Related papers: Measuring burstiness for finite event sequences

Physical systems with many degrees of freedom can often be understood in terms of transitions between a small number of metastable states. For time-homogeneous systems with short-term memory these transitions are fully characterized by a…

In many complex systems studied in statistical physics, inter-arrival times between events such as solar flares, trades and neuron voltages follow a heavy-tailed distribution. The set of event times is fractal-like, being dense in some time…

Betweenness is a measure of the centrality of a node in a network, and is normally calculated as the fraction of shortest paths between node pairs that pass through the node of interest. Betweenness is, in some sense, a measure of the…

Using ultrashort laser pulses, it has become possible to probe the dynamics of long-range order in solids on microscopic timescales. In the conventional description of symmetry-broken phases within time-dependent Ginzburg-Landau theory, the…

We provide precise conditions for nonparametric identification of causal effects by high-frequency event study regressions, which have been used widely in the recent macroeconomics, financial economics and political economy literatures. The…

The study considers advantages of the introduced measure of time based on the entropy change under irreversible processes (entropy production). Using the example of non-equilibrium expansion of an ideal gas in vacuum, such a measure is…

Complexity is an important metric for appropriate characterization of different classes of irregular signals, observed in the laboratory or in nature. The literature is already rich in the description of such measures using a variety of…

This paper shows that the problem of testing hypotheses in moment condition models without any assumptions about identification may be considered as a problem of testing with an infinite-dimensional nuisance parameter. We introduce a…

The paper introduces a new numerical characteristic of one dimensional stochastic systems. This quantity is a measure of minimal periodicity, can be detected in the process deep differential structure. The claim is that this new measure of…

One of the most important empirical findings in microeconometrics is the pervasiveness of heterogeneity in economic behaviour (cf. Heckman 2001). This paper shows that cumulative distribution functions and quantiles of the nonparametric…

In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties are (approximately) constant for some time and then slowly…

Measuring performance & quantifying a performance change are core evaluation techniques in programming language and systems research. Of 122 recent scientific papers, as many as 65 included experimental evaluation that quantified a…

We study the statistics of the maximum and minimum of a set of $N$ random variables whose dynamical and statistical properties fall within the scope of infinite ergodic theory. These non-stationary yet recurrent systems are described, in…

Betweenness measures provide quantitative tools to pick out fine details from the massive amount of interaction data that is available from large complex networks. They allow us to study the extent to which a node takes part when…

Current models for opinion dynamics typically utilize a Poisson process for speaker selection, making the waiting time between events exponentially distributed. Human interaction tends to be bursty, though, having higher probabilities of…

To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…

We propose a measure of divergence of probability distributions for quantifying the dissimilarity of two chaotic attractors. This measure is defined in terms of a generalized entropy. We illustrate our procedure by considering the effect of…

Events in the world may be caused by other, unobserved events. We consider sequences of events in continuous time. Given a probability model of complete sequences, we propose particle smoothing---a form of sequential importance…

In nonlinear dynamics, basins of attraction link a given set of initial conditions to its corresponding final states. This notion appears in a broad range of applications where several outcomes are possible, which is a common situation in…