Related papers: Intermittency in a single event
It is well known that the distribution of extreme values of strictly stationary sequences differ from those of independent and identically distributed sequences in that extremal clustering may occur. Here we consider non-stationary but…
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…
We present a model for diffusion in a molecularly crowded environment. The model consists of random barriers in percolation network. Random walks in the presence of slowly moving barriers show normal diffusion for long times, but anomalous…
We study a spatial diffusion process generated by velocity fluctuations of intermittent nature. We note that intermittence reduces the entropy production rate while enhancing the diffusion strength. We study a case of space-dependent…
We propose a framework for studying predictability of extreme events in complex systems. Major conceptual elements -- direct cascading or fragmentation, spatial dynamics, and external driving -- are combined in a classical age-dependent…
We notice signatures of extreme events-like behavior in a laser based Ikeda map. The trajectory of the system occasionally travels a large distance away from the bounded chaotic region, which appears as intermittent spiking events in the…
We build on the classification in [1] of event sequences in the influence network as respecting collinearity or not, so as to determine in future work what phenomena arise in each case. Collinearity enables each observer to uniquely…
Temporal inhomogeneities observed in various natural and social phenomena have often been characterized in terms of scaling behaviors in the autocorrelation function with a decaying exponent $\gamma$, the interevent time distribution with a…
Time evolution equation for the Probability Distribution Function (PDF) is derived for system of weakly interacting waves. It is shown that a steady state for such system may correspond to strong intermittency.
We establish the limiting spectral distribution of Kendall's correlation matrices in the moderate high-dimensional regime where the dimension grows slower than the sample size. Our framework allows observations to be independent but not…
We study the intermittency properties of two branching processes, one with a uniform and another with a singular splitting kernel. The asymptotic intermittency indices, as well as the leading corrections to the asymptotic linear regime are…
Advection and dispersion in highly heterogeneous environments involving interfacial discontinuities in the corresponding drift and dispersion rates are described through disparate examples from the physical and biological sciences. A…
We study the amplitude distribution of irregular eigenfunctions in systems with mixed classical phase space. For an appropriately restricted random wave model a theoretical prediction for the amplitude distribution is derived and good…
This paper shows that characterizing co-occurrence between events is an important but non-trivial and neglected aspect of discovering potential causal relationships in multimedia event streams. First an introduction to the notion of event…
The scaling properties of the time series of asset prices and trading volumes of stock markets are analysed. It is shown that similarly to the asset prices, the trading volume data obey multi-scaling length-distribution of low-variability…
Contagion processes, representing the spread of infectious diseases, information, or social behaviors, are often schematized as taking place on networks, which encode for instance the interactions between individuals. The impact of the…
We propose a framework for studying predictability of extreme events in complex systems. Major conceptual elements -- hierarchical structure, spatial dynamics, and external driving -- are combined in a classical branching diffusion with…
Multiplicative random cascade model naturally reproduces the intermittency or multifractality, which is frequently shown among hierarchical complex systems such as turbulence and financial markets. As described herein, we investigate the…
This paper considers the issue of modeling fractional data observed in the interval [0,1), (0,1] or [0,1]. Mixed continuous-discrete distributions are proposed. The beta distribution is used to describe the continuous component of the model…
Fluctuations due to a super-position of uncorrelated Lorentzian pulses with a random distribution of amplitudes and duration times are considered. These are demonstrated to be strongly intermittent in the limit of weak pulse overlap,…