Related papers: Limits of memory coefficient in measuring correlat…
People communicate with those who have the same background or share a common interest by using a social networking service (SNS). News or messages propagate through inhomogeneous connections in an SNS by sharing or facilitating additional…
The question how the extremal values of a stochastic process achieved on different time intervals are correlated to each other has been discussed within the last few years on examples of the running maximum of a Brownian motion, of a…
For any weakly interacting particle system with bounded kernel, we give uniform-in-time estimates of the $L^2$ norm of correlation functions, provided that the diffusion coefficient is large enough. When the condition on the kernels is more…
Requirements for correlation measurements in high--multiplicity events are discussed. Attention is focussed on detection of so--called hot spots, two--particle rapidity correlations, two--particle momentum correlations (for quantum…
Human social interactions tend to vary in intensity over time, whether they are in person or online. Variable rates of interaction in structured populations can be described by networks with the time-varying activity of links and nodes. One…
It is widely accepted that there is strong persistence in the volatility of financial time series. The origin of the observed persistence, or long-range memory, is still an open problem as the observed phenomenon could be a spurious effect.…
Statistical divergences are important tools in data analysis, information theory, and statistical physics, and there exist well known inequalities on their bounds. However, in many circumstances involving temporal evolution, one needs…
Temporal coherence-persistent alignment across time-can arise between agents with fundamentally distinct dynamics, a behavior that classical diffusion models (e.g., Brownian motion, fractional Brownian motion, generalized Langevin equation)…
We study the collision rates and velocities for point-particles of different sizes in turbulent flows. We construct fits for the collision rates at specified velocities (effectively a collisional velocity probability distribution) for…
We follow the time sequence of binary elastic collisions in a small collection of hard-core particles. Intervals between the collisions are characterized by the numbers of collisions of different pairs in a given time. It was shown…
At the single-neuron level, precisely timed spikes can either constitute firing-rate codes or spike-pattern codes that utilize the relative timing between consecutive spikes. There has been little experimental support for the hypothesis…
Classifying the information content of neural spike trains in a linguistic endeavor, an uncertainty relation emerges between the bit size of a word and its duration. This uncertainty is associated with the task of synchronizing the spike…
We study the long-range correlations of heartbeat fluctuations with the method of diffusion entropy. We show that this method of analysis yields a scaling parameter $\delta$ that apparently conflicts with the direct evaluation of the…
Given a stationary point process, an intensity burst is defined as a short time period during which the number of counts is larger than the typical count rate. It might signal a local non-stationarity or the presence of an external…
We investigate how the properties of inhomogeneous patterns of activity, appearing in many natural and social phenomena, depend on the temporal resolution used to define individual bursts of activity. To this end, we consider time series of…
Self-exciting processes of Hawkes type have been used to model various phenomena including earthquakes, neural activities, and views of online videos. Studies of temporal networks have revealed that sequences of social interevent times for…
Extreme events such as earthquakes, floods, and power blackouts often display burst phenomena where multiple extreme events occur in quick succession or in bunches. This study examines bunching of extreme events on a complex network using a…
Cortical networks, in-vitro as well as in-vivo, can spontaneously generate a variety of collective dynamical events such as network spikes, UP and DOWN states, global oscillations, and avalanches. Though each of them have been variously…
Deficits in working memory, which includes both the ability to learn and to retain information short-term, are a hallmark of many cognitive disorders. Our study analyzes data from a neuroscience experiment on animal subjects, where…
Many social, biological, and technological systems are recorded as sequences of time-stamped interactions. In such systems, concurrency, i.e., the tendency for an individual to participate in multiple interactions approximately at the same…