Related papers: Random Processes With Power Law Spectral Density
By a random process with immigration at random times we mean a shot noise process with a random response function (response process) in which shots occur at arbitrary random times. The so defined random processes generalize random processes…
Effects of randomness on non-integer power law tails in multiplicatively interacting stochastic processes are investigated theoretically. Generally, randomness causes decrease of the exponent of tails and the growth rate of processes.…
We address this work to investigate some statistical properties of symbolic sequences generated by a numerical procedure in which the symbols are repeated following a power law probability density. In this analysis, we consider that the sum…
We consider the contact process on a random graph with fixed degree distribution given by a power law. We follow the work of Chatterjee and Durrett, who showed that for arbitrarily small infection parameter $\lambda$, the survival time of…
Power spectral densities are a common, convenient, and powerful way to analyze signals. So much so that they are now broadly deployed across the sciences and engineering---from quantum physics to cosmology, and from crystallography to…
Measurement devices always add noise to the signal of interest and it is necessary to evaluate the variance of the results. This article focuses on stationary random processes whose Power Spectrum Density is a power law of frequency. For…
It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…
The object of this paper is twofold. From one side we study the dichotomy, in terms of the Extremal Index of the possible Extreme Value Laws, when the rare events are centred around periodic or non periodic points. Then we build a general…
Correlations in music that exist within its waveform are studied. Monophonic wave files of random music are generated and the probability distribution function of time interval between large signal values is analyzed. A power law behavior…
Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical…
Random graph models are used to describe the complex structure of real-world networks in diverse fields of knowledge. Studying their behavior and fitting properties are still critical challenges, that in general, require model specific…
Power-law distributions are typical macroscopic features occurring in almost all complex systems observable in nature. As a result, researchers in quantitative analyses must often generate random synthetic variates obeying power-law…
Recurrence networks are a novel tool of nonlinear time series analysis allowing the characterisation of higher-order geometric properties of complex dynamical systems based on recurrences in phase space, which are a fundamental concept in…
In this work, based on a realization of an inhomogeneous Poisson process whose intensity function depends on a real unknown parameter, we consider a simple hypothesis against a sequence of close (contiguous) alternatives. Under certain…
The some dynamic properties of a random heteropolymer in the condensed state are studied in the mode coupling approximation. In agreement with recent report a dynamic friction increasing is predicted for the random heteropolymer with…
The spectral density of random graphs with topological constraints is analysed using the replica method. We consider graph ensembles featuring generalised degree-degree correlations, as well as those with a community structure. In each case…
Density regression characterizes the conditional density of the response variable given the covariates, and provides much more information than the commonly used conditional mean or quantile regression. However, it is often computationally…
A discrete stochastic process involving random amplification with additive noise is studied analytically. If the non-negative random amplification factor $b$ is such that $<b^{\beta}>=1$ where $\beta$ is any positive non-integer, then the…
Using a coupling argument, we establish a general weak law of large numbers for functionals of binomial point processes in d-dimensional space, with a limit that depends explicitly on the (possibly non-uniform) density of the point process.…
Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors, are considered for observations over time, space or space--time. Consistency and asymptotic normality of…