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Random events in space and time often exhibit a locally dependent structure. When the events are very rare and dependent structure is not too complicated, various studies in the literature have shown that Poisson and compound Poisson…
The International System is a self-organized system that shows emergent behavior. During the timeframe (1495-1945) covered in this study, a finite-time singularity and four accompanying accelerating log-periodic cycles shaped the dynamics…
We present an extended version of an invited talk given on the International Conference "Turbulent Mixing and Beyond". The dynamical and statistical description of stably stratified turbulent boundary layers with the important example of…
Background: Zipf's discovery that word frequency distributions obey a power law established parallels between biological and physical processes, and language, laying the groundwork for a complex systems perspective on human communication.…
Directed acyclic graphs are widely used to describe the causal effects among random variables, and the inference of those causal effects has become an popular topic in statistics and machine learning, and has wide applications in…
Suppose that a point-like steady source at $x=0$ injects particles into a half-infinite line. The particles diffuse and die. At long times a non-equilibrium steady state sets in, and we assume that it involves many particles. If the…
We point out that the functional form describing the frequency of sizes of events in complex systems (e.g. earthquakes, forest fires, bursts of neuronal activity) can be obtained from maximal likelihood inference, which, remarkably, only…
Recent work has shown that the distribution of inter-event times for e-mail communication exhibits a heavy tail which is statistically consistent with a cascading Poisson process. In this work we extend the analysis to higher-order…
We consider the Reinforcement Learning problem of controlling an unknown dynamical system to maximise the long-term average reward along a single trajectory. Most of the literature considers system interactions that occur in discrete time…
Bursty dynamics of agents is shown to appear at criticality or in extended Griffiths phases, even in case of Poisson processes. I provide numerical evidence for power-law type of inter-communication time distributions by simulating the…
This article develops an analytical framework for studying information divergences and likelihood ratios associated with Poisson processes and point patterns on general measurable spaces. The main results include explicit analytical…
The theory of sparse stochastic processes offers a broad class of statistical models to study signals. In this framework, signals are represented as realizations of random processes that are solution of linear stochastic differential…
We live in a time where climate models predict future increases in environmental variability and biological invasions are becoming increasingly frequent. A key to developing effective responses to biological invasions in increasingly…
The underlying reasons behind modern terrorism are seemingly complex and intangible. Despite diverse causal mechanisms, research has shown that there exists general statistical patterns at the global scale that can shed light on human…
The often debated issue of `ratios of small numbers of events' is approached from a probabilistic perspective, making a clear distinction between the predictive problem (forecasting numbers of events we might count under well stated…
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…
The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…
We examine what happens in a population when it experiences an abrupt change in surrounding conditions. Several cases of such "abrupt transitions" for both physical and living social systems are analyzed from which it can be seen that all…
The concept of proper time, which is different from universal time, has been introduced into the physics of earthquakes. The global activity of strong earthquakes was chosen as the object of study. We consider the sequence of earthquakes as…
Robust statistical features have emerged from the microscopic analysis of dense pedestrian flows through a bottleneck, notably with respect to the time gaps between successive passages. We pinpoint the mechanisms at the origin of these…