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We propose a bivariate model for a pair of dependent unit vectors which is generated by Brownian motion. Both marginals have uniform distributions on the sphere, while the conditionals follow so-called ``exit'' distributions. Some…

Statistics Theory · Mathematics 2009-09-08 Shogo Kato

Researchers increasingly leverage movement across multiple treatments to estimate causal effects. While these "mover regressions" are often motivated by a linear constant-effects model, it is not clear what they capture under weaker…

Econometrics · Economics 2018-04-19 Peter Hull

We generalize a well-known result of L. Caffarelli on Lipschitz estimates for optimal transportation $T$ between uniformly log-concave probability measures. Let $T : \R^d \to \R^d$ be an optimal transportation pushing forward $\mu =…

Functional Analysis · Mathematics 2010-01-12 Alexander V. Kolesnikov

It is very important to understand urban mobility patterns because most trips are concentrated in urban areas. In the paper, a new model is proposed to model collective human mobility in urban areas. The model can be applied to predict…

Physics and Society · Physics 2014-10-28 Xiao Liang , Jichang Zhao , Li Dong , Ke Xu

We introduce a new universality class of one-dimensional iteration model giving rise to self-similar motion, in which the Feigenbaum constants are generalized as self-similar rates and can be predetermined. The curves of the mean-square…

Statistical Mechanics · Physics 2010-05-06 Zhifu Huang , Guozhen Su , Qiuping A Wang , Jincan Chen

Experimentally observed networks of interacting dynamical systems are inferred from recorded multivariate time series by evaluating a statistical measure of dependence, usually the cross-correlation coefficient, or mutual information. These…

Data Analysis, Statistics and Probability · Physics 2017-07-03 Milan Palus

Despite the long history of modelling human mobility, we continue to lack a highly accurate approach with low data requirements for predicting mobility patterns in cities. Here, we present a population-weighted opportunities model without…

Physics and Society · Physics 2017-10-03 Xiao-Yong Yan , Chen Zhao , Ying Fan , Zengru Di , Wen-Xu Wang

We consider the invariant measure of homogeneous random walks in the quarter-plane. In particular, we consider measures that can be expressed as a finite linear combination of geometric terms and present conditions on the structure of these…

Probability · Mathematics 2014-07-02 Yanting Chen , Richard J. Boucherie , Jasper Goseling

Given the rapid recent trend of urbanization, a better understanding of how urban infrastructure mediates socioeconomic interactions and economic systems is of vital importance. While the accessibility of location-enabled devices as well as…

Human mobility is a fundamental aspect of social behavior, with broad applications in transportation, urban planning, and epidemic modeling. Represented by the gravity model and the radiation model, established analytical models for…

Physics and Society · Physics 2026-05-07 Hao Guo , Weiyu Zhang , Junjie Yang , Yuanqiao Hou , Lei Dong , Yu Liu

A novel first-order moving-average model for analyzing time series observed at irregularly spaced intervals is introduced. Two definitions are presented, which are equivalent under Gaussianity. The first one relies on normally distributed…

Statistics Theory · Mathematics 2021-05-14 Cesar Ojeda , Wilfredo Palma , Susana Eyheramendy , Felipe Elorrieta

Educational attainment generates labor market returns, societal gains and has intrinsic value for individuals. We study Inequality of Opportunity (IOp) and intergenerational mobility in the distribution of educational attainment. We propose…

Econometrics · Economics 2023-03-09 Joël Terschuur

We introduce a family of area-preserving maps representing a (non-trivial) two-dimensional extension of the Pomeau-Manneville family in one dimension. We analyze the long-time behavior of recurrence time distributions and correlations,…

Chaotic Dynamics · Physics 2007-12-20 Roberto Artuso , Lucia Cavallasca , Giampaolo Cristadoro

Coupling probability measures lies at the core of many problems in statistics and machine learning, from domain adaptation to transfer learning and causal inference. Yet, even when restricted to deterministic transports, such couplings are…

Machine Learning · Statistics 2025-09-22 Lucas De Lara , Luca Ganassali

In everyday life, the process of commuting to work from home happens every now and then. And the research of commute characteristics is useful for urban function planning. For humans, the commute of an individual seems revealing no regular…

Computers and Society · Computer Science 2015-10-28 Hongyan Cui , Yuxiao Wu , Stanislav Sobolevskv , Shuai Xu , Carlo Ratti

We study unit-level expenditure on consumption across multiple countries and multiple years, in order to extract invariant features of consumption distribution. We show that the bulk of it is lognormally distributed, followed by a power law…

Physics and Society · Physics 2017-03-01 Anindya S. Chakrabarti , Arnab Chatterjee , Tushar K. Nandi , Asim Ghosh , Anirban Chakraborti

In this paper, we extend some ideas of statistical physics to describe the properties of human mobility. From a physical point of view, we consider the statistical empirical laws of private cars mobility, taking advantage of a GPS database…

Physics and Society · Physics 2015-01-12 Riccardo Gallotti , Armando Bazzani , Sandro Rambaldi

The literature has covered the features and uses of the traditional univariate and bivariate logistic distributions in great detail. It is reasonable to wonder, though, if logistic marginals and conditionals could exhibit a similar…

Applications · Statistics 2023-11-15 Banoth Veeranna

Multivariate dynamic time series models are widely encountered in practical studies, e.g., modelling policy transmission mechanism and measuring connectedness between economic agents. To better capture the dynamics, this paper proposes a…

Econometrics · Economics 2020-10-06 Yayi Yan , Jiti Gao , Bin Peng

Bi-log-concavity of probability measures is a univariate extension of the notion of log-concavity that has been recently proposed in a statistical literature. Among other things, it has the nice property from a modelisation perspective to…

Probability · Mathematics 2019-03-20 Adrien Saumard