaling phenomenon of flow fluctuations refers to a certain power-law between the mean flux (activity) $<F_i>$ of the $i$th node and its variance $\sigma_i$ as $\sigma_i \propto < F_{i} >…
Bursty dynamics of agents is shown to appear at criticality or in extended Griffiths phases, even in case of Poisson processes. I provide numerical evidence for power-law type of inter-communication time distributions by simulating the…
Diffusion of electrons in two-dimensional disordered systems with spin-orbit interactions is investigated numerically. Asymptotic behaviors of the second moment of the wave packet and of the temporal auto-correlation function are examined.…
Modeling financial markets based on empirical data poses challenges in selecting the most appropriate models. Despite the abundance of empirical data available, researchers often face difficulties in identifying the best-fitting model.…