Related papers: Percolation theory of self-exciting temporal proce…
This study considers a new multi-term urn process that has a correlation in the same term and temporal correlation. The objective is to clarify the relationship between the urn model and the Hawkes process. Correlation in the same term is…
Many processes of spreading and diffusion take place on temporal networks, and their outcomes are influenced by correlations in the times of contact. These correlations have a particularly strong influence on processes where the spreading…
This topic review communicates working experiences regarding interaction of a multiplicity of processes. Our experiences come from climate change modelling, materials science, cell physiology and public health, and macroeconomic modelling.…
Self-similarity and long-range correlations are the remarkable features of the Earth's surface topography. Here we develop an approach based on percolation theory to study the geometrical features of Earth. Our analysis is based on…
Cascading large-amplitude bursts in neural activity, termed avalanches, are thought to provide insight into the complex spatially distributed interactions in neural systems. In human neuroimaging, for example, avalanches occurring during…
We prove a law of large numbers and a functional central limit theorem for multivariate Hawkes processes observed over a time interval $[0,T]$ in the limit $T \rightarrow \infty$. We further exhibit the asymptotic behaviour of the…
We give an account of matter and (basically) a solution of a new class of problems synthesizing percolation theory and branching diffusion processes. They led us to realizing a novel type of stochastic processes, namely branching processes…
Universal behavior is a typical emergent feature of critical systems. A paramount model of the non-equilibrium critical behavior is the directed bond percolation process that exhibits an active- to-absorbing state phase transition in the…
The origin(s) of the ubiquity of probability distribution functions (PDF) with power law tails is still a matter of fascination and investigation in many scientific fields from linguistic, social, economic, computer sciences to essentially…
The aim of this study is to investigate a wave dynamics and size scaling of avalanches which were created by the mathematical model {[}J. \v{C}ern\'ak Phys. Rev. E \textbf{65}, 046141 (2002)]. Numerical simulations were carried out on a two…
Percolation is the simplest fundamental model in statistical mechanics that exhibits phase transitions signaled by the emergence of a giant connected component. Despite its very simple rules, percolation theory has successfully been applied…
The universal equations describing collective oscillations of the multidomain patterns of small period in an arbitrary $d$-dimensional reaction-diffusion system of the activator-inhibitor type are asymptotically derived. It is shown that…
Correlations are employed in modern physics to explain microscopic and macroscopic phenomena, like the fractional quantum Hall effect and the Mott insulator state in high temperature superconductors and ultracold atoms. Simultaneously…
Scaling analysis reveals striking regularities in earthquake occurrence. The time between any one earthquake and that following it is random, but it is described by the same universal-probability distribution for any spatial region and…
The Hawkes process is a simple point process that has long memory, clustering effect, self-exciting property and is in general non-Markovian. The future evolution of a self-exciting point process is influenced by the timing of the past…
Numerous studies grounded on Hawkes processes have been carried out in many fields including finance, biology and social network. Hawkes processes form a class of selfexciting simple point processes. In this article, we consider a general…
The study of human dynamics has attracted much interest from many fields recently. In this paper, the fractal characteristic of human behaviors is investigated from the perspective of time series constructed with the amount of library…
The Hawks process is a point process with a self-exciting property. It has been used to model earthquakes, social media events, infections, etc., and is getting a lot of attention. However, as a real problem, there are often situations…
The Hawkes process has become a standard method for modeling self-exciting event sequences with different event types. A recent work has generalized the Hawkes process to a neurally self-modulating multivariate point process, which enables…
In the Cont-Bouchaud model [cond-mat/9712318] of stock markets, percolation clusters act as buying or selling investors and their statistics controls that of the price variations. Rather than fixing the concentration controlling each…