Related papers: On the frequency and severity of interstate wars
This paper studies theory and inference of an observation-driven model for time series of counts. It is assumed that the observations follow a Poisson distribution conditioned on an accompanying intensity process, which is equipped with a…
We review the present status of our research and understanding regarding the dynamics and the statistical properties of earthquakes, mainly from a statistical physical viewpoint. Emphasis is put both on the physics of friction and fracture,…
We discuss ways to measure duration in a power transmission system resilience event by modeling outage and restore processes from utility data. We introduce novel Poisson process models that describe how resilience events progress and…
This paper introduces a new asymptotic regime for simplifying stochastic models having non-stationary effects, such as those that arise in the presence of time-of-day effects. This regime describes an operating environment within which the…
Traffic safety at intersections is studied quantitatively using methods from Statistical Mechanics on the basis of simple microscopic traffic flow models. In order to determine a relationship between traffic flow and the number of crashes,…
The dynamics of a wide range of real systems, from email patterns to earthquakes, display a bursty, intermittent nature, characterized by short timeframes of intensive activity followed by long times of no or reduced activity. The…
The number of deaths from car accidents and from the unlawful use of guns can be described by logistic growth curves. The annual rates of both have traced completed logistic trajectories following which they have been self-regulated for…
The EU Solvency II directive recommends insurance companies to pay more attention to the risk management methods. The sense of risk management is the ability to quantify risk and apply methods that reduce uncertainty. In life insurance, the…
During the last years, statistical physics has received an increasing attention as a framework for the analysis of real complex systems; yet, this is less clear in the case of international political events, partly due to the complexity in…
The result provided in this paper helps complete a unified picture of the scaling behavior in heavy-tailed stochastic models for transmission of packet traffic on high-speed communication links. Popular models include infinite source…
We present a comparative study of several dynamical systems of increasing complexity, namely, the logistic map with additive noise, one, two and many globally-coupled standard maps, and the Hamiltonian Mean Field model (i.e., the classical…
The aim of the present work is to show that the results obtained earlier on the approximation of distributions of sums of independent terms by the accompanying compound Poisson laws may be interpreted as rather sharp quantitative estimates…
The focus of this paper is an approach to the modeling of longitudinal social network or relational data. Such data arise from measurements on pairs of objects or actors made at regular temporal intervals, resulting in a social network for…
Traffic to any server is rarely constant over time. In addition, the workload brought by each service request is typically unknown in advance, and each request may bring a different workload to the server. Cha and Lee (2011) proposed a…
Many dynamical processes on real world networks display complex temporal patterns as, for instance, a fat-tailed distribution of inter-events times, leading to heterogeneous waiting times between events. In this work, we focus on…
In the stochastic network model of Britton and Lindholm [Dynamic random networks in dynamic populations. Journal of Statistical Physics, 2010], the number of individuals evolves according to a supercritical linear birth and death process,…
Persistence diagrams offer a way to summarize topological and geometric properties latent in datasets. While several methods have been developed that utilize persistence diagrams in statistical inference, a full Bayesian treatment remains…
A tempered version of the discrete Linnik distribution is introduced in order to obtain integer-valued distribution families connected to stable laws. The proposal constitutes a generalization of the well-known Poisson-Tweedie law, which is…
The influence of pure statistical fluctuations on $K/\pi$ ratio is investigated in an event-by-event way. Poisson and the modified negative binomial distributions are used as the multiplicity distributions since they both have statistical…
We study a class of branching processes in which the offspring distribution is not specified directly but is induced by a cycle of internal colony growth, catastrophic reduction and structured dispersal. The parameters governing growth,…