Related papers: Scaling Exponent for Incremental Records
In this paper we examine some relative orderings of upper and lower records. It is shown that if m > n, the mth upper record ages faster than the nth upper record, where the data sets come from a sequence of independent and identically…
It will be discussed the statistics of the extreme values in time series characterized by finite-term correlations with non-exponential decay. Precisely, it will be considered the results of numerical analyses concerning the return…
We study the record statistics of random walks after $n$ steps, $x_0, x_1,\ldots, x_n$, with arbitrary symmetric and continuous distribution $p(\eta)$ of the jumps $\eta_i = x_i - x_{i-1}$. We consider the age of the records, i.e. the time…
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…
Consider a critical random multigraph $\mathcal{G}_n$ with $n$ vertices constructed by the configuration model such that its vertex degrees are independent random variables with the same distribution $\nu$ (criticality means that the second…
A decomposition of a natural number n is a sequence of consecutive natural numbers that sums to n. We construct a one-to-one correspondence between the odd factors of a natural number and its decompositions. We study the decompositions by…
Extreme events can come either from point processes, when the size or energy of the events is above a certain threshold, or from time series, when the intensity of a signal surpasses a threshold value. We are particularly concerned by the…
Let F be a distribution function with negative mean and regularly varying right tail. Under a mild smoothness condition we derive higher order asymptotic expansions for the tail distribution of the maxima of the random walk generated by F.…
Exponential growth occurs when the growth rate of a given quantity is proportional to the quantity's current value. Surprisingly, when exponential growth data is plotted as a simple histogram disregarding the time dimension, a remarkable…
Existing theory for multivariate extreme values focuses upon characterizations of the distributional tails when all components of a random vector, standardized to identical margins, grow at the same rate. In this paper, we consider the…
The distribution of meteor magnitudes is known to follow an exponential distribution, where the base of this distribution is called the population index. The distribution of observed magnitudes preserves this behavior, but is truncated by…
We investigate the diffusion limited aggregation of particles executing persistent random walks. The scaling properties of both random walks and large aggregates are presented. The aggregates exhibit a crossover between ballistic and…
We intend to contribute to the Collatz dynamics problem by seeking to analyze the Collatz conjecture from the tree of numbers sequences. First, we show numerically that the distribution of odd numbers has an initial transient, and proceeds…
For a sequence of random variables $(X_1, X_2, \ldots, X_n)$, $n \geq 1$, that are independent and identically distributed with a regularly varying tail with index $-\alpha$, $\alpha \geq 0$, we show that the contribution of the maximum…
In this paper we study random graphs with independent and identically distributed degrees of which the tail of the distribution function is regularly varying with exponent $\tau\in (2,3)$. The number of edges between two arbitrary nodes,…
We study the upper tail of the number of arithmetic progressions of a given length in a random subset of {1,...,n}, establishing exponential bounds which are best possible up to constant factors in the exponent. The proof also extends to…
We establish a one-to-one correspondence between (i) exchangeable sequences of random variables whose finite-dimensional distributions are minimum (or maximum) infinitely divisible and (ii) non-negative, non-decreasing, infinitely divisible…
We introduce a class of stochastic integer sequences. In these sequences, every element is a sum of two previous elements, at least one of which is chosen randomly. The interplay between randomness and memory underlying these sequences…
We compute exactly the mean number of records $\langle R_N \rangle$ for a time-series of size $N$ whose entries represent the positions of a discrete time random walker on the line. At each time step, the walker jumps by a length $\eta$…
Can there be a `Litmus test' for determining the nature of transition in models of percolation? In this paper we argue that the answer is in the affirmative. All one needs to do is to measure the `growth exponent' $\chi$ of the largest…