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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…

Chaotic Dynamics · Physics 2016-04-07 Y. Zou , J. Heitzig , R. V. Donner , J. F. Donges , J. D. Farmer , R. Meucci , S. Euzzor , N. Marwan , J. Kurths

Fractional Poisson processes, a rapidly growing area of non-Markovian stochastic processes, are useful in statistics to describe data from counting processes when waiting times are not exponentially distributed. We show that the fractional…

Classical Analysis and ODEs · Mathematics 2013-10-14 Markus Kreer , Ayse Kizilersu , Anthony W. Thomas

In this article, we provide different representations for a time-fractional birth and death process $N_{\alpha}(t)$, whose transition probabilities are governed by a time-fractional system of differential equations. More specifically, we…

Probability · Mathematics 2020-04-30 Jorge Littin

Fractional calculus has been used to describe physical systems with complexity. Here, we show that a fractional calculus approach can restore or include complexity in any physical systems that can be described by partial differential…

Mesoscale and Nanoscale Physics · Physics 2024-08-06 Kyle Rockwell , Ezio Iacocca

We study an extension of the so-called defective Galton-Watson processes obtained by allowing the offspring distribution to change over the generations. Thus, in these processes, the individuals reproduce independently of the others and in…

Probability · Mathematics 2021-10-01 Götz Kersting , Carmen Minuesa

The generalized quantal distribution functions are investigated concerning systems of non-interacting bosons and fermions. The formulae for the number of particles and energy are presented and applications to the Chandrasekhar limit of…

Statistical Mechanics · Physics 2015-06-25 Diego F. Torres , Ugur Tirnakli

Power-law distributions are essential in computational and statistical investigations of extreme events and complex systems. The usual technique to generate power-law distributed data is to first infer the scale exponent $\alpha$ using the…

Adaptation and Self-Organizing Systems · Physics 2022-06-15 Jack Murdoch Moore , Gang Yan , Eduardo G. Altmann

In the present case, we propose the correct version of the fractional Adams-Bashforth methods which take into account the nonlinearity of the kernels including the power law for the Riemann-Liouville type, the exponential decay law for the…

Numerical Analysis · Mathematics 2017-07-27 Abdon Atangana , Kolade M. Owolabi

We study simultaneous price drops of real stocks and show that for high drop thresholds they follow a power-law distribution. To reproduce these collective downturns, we propose a minimal self-organized model of cascade spreading based on a…

Physics and Society · Physics 2015-03-13 Stanislao Gualdi , Matus Medo , Yi-Cheng Zhang

A statistical model of fragmentation of aggregates is proposed, based on the stochastic propagation of cracks through the body. The propagation rules are formulated on a lattice and mimic two important features of the process -- a crack…

Statistical Mechanics · Physics 2014-10-15 F. Spahn , E. V. Neto , A. H. F. Guimaraes , A. N. Gorban , N. V. Brilliantov

Dynamical systems in nature exhibit selfsimilar fractal fluctuations and the corresponding power spectra follow inverse power law form signifying long-range space-time correlations identified as self-organized criticality. The physics of…

General Physics · Physics 2008-05-23 A. M. Selvam

This paper presents an extensive survey of regular distributions in natural and social sciences. The survey includes studies from a wide scope of academic disciplines, in order to create an inventory of the different mathematical functions…

Physics and Society · Physics 2015-07-14 L. Benguigui , M. Marinov

We consider the genealogical tree of a stationary continuous state branching process with immigration. For a sub-critical stable branching mechanism, we consider the genealogical tree of the extant population at some fixed time and prove…

Probability · Mathematics 2020-05-21 Romain Abraham , Jean-François Delmas , Hui He

In this paper, we introduce a new probability distribution, the Lasso distribution. We derive several fundamental properties of the distribution, including closed-form expressions for its moments and moment-generating function.…

Fractional diffusion equations imply non-Gaussian distributions that generalise the standard diffusive process. Recent advances in fractional calculus lead to a class of new fractional operators defined by non-singular memory kernels,…

Statistical Mechanics · Physics 2018-12-26 M. A. F. dos Santos , Ignacio S. Gomez

We consider a class of multiplicative processes which, added with stochastic reset events, give origin to stationary distributions with power-law tails -- ubiquitous in the statistics of social, economic, and ecological systems. Our main…

Statistical Finance · Quantitative Finance 2021-05-26 Damián H. Zanette , Susanna Manrubia

Pareto distributions, and power laws in general, have demonstrated to be very useful models to describe very different phenomena, from physics to finance. In recent years, the econophysical literature has proposed a large amount of papers…

Methodology · Statistics 2015-06-16 Pasquale Cirillo

This paper concentrates on the limit behavior of discrete-time branching process with circular mechanism. Three types of limit behaviour of discrete-time branching process with circular mechanism are given explicitly under various moment…

Probability · Mathematics 2025-10-21 Junping Li , Mixuan Hou

The following document presents some novel numerical methods valid for one and several variables, which using the fractional derivative, allow to find solutions for some non-linear systems in the complex space using real initial conditions.…

Numerical Analysis · Mathematics 2024-04-25 A. Torres-Hernandez , F. Brambila-Paz

In this paper, we show that a Galton-Watson tree conditioned to have a fixed number of particles in generation $n$ converges in distribution as $n\rightarrow\infty$, and with this tool we study the span and gap statistics of a branching…

Probability · Mathematics 2021-11-24 Tianyi Bai , Pierre Rousselin
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