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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…

Econometrics · Economics 2025-07-24 Alessandro Casini , Adam McCloskey

Many complex systems exhibit extreme events far more often than expected for a normal distribution. This work examines how self-similar bursts of activity across several orders of magnitude can emerge from first principles in systems that…

Physics and Society · Physics 2015-11-13 Felix Patzelt

We adopt the concept of the correlation matrix to study correlations among sequences of time-extended events occuring repeatedly at consecutive time-intervals. As an application we analyse the magnetoencephalography recordings obtained from…

Statistical Mechanics · Physics 2009-10-31 J. Kwapien , S. Drozdz , A. A. Ioannides

In practice, wireless networks are deployed over finite domains, the level of mobility is different at different locations, and user mobility is correlated over time. All these features have an impact on the temporal properties of…

Networking and Internet Architecture · Computer Science 2020-09-01 Konstantinos Koufos , Carl P. Dettmann

This work reports an experimental characterisation of the flow properties in a homogeneous bubble swarm rising at high-Reynolds-numbers within a homogeneous and isotropic turbulent flow. Both the gas volume fraction {\alpha} and the…

Fluid Dynamics · Physics 2017-10-11 Elise Almeras , Varghese Mathai , Detlef Lohse , Chao Sun

To make progress in understanding the issue of memory loss and history dependence in evolving complex systems, we consider the mixing rate that specifies how fast the future states become independent of the initial condition. We propose a…

Statistical Mechanics · Physics 2024-06-19 Miroslav Kramar , Lenka Kovalcinova , Konstantin Mischaikow , Lou Kondic

We investigate temporal correlations in the simplest measurement scenario, i.e., that of a physical system on which the same measurement is performed at different times, producing a sequence of dichotomic outcomes. The resource for…

Quantum Physics · Physics 2022-01-19 Lucas B. Vieira , Costantino Budroni

We develop a model for point processes on the real line, where the intensity can be locally unbounded without inducing an explosion. In contrast to an orderly point process, for which the probability of observing more than one event over a…

Econometrics · Economics 2026-01-16 Kim Christensen , Alexei Kolokolov

The aim of this study is to investigate bursts- related EEG signals in a focal hand dystonia patient. Despite of considering time domain and frequency domain techniques as mutually exclusive analysis, in this contribution we have taken…

Medical Physics · Physics 2018-02-08 Giulia Cisotto , Umberto Michieli , Leonardo Badia

Adaptive behavior, cognition and emotion are the result of a bewildering variety of brain spatiotemporal activity patterns. An important problem in neuroscience is to understand the mechanism by which the human brain's 100 billion neurons…

Neurons and Cognition · Quantitative Biology 2011-05-09 Paul Expert , Renaud Lambiotte , Dante R. Chialvo , Kim Christensen , Henrik Jeldtoft Jensen , David J. Sharp , Federico Turkheimer

We characterize the distributions of size and duration of avalanches propagating in complex networks. By an avalanche we mean the sequence of events initiated by the externally stimulated `excitation' of a network node, which may, with some…

Disordered Systems and Neural Networks · Physics 2013-10-22 Daniel B. Larremore , Marshall Y. Carpenter , Edward Ott , Juan G. Restrepo

The role of specific cognitive processes in deviations from constant discounting in intertemporal choice is not well understood. We evaluated decreased impatience in intertemporal choice tasks independent of discounting rate and…

Theoretical Economics · Economics 2020-12-22 Camila S. Agostino Peter M. E. Claessens , Fuat Balci , Yossi Zana

Coagulation driven by supersonic turbulence is primarily an astrophysical problem because coagulation processes on Earth are normally associated with incompressible fluid flows at low Mach numbers, while dust aggregation in the interstellar…

Fluid Dynamics · Physics 2021-04-30 Xiang-Yu Li , Lars Mattsson

Quantitative understanding of human behaviors provides elementary comprehension of the complexity of many human-initiated systems. A basic assumption embedded in the previous analyses on human dynamics is that its temporal statistics are…

Physics and Society · Physics 2009-07-31 Tao Zhou , Xiaopu Han , Binghong Wang

Coherence analysis plays a vital role in the study of functional brain connectivity. However, coherence captures only linear spectral associations, and thus can produce misleading findings when ignoring variations of connectivity in the…

Understanding the temporal properties of longitudinal data is critical for identifying trends, predicting future events, and making informed decisions in any field where temporal data is analysed, including health and epidemiology, finance,…

This contribution provides a microscopic experimental study of pedestrian motion in front of the bottleneck. Identification of individual pedestrians in conducted experiments enables to explain the high variance of travel time by…

Physics and Society · Physics 2018-01-08 Marek Bukáček , Pavel Hrabák , Milan Krbálek

Particle detachment bursts during the flow of suspensions through porous media are a phenomenon that can severely affect the efficiency of deep bed filters. Despite the relevance in several industrial fields, little is known about the…

Fluid Dynamics · Physics 2018-01-24 Filippo Bianchi , Marcel Thielmann , Lucilla de Arcangelis , Hans J. Herrmann

Time scales of turbulent strain activity, denoted as the strain persistence times of first and second order, are obtained from time-dependent expectation values and correlation functions of lagrangian rate-of-strain eigenvalues taken in…

Fluid Dynamics · Physics 2014-01-06 L. Moriconi , R. M. Pereira

Spontaneous brain activity in the absence of external stimuli is not random but contains complex dynamical structures such as neuronal avalanches with power-law duration and size distributions. These experimental observations have been…

Biological Physics · Physics 2024-12-04 Lik-Chun Chan , Tsz-Fung Kok , Emily S. C. Ching
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