Related papers: Diffusion entropy and waiting time statistics of h…
We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…
The methods currently used to determine the scaling exponent of a complex dynamic process described by a time series are based on the numerical evaluation of variance. This means that all of them can be safely applied only to the case where…
We study the statistical properties of time distribution of seimicity in California by means of a new method of analysis, the Diffusion Entropy. We find that the distribution of time intervals between a large earthquake (the main shock of a…
We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…
It was recently pointed out that the distribution of times between solar flares (the flare waiting-time distribution) follows a power law, for long waiting times. Based on 25 years of soft X-ray flares observed by Geostationary Operational…
We study the waiting time distributions of solar flares observed in hard X-rays with ISEE-3/ICE, HXRBS/SMM, WATCH/GRANAT, BATSE/CGRO, and RHESSI. Although discordant results and interpretations have been published earlier, based on…
We present a modification to the diffusion entropy analysis method for detecting temporal scaling. Diffusion entropy analysis detects temporal scaling in a data set by converting a time-series into a diffusion trajectory and using the…
Previous studies of the statistical behavior of solar flare waiting times are based on the assumptions of Gaussian and Poisson statistics, subject to central limit theorem restrictions. In this study, the results of a rescaled range…
Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…
Waiting time distributions allow us to distinguish at least three different types of dynamical systems, such as (i) linear random processes (with no memory); (ii) nonlinear, avalanche-type, nonstationary Poisson processes (with memory…
We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…
What happens when a continuously evolving stochastic process is interrupted with large changes at random intervals $\tau$ distributed as a power-law $\sim \tau^{-(1+\alpha)};\alpha>0$? Modeling the stochastic process by diffusion and the…
Let $\tau = (\tau_i : i \in {\Bbb Z})$ denote i.i.d.~positive random variables with common distribution $F$ and (conditional on $\tau$) let $X = (X_t : t\geq0, X_0=0)$, be a continuous-time simple symmetric random walk on ${\Bbb Z}$ with…
The photoluminescence in amorphous semiconductors decays according to power law $t^{-delta}$ at long times. The photoluminescence is controlled by dispersive transport of electrons. The latter is usually characterized by the power $alpha$…
Starting from the model of continuous time random walk, we focus our interest on random walks in which the probability distributions of the waiting times and jumps have fat tails characterized by power laws with exponent between 0 and 1 for…
A non--linear diffusion equation is derived by taking into account hopping rates depending on the occupation of next neighbouring sites. There appears additonal repulsive and attractive forces leading to a changed local mobiltiy. The…
A diffusion process for charge distributions in a phase space is examined. The corresponding charge moves in a force field and under an action of a random field. There are the diffusion motions for coordinates and for momenta. In our model,…
A detailed simulation of vertical showers in atmosphere produced by primary gammas and protons, in the energy range 1-100 TeV, has been performed by means of the FLUKA Monte Carlo code, with the aim of studying the time structure of the…
We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…
The continuous time random walk model plays an important role in modeling of so called anomalous diffusion behaviour. One of the specific property of such model are constant time periods visible in trajectory. In the continuous time random…