相关论文: Records for the moving average of a time series

Many astronomical phenomena, including Fast Radio Bursts and Soft Gamma Repeaters, consist of brief, separated, seemingly aperiodic events. The intervals between these events vary randomly, but there are epochs of greater activity, with…

The extreme statistics of time signals is studied when the maximum is measured from the initial value. In the case of independent, identically distributed (iid) variables, we classify the limiting distribution of the maximum according to…

We demonstrate that continuous time random walks in which successive waiting times are correlated by Gaussian statistics lead to anomalous diffusion with mean squared displacement <r^2(t)>~t^{2/3}. Long-ranged correlations of the waiting…

This article considers the statistical properties of L\'evy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply.…

Strong anomalous diffusion is {often} characterized by a piecewise-linear spectrum of the moments of displacement. The spectrum is characterized by slopes $\xi$ and $\zeta$ for small and large moments, respectively, and by the critical…

We analyze record-breaking events in time series of continuous random variables that are subsequently discretized by rounding down to integer multiples of a discretization scale $\Delta>0$. Rounding leads to ties of an existing record,…

When a quantity reaches a value higher (or lower) than its value at any time before, it is said to have made a record. We numerically study the statistical properties of records in the time series of order parameters in different models…

The study of record statistics of correlated series is gaining momentum. In this work, we study the records statistics of the time series of select stock market data and the geometric random walk, primarily through simulations. We show that…

We revisit the statistics of extremes and records of symmetric random walks with stochastic resetting, extending earlier studies in several directions. We put forward a diffusive scaling regime (symmetric step length distribution with…

We consider the general branching random walk under minimal assumptions, which in particular guarantee that the empirical particle distribution admits an almost sure central limit theorem. For such a process, we study the large time decay…

A new model, which uses the frequency of individuals' annual home run totals, is employed to predict future home run totals and records in Major League Baseball. Complete home run frequency data from 1903--2005 is analyzed, resulting in…

We study the statistics of the number of records R_{n,N} for N identical and independent symmetric discrete-time random walks of n steps in one dimension, all starting at the origin at step 0. At each time step, each walker jumps by a…

We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial…

Consider a branching random walk in which the offspring distribution and the moving law both depend on an independent and identically distributed random environment indexed by the time.For the normalised counting measure of the number of…

We consider sequences of random variables whose probability generating functions are polynomials all of whose roots lie on the unit circle. The distribution of such random variables has only been sporadically studied in the literature. We…

We study the influence of boundary conditions on self-affine random functions u(t) in the interval t/L \in [0,1], with independent Gaussian Fourier modes of variance ~ 1/q^{\alpha}. We consider the probability distribution of the mean…

We study statistics of records in a sequence of random variables. These identical and independently distributed variables are drawn from the parent distribution rho. The running record equals the maximum of all elements in the sequence up…

Random permutations with distribution conditionally uniform given the set of record values can be generated in a unified way, coherently for all values of $n$. Our central example is a two-parameter family of random permutations that are…

Single particle tracking has become a standard tool to investigate diffusive properties, especially in small systems such as biological cells. Usually the resulting time series are analyzed in terms of time averages over individual…

The difference between consecutive daily Sunspot Numbers was analysed. Its distribution was approximated on a large time scale with an exponential law. In order to verify this approximation a Maximum Entropy distribution was generated by a…