相关论文: Modeling Human Dynamics with Adaptive Interest
A social interaction (so-called higher-order event/interaction) can be regarded as the activation of the hyperlink among the corresponding individuals. Social interactions can be, thus, represented as higher-order temporal networks, that…
We consider the problem of inference for non-stationary time series with heavy-tailed error distribution. Under a time-varying linear process framework we show that there exists a suitable local approximation by a stationary process with…
There is substantial interest in the effect of human mobility patterns on opportunistic communications. Inspired by recent work revisiting some of the early evidence for a L\'evy flight foraging strategy in animals, we analyse datasets on…
Two of the most popular approximations for the distribution of the steady-state waiting time, $W_{\infty}$, of the M/G/1 queue are the so-called heavy-traffic approximation and heavy-tailed asymptotic, respectively. If the traffic…
Temporal correlations of time series or event sequences in natural and social phenomena have been characterized by power-law decaying autocorrelation functions with decaying exponent $\gamma$. Such temporal correlations can be understood in…
The analysis of social networks, in particular those describing face-to-face interactions between individuals, is complex due to the intertwining of the topological and temporal aspects. We revisit them both, using public data recorded by…
Extreme events and the heavy tail distributions driven by them are ubiquitous in various scientific, engineering and financial research. They are typically associated with stochastic instability caused by hidden unresolved processes.…
We propose a simple phenomenological model exhibiting on-off intermittency over an extended range of control parameter. We find that the distribution of the 'off' periods has as a power-law tail with an exponent varying continuously between…
The interevent time of terrorism attack events is investigated by empirical data and model analysis. Empirical evidence shows it follows a scale-free property. In order to understand the dynamic mechanism of such statistic feature, an…
Heavy-tailed phenomena appear across diverse domains --from wealth and firm sizes in economics to network traffic, biological systems, and physical processes-- characterized by the disproportionate influence of extreme values. These…
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…
Temporal social networks are characterized by {heterogeneous} duration of contacts, which can either follow a power-law distribution, such as in face-to-face interactions, or a Weibull distribution, such as in mobile-phone communication.…
In a financial market, for agents with long investment horizons or at times of severe market stress, it is often changes in the asset price that act as the trigger for transactions or shifts in investment position. This suggests the use of…
Temporal correlations in the time series observed in various systems have been characterized by the autocorrelation function. Such correlations can be explained by heavy-tailed interevent time distributions as well as by correlations…
A length dependence of the effective mobility in the form of a power law, B ~ L^(1-1/alpha) is observed in dispersive transport in amorphous substances, with 0 < \alpha < 1. We deduce this behavior as a simple consequence of the statistical…
The recent interest in human dynamics has led researchers to investigate the stochastic processes that explain human behaviour in different contexts. Here we propose a generative model to capture the essential dynamics of survival analysis,…
The use of expectiles in risk management has recently gathered remarkable momentum due to their excellent axiomatic and probabilistic properties. In particular, the class of elicitable law-invariant coherent risk measures only consists of…
In this work we introduce a variant of the Yule-Simon model for preferential growth by incorporating a finite kernel to model the effects of bounded memory. We characterize the properties of the model combining analytical arguments with…
Power-law distributions are widely recognized in complex systems physics as indicative of underlying complexity in interaction networks and critical macroscopic behavior. Previous studies, notably those of Newman and others, have emphasized…
For many optimization algorithms the time-to-solution depends not only on the problem size but also on the specific problem instance and may vary by many orders of magnitude. It is then necessary to investigate the full distribution and…