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In many complex systems a continuous input of energy over time can be suddenly relaxed in the form of avalanches. Conventional avalanche models disregard the possibility of internal dynamical effects in the inter-avalanche periods, and thus…

Statistical Mechanics · Physics 2015-07-02 E. A. Jagla , François P. Landes , Alberto Rosso

The fluctuation scaling law has universally been observed in a wide variety of phenomena. For counting processes describing the number of events occurred during time intervals, it is expressed as a power function relationship between the…

Data Analysis, Statistics and Probability · Physics 2013-07-01 Shinsuke Koyama

In incompressible and periodic statistically stationary turbulence, exchanges of turbulent energy across scales and space are characterised by very intense and intermittent spatio-temporal fluctuations around zero of the time-derivative…

Fluid Dynamics · Physics 2018-08-28 Tatsuya Yasuda , John Christos Vassilicos

We consider two statistical regularities that were used to explain Omori's law of the aftershock rate decay: the Levy and Inverse Gaussian (IGD) distributions. These distributions are thought to describe stress behavior influenced by…

Applications · Statistics 2012-07-24 Yan Y. Kagan

In order to clarify how the statistical properties of earthquakes depend on the constitutive law characterizing the stick-slip dynamics, we make an extensive numerical simulation of the one-dimensional spring-block model with the rate- and…

Other Condensed Matter · Physics 2009-11-11 Akio Ohmura , Hikaru Kawamura

Immediately following a disaster event, such as an earthquake, estimates of the damage extent play a key role in informing the coordination of response and recovery efforts. We develop a novel impact estimation tool that leverages a…

Applications · Statistics 2025-01-15 Max Anderson Loake , Hamish Patten , David Steinsaltz

We introduce a counting process to model the random occurrence in time of car traffic accidents, taking into account some aspects of the self-excitation typical of this phenomenon. By combining methods from probability and differential…

Physics and Society · Physics 2025-05-19 Simone Göttlich , Thomas Schillinger , Andrea Tosin

Event occurrence is not only subject to the environmental changes, but is also facilitated by the events that have occurred in a system. Here, we develop a method for estimating such extrinsic and intrinsic factors from a single series of…

Data Analysis, Statistics and Probability · Physics 2021-01-04 Shinsuke Koyama , Shigeru Shinomoto

It has been noticed that when the waiting time distribution exhibits a transition from an intermediate time power law decay to a long-time exponential decay in the continuous time random walk model, a transition from anomalous diffusion to…

Analysis of PDEs · Mathematics 2023-05-23 Zhe Xue , Yuan Zhang , Zhennan Zhou , Min Tang

Enduring violent conflicts are interrupted by lulls without violence. Studies of interevent times found power law distributions based on coarse-grained data with a resolution of one day. Fine-grained data of violence with a resolution of…

Physics and Society · Physics 2026-04-14 Jeroen Bruggeman

Earthquake aftershock identification is closely related to the question "Are aftershocks different from the rest of earthquakes?" We give a positive answer to this question and introduce a general statistical procedure for clustering…

Geophysics · Physics 2010-03-01 Ilya Zaliapin , Andrei Gabrielov , Vladimir Keilis-Borok , Henry Wong

We study statistical properties of the number of large earthquakes over the past century. We analyze the cumulative distribution of the number of earthquakes with magnitude larger than threshold M in time interval T, and quantify the…

Geophysics · Physics 2012-03-30 Eric G. Daub , Eli Ben-Naim , Robert A. Guyer , Paul A. Johnson

We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients,…

Probability · Mathematics 2024-12-13 Ling Wang , Pengcheng Xia , Longjie Xie , Li Yang

The distribution of recurrence times or return intervals between extreme events is important to characterize and understand the behavior of physical systems and phenomena in many disciplines. It is well known that many physical processes in…

Statistical Finance · Quantitative Finance 2008-12-29 M. S. Santhanam , Holger Kantz

Mega et al.(cond-mat/0212529) proposed to use the ``diffusion entropy'' (DE) method to demonstrate that the distribution of time intervals between a large earthquake (the mainshock of a given seismic sequence) and the next one does not obey…

Geophysics · Physics 2009-11-10 Agnes Helmstetter , Didier Sornette

Earthquakes are a major threat to nations worldwide. Earthquake detection is an important scientific challenge, not only for its social impacts, but also since it reflects the actual degree of understanding of the physical processes…

Geophysics · Physics 2023-05-05 Yosef Ashkenazy , Ittai Kurzon , Eitan Asher

We investigate the connections between microscopic chaos, defined on a dynamical level and arising from collisions between molecules, and diffusion, characterized by a mean square displacement proportional to the time. We use a number of…

Chaotic Dynamics · Physics 2007-05-23 C. P. Dettmann , E. G. D. Cohen

Power-law type distributions are extensively found when studying the behaviour of many complex systems. However, due to limitations in data acquisition, empirical datasets often only cover a narrow range of observation, making it difficult…

Data Analysis, Statistics and Probability · Physics 2019-12-11 Víctor Navas-Portella , Álvaro González , Isabel Serra , Eduard Vives , Álvaro Corral

The Hawkes self-excited point process provides an efficient representation of the bursty intermittent dynamics of many physical, biological, geological and economic systems. By expressing the probability for the next event per unit time…

Statistical Mechanics · Physics 2020-09-23 Kiyoshi Kanazawa , Didier Sornette

We analyse the probability densities of daily rainfall amounts at a variety of locations on the Earth. The observed distributions of the amount of rainfall fit well to a q-exponential distribution with exponent q close to q=1.3. We discuss…

Statistical Mechanics · Physics 2016-03-10 G. Cigdem Yalcin , Pau Rabassa , Christian Beck