Related papers: Coupled uncertainty provided by a multifractal ran…
The association between visit-to-visit systolic blood pressure variability and cardiovascular events has recently received a lot of attention in the cardiovascular literature. But blood pressure variability is usually estimated on a…
Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…
We investigate the scaling of the cross-correlations calculated for two-variable time series containing vertex properties in the context of complex networks. Time series of such observables are obtained by means of stationary, unbiased…
The asymmetry of coupling between complex systems can be studied by conditional probabilities of recurrence, which can be estimated by joint recurrence plots. This approach is applied for the first time on experimental data: time series of…
We are concerned with random ordinary differential equations (RODEs). Our main question of interest is how uncertainties in system parameters propagate through the possibly highly nonlinear dynamical system and affect the system's…
Identifying causal relationships is a challenging yet crucial problem in many fields of science like epidemiology, climatology, ecology, genomics, economics and neuroscience, to mention only a few. Recent studies have demonstrated that…
Multifractal properties of the distribution of topological invariants for a model of trajectories randomly entangled with a nonsymmetric lattice of obstacles are investigated. Using the equivalence of the model to random walks on a locally…
We initiate the study of property testing in arbitrary planar graphs. We prove that bipartiteness can be tested in constant time, improving on the previous bound of $\tilde{O}(\sqrt{n})$ for graphs on $n$ vertices. The constant-time…
Random walks are a fundamental tool for analyzing realistic complex networked systems and implementing randomized algorithms to solve diverse problems such as searching and sampling. For many real applications, their actual effect and…
Relational count data are often obtained from sources such as simultaneous purchase in online shops and social networking service information. Bi-clustering such relational count data reveals the latent structure of the relationship between…
Random walks represent an important tool for probing the structural and dynamical properties of networks and modeling transport and diffusion processes on networks. However, when individuals' movement becomes dictated by more complicated…
Uncertainty in the calibration of gravitational-wave (GW) detector data leads to systematic errors which must be accounted for in setting limits on the strength of GW signals. When cross-correlation measurements are made using data from a…
The origin of non-classical correlations is difficult to identify since the uncertainty principle requires that information obtained about one observable invariably results in the disturbance of any other non-commuting observable. Here,…
Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…
Risk assessment for rare events is essential for understanding systemic stability in complex systems. As rare events are typically highly correlated, it is important to study heavy-tailed multivariate distributions of the relevant…
Anomalous diffusions arise as scaling limits of continuous-time random walks (CTRWs) whose innovation times are distributed according to a power law. The impact of a non-exponential waiting time does not vanish with time and leads to…
Having reliable estimates of the occurrence rates of extreme events is highly important for insurance companies, government agencies and the general public. The rarity of an extreme event is typically expressed through its return period,…
In this article, we investigate the bivariate multifractal analysis of pairs of Borel probability measures. We prove that, contrarily to what happens in the univariate case, the natural extension of the Legendre spectrum does not yield an…
We study the biased random walk process in random uncorrelated networks with arbitrary degree distributions. In our model, the bias is defined by the preferential transition probability, which, in recent years, has been commonly used to…
We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…