Related papers: Distribution of Human Response Times
Power-law distributions are typical macroscopic features occurring in almost all complex systems observable in nature. As a result, researchers in quantitative analyses must often generate random synthetic variates obeying power-law…
Truncated Levy flights are stochastic processes which display a crossover from a heavy-tailed Levy behavior to a faster decaying probability distribution function (pdf). Putting less weight on long flights overcomes the divergence of the…
An analytical study of the return time distribution of extreme events for stochastic processes with power-law correlation has been carried on. The calculation is based on an epsilon-expansion in the correlation exponent:…
Long tails in the velocity distribution are observed in plasmas and gravitational systems. Some experiments and observations in far-from-equilibrium conditions show that these tails behave as 1/v^(5/2). We show here that such heavy tails…
Recently, we developed a theory of a geometrically growing system. Here we show that the theory can explain some phenomena of power-law distribution including classical demographic and economic and novel pandemic instances, without…
I report a new statistical distribution formulated to confront the infamous, long-standing, computational/modeling challenge presented by highly skewed and/or leptokurtic ("fat- or heavy-tailed") data. The distribution is straightforward,…
In branching process theory, linear-fractional distributions are commonly used to model individual reproduction, especially when the goal is to obtain more explicit formulas than those derived under general model assumptions. In this…
Motivated by the empirical observation of power-law distributions in the credits (e.g., ``likes'') of viral posts in social media, we introduce a high-dimensional tail index regression model and propose methods for estimation and inference…
One of the first steps to understand and forecast economic downturns is identifying their frequency distribution, but it remains uncertain. This problem is common in phenomena displaying power-law-like distributions. Power laws play a…
In this paper, a novel approach to the problem of estimating the heavy-tail exponent alpha>0 of a distribution is proposed. It is based on the fact that block-maxima of size m of the independent and identically distributed data scale at a…
Taylor's law, also known as fluctuation scaling in physics and the power-law variance function in statistics, is an empirical pattern widely observed across fields including ecology, physics, finance, and epidemiology. It states that the…
This paper addresses the problem of estimating the tail index of distributions with heavy, Pareto-type tails for dependent data, that is of interest in the areas of finance, insurance, environmental monitoring and teletraffic analysis. A…
Strong anomalous diffusion is {often} characterized by a piecewise-linear spectrum of the moments of displacement. The spectrum is characterized by slopes $\xi$ and $\zeta$ for small and large moments, respectively, and by the critical…
The statistical distribution of the ratio of two normal random variables is characterized by its heavy-tailed nature and absence of finite moments. The shape of its density function is highly variable, capable of exhibiting unimodal or…
This work handles the inverse reinforcement learning (IRL) problem where only a small number of demonstrations are available from a demonstrator for each high-dimensional task, insufficient to estimate an accurate reward function. Observing…
Enduring violent conflicts are interrupted by lulls without violence. Studies of interevent times found power law distributions based on coarse-grained data with a resolution of one day. Fine-grained data of violence with a resolution of…
Feedback loops are known as a versatile tool for controlling transport in small systems, which usually have large intrinsic fluctuations. Here we investigate the control of a temporal correlation function, the waiting time distribution,…
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…
Despite the successes of probabilistic models based on passing noise through neural networks, recent work has identified that such methods often fail to capture tail behavior accurately, unless the tails of the base distribution are…
We consider the scattering of electron by a one-dimensional random potential (both passive and active medium) and numerically obtain the probability distribution of Wigner delay time ($\tau$). We show that in a passive medium our…