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In this paper we analyze a coupling between the very large jumps in physical and operational times as applied to anomalous diffusion. The approach is based on subordination of a skewed Levy-stable process by its inverse to get two types of…

Statistical Mechanics · Physics 2011-11-15 Aleksander Stanislavsky , Karina Weron

We argue that Poisson statistics in logarithmic time provides an idealized description of non-equilibrium configurational rearrangements in aging glassy systems. The description puts stringent requirements on the geometry of the metastable…

Statistical Mechanics · Physics 2009-11-10 Paolo Sibani , Jesper Dall

Recently, a number of statistical problems have found an unexpected solution by inspecting them through a "modal point of view". These include classical tasks such as clustering or regression. This has led to a renewed interest in…

Methodology · Statistics 2018-07-10 José E. Chacón

Turbulence is known to show intermittency. That is, statistical properties vary with the length scale in a way not accounted for by statistical similarity where dimensionless ratios of moments are constant. Intermittency occurs even in the…

Fluid Dynamics · Physics 2007-05-23 Mogens V. Melander , Bruce R. Fabijonas

Non-homogeneous renewal processes are not yet well established. One of the tools necessary for studying these processes is the non-homogeneous time convolution. Renewal theory has great relevance in general in economics and in particular in…

Probability · Mathematics 2014-02-11 Fulvio Gismondi , Jacques Janssen , Raimondo Manca

Nonlinear dynamics emerge through either nonlinear interactions between the variables or through nonlinearities imposed on their linear interactions. Their interactions can be conceptualized as modulations of input-output (I/O) functions,…

Dynamical Systems · Mathematics 2021-05-27 Christoforos Papasavvas

Real-world time series forecasting faces the fundamental challenge of non-stationary statistical properties, including shifts in mean and variance over time. While reversible instance normalization (RevIN) has shown promise by…

Machine Learning · Computer Science 2026-05-04 Yingbo Zhou , Yutong Ye , Shuhao Li , Rui Qian , Qiang Huang , Lemao Liu , Li Sun , Dejing Dou

In many application domains, time series are monitored to detect extreme events like technical faults, natural disasters, or disease outbreaks. Unfortunately, it is often non-trivial to select both a time series that is informative about…

Methodology · Statistics 2020-05-01 Erik Scharwächter , Emmanuel Müller

Time irreversibility, defined as the lack of invariance of the statistical properties of a system or time series under the operation of time reversal, has received an increasing attention during the last decades, thanks to the information…

Data Analysis, Statistics and Probability · Physics 2021-11-03 Massimiliano Zanin

We present simple classical dynamical models to illustrate the idea of introducing a stochasticity with non-locality into the time variable. For stochasticity in time, these models include noise in the time variable but not in the "space"…

General Physics · Physics 2007-05-23 Toru Ohira

It has been recently found that a number of systems displaying crackling noise also show a remarkable behavior regarding the temporal occurrence of successive events versus their size: a scaling law for the probability distributions of…

Statistical Mechanics · Physics 2009-11-13 Alvaro Corral

There are many natural, physical, and biological systems that exhibit multiple time scales. For example, the dynamics of a population of ticks can be described in continuous time during their individual life cycle yet discrete time is used…

Dynamical Systems · Mathematics 2009-07-10 Raquel M. Lopez , Sergei K. Suslov , Erika T. Camacho

Light scalar fields such as axions and string moduli can play an important role in early-universe cosmology. However, many factors can significantly impact their late-time cosmological abundances. For example, in cases where the potentials…

High Energy Physics - Phenomenology · Physics 2016-03-02 Keith R. Dienes , Jeff Kost , Brooks Thomas

Inverse power law distributions are generally interpreted as a manifestation of complexity, and waiting time distributions with power index \mu < 2 reflect the occurrence of ergodicity breaking renewal events. In this Letter we show how to…

Adaptation and Self-Organizing Systems · Physics 2015-06-11 Marzieh Zare , Paolo Grigolini

We present a method that allows to distinguish between nearly periodic and strictly periodic time series. To this purpose, we employ a conservative criterion for periodicity, namely that the time series can be interpolated by a periodic…

Data Analysis, Statistics and Probability · Physics 2015-11-11 Gerrit Ansmann

Disordered solids often change their elastic response as they slowly age. Using experiments and simulations, we study how aging disordered planar networks under an applied stress affects their nonlinear elastic response. We are able to…

Soft Condensed Matter · Physics 2020-11-18 Daniel Hexner , Nidhi Pashine , Andrea J. Liu , Sidney R. Nagel

In this paper we analyse three models of the early universe, for which the respective mechanisms for generating the curvature perturbation are considered disparate. We find that in fact the mechanisms are very similar, and hence explain why…

Cosmology and Nongalactic Astrophysics · Physics 2010-12-01 Laila Alabidi , Karim A. Malik , Christian T. Byrnes , Ki-Young Choi

Stochastic renewal processes are ubiquitous across physics, biology, and the social sciences. Here, we show that continuous-time renewal dynamics can naturally produce a mixed discrete-continuous structure, with a macroscopic fraction of…

Statistical Mechanics · Physics 2026-05-21 Ohad Vilk

Anomalous diffusions arise as scaling limits of continuous-time random walks (CTRWs) whose innovation times are distributed according to a power law. The impact of a non-exponential waiting time does not vanish with time and leads to…

Pricing of Securities · Quantitative Finance 2020-04-13 Antoine Jacquier , Lorenzo Torricelli

Arrival times of requests to print in a student laboratory were analyzed. Inter-arrival times between subsequent requests follow a universal scaling law relating time intervals and the size of the request, indicating a scale invariant…

Performance · Computer Science 2011-11-09 Uli Harder , Maya Paczuski
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