Related papers: Extracting Event Dynamics from Event-by-Event Anal…
We investigate the effect of nonextensive statistics as applied to the chemical fluctuations in high-energy nuclear collisions discussed recently using the event-by-event analysis of data. It turns out that very minuite nonextensitivity…
Current statistics can be calculated in various ways. Event-based approaches use the statistics of the number of events occuring during a given time. Time-based approaches use the statistics of the time needed to reach a given number of…
The expansion in technology and attainability of a large number of sensors has led to a huge amount of real-time streaming data. The real-time data in the electrical distribution system is collected through distribution-level phasor…
This article reviews the concepts and methods of variational path sampling. These methods allow computational studies of rare events in systems driven arbitrarily far from equilibrium. Based upon a statistical mechanics of trajectory space…
We consider the testing and estimation of change-points, locations where the distribution abruptly changes, in a sequence of observations. Motivated by this problem, in this contribution we first investigate the extremes of Gaussian fields…
A new method based on the maximum entropy principle for reconstructing the parton distribution function (PDF) from moments is proposed. Unlike traditional methods, the new method no longer needs to introduce any artificial assumptions. For…
We investigate the problem of ballistically controlled reactions where particles either annihilate upon collision with probability $p$, or undergo an elastic shock with probability $1-p$. Restricting to homogeneous systems, we provide in…
In our previous publication [Kogan et al, Phys. Rev. {\bf 48}, 9404 (1993)] we considered the issue of statistics of radiation diffusively propagating in a disordered medium. The consideration was in the framework of diagrammatic techniques…
The Poisson distribution is the probability distribution of the number of independent events in a given period of time. Although the Poisson distribution appears ubiquitously in various stochastic dynamics of gene expression, both as…
The classical problem of moments is addressed by the maximum entropy approach for one-dimensional discrete distributions. The numerical technique of adaptive support approximation is proposed to reconstruct the distributions in the region…
We discuss the probabilistic properties of the variation based third and fourth moments of financial returns as estimators of the actual moments of the return distributions. The moment variations are defined under non-parametric assumptions…
The distribution of return intervals of extreme events is studied in time series characterized by finite-term correlations with non-exponential decay. Precisely, it has been analyzed the statistics of the return intervals of extreme values…
The normalized factorial moments $F_q$ are continued to noninteger values of the order $q$, satisfying the condition that the statistical fluctuations remain filtered out. That is, for Poisson distribution $F_q = 1$ for all $q$. The…
For a dynamical system far from equilibrium, one has to deal with empirical probabilities defined through time-averages, and the main problem is then how to formulate an appropriate statistical thermodynamics. The common answer is that the…
An analytical study of the return time distribution of extreme events for stochastic processes with power-law correlation has been carried on. The calculation is based on an epsilon-expansion in the correlation exponent:…
It is a challenging issue to analyze complex dynamics from observed and simulated data. An advantage of extracting dynamic behaviors from data is that this approach enables the investigation of nonlinear phenomena whose mathematical models…
Quantitative understanding of human behaviors provides elementary comprehension of the complexity of many human-initiated systems. A basic assumption embedded in the previous analyses on human dynamics is that its temporal statistics are…
We demonstrate that a new type of analysis in heavy-ion collisions, based on an event-by-event analysis of the transverse momentum distribution, allows us to obtain information on secondary interactions and collective behaviour that is not…
Recently developed survival analysis methods improve upon existing approaches by predicting the probability of event occurrence in each of a number pre-specified (discrete) time intervals. By avoiding placing strong parametric assumptions…
Discrete distributions derived from renewal processes, ie distributions of the number of events by some time t are beginning to be used in econometrics and health sciences. A new fast method is presented for computation of the probabilities…