Related papers: Relationship between event counting statistics and…
It has been noticed that when the waiting time distribution exhibits a transition from an intermediate time power law decay to a long-time exponential decay in the continuous time random walk model, a transition from anomalous diffusion to…
This paper focuses on time-varying delayed stochastic differential systems with stochastically switching parameters formulated by a unified switching behavior combining a discrete adapted process and a Cox process. Unlike prior studies…
A defining feature of non-stationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for…
Original paper: We revisit the probability that any two consecutive events in a Poisson process N on [0,t] are separated by a time interval which is greater than s(<t) (a particular scan statistic probability), and the closely related…
We study the motion of a one-dimensional particle which reverses its direction of acceleration stochastically. We focus on two contrasting scenarios, where the waiting-times between two consecutive acceleration reversals are drawn from (i)…
Fano resonances and bound states with energy in the continuum are ubiquitous phenomena in different areas of physics. Observations, however, have been limited so far to single-particle processes. In this work we experimentally investigate…
We investigate a processor sharing queue with renewal arrivals and generally distributed service times. Impatient jobs may abandon the queue, or renege, before completing service. The corresponding stochastic processes are represented by…
The impact of random fluctuations on the dynamical behavior a complex biological systems is a longstanding issue, whose understanding would shed light on the evolutionary pressure that nature imposes on the intrinsic noise levels and would…
We study a two-state symmetric noise, with a given waiting time distribution $\psi (\tau)$, and focus our attention on the connection between the four-time and the two-time correlation functions. The transition of $\psi (\tau)$ from the…
The waiting time distribution $w(\tau)$, i.e. the probability for a delay $\tau$ between two subsequent transition (`jumps') of particles, is a statistical tool in (quantum) transport. Using generalized Master equations for systems coupled…
In modeling nonequilibrium systems one usually starts with a definition of the microscopic dynamics, e.g., in terms of transition rates, and then derives the resulting macroscopic behavior. We address the inverse question for a class of…
We obtain exact results for the recently discovered finite-time thermodynamic uncertainty relation in a stochastically driven system with non-Gaussian work statistics, both in the steady state and transient regimes, by obtaining exact…
Daily precipitation time series are composed of null entries corresponding to dry days and nonzero entries that describe the rainfall amounts on wet days. Assuming that wet days follow a Bernoulli process with success probability $p$, we…
We introduce a stochastic model of coupled genetic oscillators in which chains of chemical events involved in gene regulation and expression are represented as sequences of Poisson processes. We characterize steady states by their…
We present analytical expressions for the time-dependent and stationary probability distributions corresponding to a stochastically perturbed one-dimensional flow with critical points, in two physically relevant situations: delayed…
We focus on the statistics of word occurrences and of the waiting times between such occurrences in Blogs. Due to the heterogeneity of words' frequencies, the empirical analysis is performed by studying classes of "frequently-equivalent"…
We prove large deviation principles for two versions of fractional Poisson processes. Firstly we consider the main version which is a renewal process; we also present large deviation estimates for the ruin probabilities of an insurance…
In this study we aim for a deeper understanding of the power law slope, $\alpha$, of waiting time distributions. Statistically independent events with linear behavior can be characterized by binomial, Gaussian, exponential, or Poissonian…
Under a high frequency drive, Josephson junctions demonstrate "Shapiro steps" of quantized voltage. These are dynamically stabilized states, in which the phase across the junction locks to the external drive. We explore the stochastic…
We develop several statistical tests of the determinant of the diffusion coefficient of a stochastic differential equation, based on discrete observations on a time interval $[0,T]$ sampled with a time step $\Delta$. Our main contribution…