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200 papers

Statistical distributions with heavy tails are ubiquitous in natural and social phenomena. Since the entries in heavy tail have disproportional significance, the knowledge of its exact shape is very important. Citations of scientific papers…

Physics and Society · Physics 2015-06-05 Michael Golosovsky , Sorin Solomon

The temporal statistics exhibited by written correspondence appear to be media dependent, with features which have so far proven difficult to characterize. We explain the origin of these difficulties by disentangling the role of spontaneous…

Physics and Society · Physics 2015-06-17 M. Formentin , A. Lovison , A. Maritan , G. Zanzotto

In this paper we tackle the problem of estimating the power-law tail exponent of income distributions by using the Hill's estimator. A subsample semi-parametric bootstrap procedure minimising the mean squared error is used to choose the…

Physics and Society · Physics 2009-01-31 F. Clementi , T. Di Matteo , M. Gallegati

We study the long-time behavior of the probability density associated with the decoupled continuous-time random walk which is characterized by a superheavy-tailed distribution of waiting times. It is shown that if the random walk is…

Statistical Mechanics · Physics 2011-05-02 S. I. Denisov , H. Kantz

The recent availability of electronic datasets containing large volumes of communication data has made it possible to study human behavior on a larger scale than ever before. From this, it has been discovered that across a diverse range of…

Physics and Society · Physics 2015-05-08 Gordon J Ross , Tim Jones

We study the empirical version of halfspace depths with the objective of establishing a connection between the rates of convergence and the tail behaviour of the corresponding underlying distributions. The intricate interplay between the…

Statistics Theory · Mathematics 2025-06-03 Sibsankar Singha , Marie Kratz , Sreekar Vadlamani

We investigate the response function of human agents as demonstrated by written correspondence, uncovering a new universal pattern for how the reactive dynamics of individuals is distributed across the set of each agent's contacts. In…

Physics and Society · Physics 2015-09-29 Marco Formentin , Alberto Lovison , Amos Maritan , Giovanni Zanzotto

We study the statistics of human deaths from wars, conflicts, similar man-made conflicts as well as natural disasters. The probability distribution of number of people killed in natural disasters as well as man made situations show power…

Physics and Society · Physics 2017-03-01 Arnab Chatterjee , Bikas K Chakrabarti

In this paper, we are analyzing the interactivity time, defined as the duration between two consecutive tasks such as sending emails, collecting friends and followers and writing comments in online social networks (OSNs). The distributions…

Social and Information Networks · Computer Science 2016-07-12 Norbert Blenn , Piet Van Mieghem

We introduce a new statistical tool (the TP-statistic and TE-statistic) designed specifically to compare the behavior of the sample tail of distributions with power-law and exponential tails as a function of the lower threshold u. One…

Computational Physics · Physics 2009-11-10 V. F. Pisarenko , D. Sornette

Several probability distributions have been proposed in the literature, especially with the aim of obtaining models that are more flexible relative to the behaviors of the density and hazard rate functions. Recently, a new generalization of…

Computation · Statistics 2016-04-26 K. V. P. Barco , J. Mazucheli , V. Janeiro

A phase-type distribution is the distribution of the time until absorption in a finite state-space time-homogeneous Markov jump process, with one absorbing state and the rest being transient. These distributions are mathematically tractable…

Statistics Theory · Mathematics 2021-12-08 Martin Bladt , Jorge Yslas

Standard statistical analysis is unable to provide reliable confidence intervals on expectation values of probability distributions that do not satisfy the conditions of the central limit theorem. We present a regression-based estimator of…

Data Analysis, Statistics and Probability · Physics 2019-06-24 Pablo Lopez Rios , Gareth J. Conduit

We consider a class of multiplicative processes which, added with stochastic reset events, give origin to stationary distributions with power-law tails -- ubiquitous in the statistics of social, economic, and ecological systems. Our main…

Statistical Finance · Quantitative Finance 2021-05-26 Damián H. Zanette , Susanna Manrubia

Consider a generic data unit of random size L that needs to be transmitted over a channel of unit capacity. The channel availability dynamics is modeled as an i.i.d. sequence {A, A_i},i>0 that is independent of L. During each period of time…

Probability · Mathematics 2007-09-10 Predrag R. Jelenkovic , Jian Tan

Some new survival distributions are introduced based on a generalised exponential function. This class of distributions includes heavy-tailed generalisations of exponential, Weibull and gamma distributions. Properties of the distributions…

Methodology · Statistics 2014-12-03 Rose Baker

We introduce cluster dynamical models of conflicts in which only the largest cluster can be involved in an action. This mimics the situations in which an attack is planned by a central body, and the largest attack force is used. We study…

Physics and Society · Physics 2010-01-19 Bosiljka Tadic , G. J. Rodgers

Heavy-tailed distributions are found throughout many naturally occurring phenomena. We have reviewed the models of stochastic dynamics that lead to heavy-tailed distributions (and power law distributions, in particular) including the…

Mathematical Physics · Physics 2011-05-09 Ph. Blanchard , T. Krueger , D. Volchenkov

The total number of fatalities of an epidemic outbreak is a dramatic but extremely informative quantity. Knowledge of the statistics of this quantity allows the calculation of the mean total number of fatalities conditioned to the fact that…

Physics and Society · Physics 2024-03-06 Alvaro Corral

A new model, called "Human Dynamics", has been recently proposed that individuals execute activities based on a perceived priority of tasks, which can be characterized by a power-law distribution of waiting time between consecutive tasks…

Computers and Society · Computer Science 2019-11-05 Jonathan J. H. Zhu , Tai-Quan Peng