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We consider a simple model for active random walk with general temporal correlations, and investigate the shape of the probability distribution function of the displacement during a short time interval. We find that under certain conditions…

Statistical Mechanics · Physics 2020-01-06 Eial Teomy , Yael Roichman , Yair Shokef

When does the presence of an outlier in some measured property indicate that the outlying object differs qualitatively, rather than quantitatively, from other members of its apparent class? Historical examples include the many types of…

High Energy Astrophysical Phenomena · Physics 2021-09-22 J. I. Katz

In statistical physics lately a specific kind of average, called the q-expectation value, has been extensively used in the context of q-generalized statistics dealing with distributions following power-laws. In this context q-expectation…

Statistical Mechanics · Physics 2009-11-13 Rudolf Hanel , Stefan Thurner

Diffusion occurs in numerous physical systems throughout nature, drawing its generality from the universality of the central limit theorem. Around a century ago it was realized that an extension to this type of dynamics can be obtained in…

Statistical Mechanics · Physics 2023-10-04 Gadi Afek , Nir Davidson , David A. Kessler , Eli Barkai

In scientific inquiry of small scale energy and transition events, the effect of an observer on the measurement can be substantial. Similarly, the methods of observation can create entirely different understandings of the system behavior,…

Optics · Physics 2018-03-13 Michael C. Kobold

Random boolean networks are a model of genetic regulatory networks that has proven able to describe experimental data in biology. They not only reproduce important phenomena in cell dynamics, but they are also extremely interesting from a…

Dynamical Systems · Mathematics 2015-02-26 Marco Villani , Davide Campioli , Chiara Damiani , Andrea Roli , Alessandro Filisetti , Roberto Serra

Unstable periodic orbits scar wave functions in chaotic systems. This also influences the associated spectra, that follow the otherwise universal Porter--Thomas intensity distribution. We show here how this deviation extend to other longer…

Chaotic Dynamics · Physics 2009-11-10 D. A. Wisniacki , F. Borondo , E. Vergini , R. M. Benito

The goal of developing a firmer theoretical understanding of inhomogenous temporal processes -- in particular, the waiting times in some collective dynamical system -- is attracting significant interest among physicists. Quantifying the…

Statistical Finance · Quantitative Finance 2015-06-12 Guannan Zhao , Mark McDonald , Dan Fenn , Stacy Williams , Neil F. Johnson

Random walks serve as important tools for studying complex network structures, yet their dynamics in cases where transition probabilities are not static remain under explored and poorly understood. Here we study nonlinear random walks that…

Chaotic Dynamics · Physics 2022-06-14 Digesh Chitrakar , Per Sebastian Skardal

We propose new analytical tools for describing growth-rate distributions generated by stationary time-series. Our analysis shows how deviations from normality are not pathological behaviour, as suggested by some traditional views, but…

Data Analysis, Statistics and Probability · Physics 2026-04-01 Edgardo Brigatti

Many physical processes involve spatio-temporal observations, which can be studied at different spatial and temporal scales. For example, rainfall data measured daily by rain gauges can be considered at daily, monthly or annual temporal…

Applications · Statistics 2017-11-02 Adway Mitra

Chaotic dynamics is always characterized by swarms of unstable trajectories, unpredictable individually, and thus generally studied statistically. It is often the case that such phase-space densities relax exponentially fast to a limiting…

Chaotic Dynamics · Physics 2024-11-18 Domenico Lippolis

Dynamical processes on time-varying complex networks are key to understanding and modeling a broad variety of processes in socio-technical systems. Here we focus on empirical temporal networks of human proximity and we aim at understanding…

Physics and Society · Physics 2013-11-01 Laetitia Gauvin , André Panisson , Ciro Cattuto , Alain Barrat

In one-dimensional random walks, the waiting time for each direction transitions is the same, even in the presence of bias, as a consequence of the microscopic-reversibility. We study the symmetry breaking of forward/ backward transition…

Statistical Mechanics · Physics 2020-10-28 Jaeoh Shin , Anatoly B. Kolomeisky

Undetected anomalies in time series can trigger catastrophic failures in safety-critical systems, such as chemical plant explosions or power grid outages. Although many detection methods have been proposed, their performance remains unclear…

Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…

Gamma-ray bursts are still not fully understood events. However, their exploration could provide a useful tool for a better understanding of the early Universe because they belong to the most distant and violent objects that astronomers…

High Energy Astrophysical Phenomena · Physics 2011-05-13 Jakub Ripa

Stars exhibit a bewildering variety of variable behaviors ranging from explosive magnetic flares to stochastically changing accretion to periodic pulsations or rotations. The principal LSST surveys will have cadences too sparse and…

Instrumentation and Methods for Astrophysics · Physics 2019-01-24 Eric D. Feigelson , Frederica Bianco , Sara Bonito

Strongly consistent estimates are shown, via relative frequency, for the probability of "white balls" inside a dichotomous urn when such a probability is an arbitrary continuous time dependent function over a bounded time interval. The…

Methodology · Statistics 2017-09-20 Silvano Fiorin

A variety of statistical methods for understanding variability in the time domain for low count rate X-ray and gamma-ray sources are explored. Variability can be detected using nonparametric (Anderson-Darling and overdispersion tests) and…

Instrumentation and Methods for Astrophysics · Physics 2023-05-24 Eric D. Feigelson , Vinay L. Kashyap , Aneta Siemiginowska
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