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We study the behavior of simple models for financial markets with widely spread frequency either in the trading activity of agents or in the occurrence of basic events. The generic picture of a phase transition between information efficient…

Statistical Mechanics · Physics 2009-11-07 Matteo Marsili , Maurizio Piai

The Rician distribution, a well-known statistical distribution frequently encountered in fields like magnetic resonance imaging and wireless communications, is particularly useful for describing many real phenomena such as signal process…

Methodology · Statistics 2024-10-30 Jesus Enrique Achire Quispe , Eduardo Ramos , Pedro Luiz Ramos

The superstatistics approach recently introduced by Beck [C. Beck and E.G.D. Cohen, Physica A 322, 267 (2003)] is a formalism that aims to deal in a unifying way with a large variety of complex nonequilibrium systems, for which…

Statistical Mechanics · Physics 2007-05-23 Fabio Sattin

Dispersal of species to find a more favorable habitat is important in population dynamics. Dispersal rates evolve in response to the relative success of different dispersal strategies. In a simplified deterministic treatment (J. Dockery, V.…

Populations and Evolution · Quantitative Biology 2009-07-28 David A. Kessler , Leonard M. Sander

The robust Poisson method is becoming increasingly popular when estimating the association of exposures with a binary outcome. Unlike the logistic regression model, the robust Poisson method yields results that can be interpreted as risk or…

Methodology · Statistics 2022-09-14 Denis Talbot , Miceline Mésidor , Yohann Chiu , Marc Simard , Caroline Sirois

Existing models of political violence often emphasize discrete transitions, when conflicts emerge, escalate, or subside, without considering the longer trajectories of violence that accumulate across time and space. This paper introduces a…

Social and Information Networks · Computer Science 2026-03-09 Steven M. Radil , Nick Dorward , Olivier Walther , Levi John Wolf

We characterize the stability, metastability, and the stationary regime of traffic dynamics in a single-cell uplink wireless system. The traffic is represented in terms of spatial birth-death processes, in which users arrive as a Poisson…

Information Theory · Computer Science 2020-10-15 Ahmad AlAmmouri , Jeffrey G. Andrews , Francois Baccelli

We consider a response system that updates its internal state in accordance with information input arriving from outside. In this paper, we define as internal time the ``number of kinds'' of codes that have been observed at least once up to…

Computational Physics · Physics 2026-01-13 Tatsuaki Tsuruyama

Arrival processes to service systems often display fluctuations that are larger than anticipated under the Poisson assumption, a phenomenon that is referred to as overdispersion. Motivated by this, we analyze a class of discrete stochastic…

The claim arrival process to an insurance company is modeled by a compound Poisson process whose intensity and/or jump size distribution changes at an unobservable time with a known distribution. It is in the insurance company's interest to…

Optimization and Control · Mathematics 2008-12-10 Erhan Bayraktar , H. Vincent Poor

In multitasking operating systems, requests for free memory are traditionally modeled as a stochastic counting process with independent, exponentially-distributed interarrival times because of the analytic simplicity such Poisson models…

Performance · Computer Science 2018-03-28 James Garnett , Elizabeth Bradley

Wright (1928) deals with demand and supply of oils and butter. In Appendix B of this book, Philip Wright made several fundamental contributions to causal inference. He introduced a structural equation model of supply and demand, established…

Econometrics · Economics 2025-03-28 Jaap H. Abbring , Victor Chernozhukov , Iván Fernández-Val

Simple analytic considerations are applied to recently discovered patterns in a generalized Fisher equation for population dynamics. The generalization consists of the inclusion of non-local competition interactions among individuals. We…

Pattern Formation and Solitons · Physics 2007-05-23 M. A. Fuentes , M. N. Kuperman , V. M. Kenkre

Seasonal variation in environmental variables, and in rates of contact among individuals, are fundamental drivers of infectious disease dynamics. Unlike most periodically-forced physical systems, for which the precise pattern of forcing is…

Populations and Evolution · Quantitative Biology 2019-08-09 Irena Papst , David J. D. Earn

The main substance of the paper concerns the growth rate and the classification (ergodicity, transience) of a family of random trees. In the basic model, new edges appear according to a Poisson process of parameter $\lambda$ and leaves can…

Probability · Mathematics 2012-07-17 Guy Fayolle , Maxim Krikun , Jean-Marc Lasgouttes

In a reaction-diffusion system, fluctuations in both diffusion and reaction events, have important effects on the steady-state statistics of the system. Here, we argue through extensive lattice simulations, mean-field type arguments, and…

Soft Condensed Matter · Physics 2013-06-12 Fernando Peruani , Chiu Fan Lee

We study the long-time convergence of a Fleming-Viot process, in the case where the underlying process is a metastable diffusion killed when it reaches some level set. Through a coupling argument, we establish the long-time convergence of…

Probability · Mathematics 2024-11-22 Lucas Journel , Pierre Monmarché

The power law is ubiquitous in natural and social phenomena, and is considered as a universal relationship between the frequency and its rank for diverse social systems. However, a general model is still lacking to interpret why these…

Computation and Language · Computer Science 2016-09-27 Shuiyuan Yu , Junying Liang , Haitao Liu

To perform a queuing analysis or design in a communications context, we need to estimate the values of the input parameters, specifically the mean of the arrival rate and service time. In this paper, we propose an approach for estimating…

Applications · Statistics 2008-02-26 Xinjia Chen

The Poisson distribution is the probability distribution of the number of independent events in a given period of time. Although the Poisson distribution appears ubiquitously in various stochastic dynamics of gene expression, both as…

Statistical Mechanics · Physics 2024-10-02 Julian Lee