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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…

物理与社会 · 物理学 2009-07-31 Tao Zhou , Xiaopu Han , Binghong Wang

Interevent times in temporal contact data from humans and animals typically obey heavy-tailed distributions, and this property impacts contagion and other dynamical processes on networks. We theoretically show that distributions of…

物理与社会 · 物理学 2022-02-08 Elohim Fonseca dos Reis , Naoki Masuda

Patterns of deliberate human activity and behavior are of utmost importance in areas as diverse as disease spread, resource allocation, and emergency response. Because of its widespread availability and use, e-mail correspondence provides…

物理与社会 · 物理学 2009-01-08 R. Dean Malmgren , Daniel B. Stouffer , Adilson E. Motter , Luis A. N. Amaral

Recent analysis of social communications among humans has revealed that the interval between interactions for a pair of individuals and for an individual often follows a long-tail distribution. We investigate the effect of such a…

物理与社会 · 物理学 2011-09-28 Taro Takaguchi , Naoki Masuda

Social, technological and economic time series are divided by events which are usually assumed to be random albeit with some hierarchical structure. It is well known that the interevent statistics observed in these contexts differs from the…

交易与市场微观结构 · 定量金融 2008-12-02 J. Perello , J. Masoliver , A. Kasprzak , R. Kutner

Count data are omnipresent in many applied fields, often with overdispersion. With mixtures of Poisson distributions representing an elegant and appealing modelling strategy, we focus here on how the tail behaviour of the mixing…

The occurrence of extreme events like heavy precipitation or storms at a certain location often shows a clustering behaviour and is thus not described well by a Poisson process. We construct a general model for the inter-exceedance times in…

统计方法学 · 统计学 2025-09-16 Christina Mathieu , Katharina Hees , Roland Fried

Minimum message length is a general Bayesian principle for model selection and parameter estimation that is based on information theory. This paper applies the minimum message length principle to a small-sample model selection problem…

统计方法学 · 统计学 2018-02-13 Chi Kuen Wong , Enes Makalic , Daniel F. Schmidt

Queueing theory has been recently proposed as a framework to model the heavy tailed statistics of human activity patterns. The main predictions are the existence of a power-law distribution for the interevent time of human actions and two…

物理与社会 · 物理学 2009-02-13 J. G. Oliveira , A. Vazquez

We exploit a suitable moment-based characterization of the mixture of Poisson distribution for developing Bayesian inference for the unknown size of a finite population whose units are subject to multiple occurrences during an enumeration…

统计方法学 · 统计学 2018-06-19 Danilo Alunni Fegatelli , Luca Tardella

Recently, increasing empirical evidence indicates the extensive existence of heavy tails in the interevent time distributions of various human behaviors. Based on the queuing theory, the Barab\'asi model and its variations suggest the…

物理与社会 · 物理学 2008-07-26 Xiao-Pu Han , Tao Zhou , Bing-Hong Wang

We continue our study of exponential law for occurrences and returns of patterns in the context of Gibbsian random fields. For the low temperature plus phase of the Ising model, we prove exponential laws with error bounds for occurrence,…

数学物理 · 物理学 2007-05-23 J. -R. Chazottes , F. Redig

Mixed Poisson distributions provide a flexible approach to the analysis of count data with overdispersion, zero inflation, or heavy tails. Since the Poisson mean must be nonnegative, the mixing distribution is typically assumed to have…

概率论 · 数学 2025-08-20 F. William Townes

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…

混沌动力学 · 物理学 2019-05-06 Arnob Ray , Sarbendu Rakshit , Dibakar Ghosh , Syamal K. Dana

In the present paper we demonstrate the results of a statistical analysis of some characteristics of precipitation events and propose a kind of a theoretical explanation of the proposed models in terms of mixed Poisson and mixed exponential…

概率论 · 数学 2018-06-28 V. Yu. Korolev , A. K. Gorshenin , S. K. Gulev , K. P. Belyaev , A. A. Grusho

In many complex systems studied in statistical physics, inter-arrival times between events such as solar flares, trades and neuron voltages follow a heavy-tailed distribution. The set of event times is fractal-like, being dense in some time…

统计理论 · 数学 2020-09-16 Katharina Hees , Smarak Nayak , Peter Straka

Temporal sequences of discrete events that describe natural and social processes are often driven by non-Poisson dynamics. In addition to a heavy-tailed interevent time distribution, which primarily captures the deviation from a Poisson…

物理与社会 · 物理学 2025-12-08 Takayuki Hiraoka , Hang-Hyun Jo

A diverse variety of processes --- including recurrent disease episodes, neuron firing, and communication patterns among humans --- can be described using inter-event time (IET) distributions. Many such processes are ongoing, although event…

物理与社会 · 物理学 2015-12-09 Mikko Kivelä , Mason A. Porter

We analyze waiting times for price changes in a foreign currency exchange rate. Recent empirical studies of high frequency financial data support that trades in financial markets do not follow a Poisson process and the waiting times between…

物理与社会 · 物理学 2009-11-11 Naoya Sazuka

Rare events in stochastic processes with heavy-tailed distributions are controlled by the big jump principle, which states that a rare large fluctuation is produced by a single event and not by an accumulation of coherent small deviations.…

统计力学 · 物理学 2020-03-13 Raffaella Burioni , Alessandro Vezzani
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