相关论文: Renewal, Modulation and Superstatistics

In this paper we analyze a coupling between the very large jumps in physical and operational times as applied to anomalous diffusion. The approach is based on subordination of a skewed Levy-stable process by its inverse to get two types of…

We argue that Poisson statistics in logarithmic time provides an idealized description of non-equilibrium configurational rearrangements in aging glassy systems. The description puts stringent requirements on the geometry of the metastable…

Recently, a number of statistical problems have found an unexpected solution by inspecting them through a "modal point of view". These include classical tasks such as clustering or regression. This has led to a renewed interest in…

Turbulence is known to show intermittency. That is, statistical properties vary with the length scale in a way not accounted for by statistical similarity where dimensionless ratios of moments are constant. Intermittency occurs even in the…

Non-homogeneous renewal processes are not yet well established. One of the tools necessary for studying these processes is the non-homogeneous time convolution. Renewal theory has great relevance in general in economics and in particular in…

Nonlinear dynamics emerge through either nonlinear interactions between the variables or through nonlinearities imposed on their linear interactions. Their interactions can be conceptualized as modulations of input-output (I/O) functions,…

Real-world time series forecasting faces the fundamental challenge of non-stationary statistical properties, including shifts in mean and variance over time. While reversible instance normalization (RevIN) has shown promise by…

In many application domains, time series are monitored to detect extreme events like technical faults, natural disasters, or disease outbreaks. Unfortunately, it is often non-trivial to select both a time series that is informative about…

Time irreversibility, defined as the lack of invariance of the statistical properties of a system or time series under the operation of time reversal, has received an increasing attention during the last decades, thanks to the information…

We present simple classical dynamical models to illustrate the idea of introducing a stochasticity with non-locality into the time variable. For stochasticity in time, these models include noise in the time variable but not in the "space"…

It has been recently found that a number of systems displaying crackling noise also show a remarkable behavior regarding the temporal occurrence of successive events versus their size: a scaling law for the probability distributions of…

There are many natural, physical, and biological systems that exhibit multiple time scales. For example, the dynamics of a population of ticks can be described in continuous time during their individual life cycle yet discrete time is used…

Light scalar fields such as axions and string moduli can play an important role in early-universe cosmology. However, many factors can significantly impact their late-time cosmological abundances. For example, in cases where the potentials…

Inverse power law distributions are generally interpreted as a manifestation of complexity, and waiting time distributions with power index \mu < 2 reflect the occurrence of ergodicity breaking renewal events. In this Letter we show how to…

We present a method that allows to distinguish between nearly periodic and strictly periodic time series. To this purpose, we employ a conservative criterion for periodicity, namely that the time series can be interpolated by a periodic…

Disordered solids often change their elastic response as they slowly age. Using experiments and simulations, we study how aging disordered planar networks under an applied stress affects their nonlinear elastic response. We are able to…

In this paper we analyse three models of the early universe, for which the respective mechanisms for generating the curvature perturbation are considered disparate. We find that in fact the mechanisms are very similar, and hence explain why…

Stochastic renewal processes are ubiquitous across physics, biology, and the social sciences. Here, we show that continuous-time renewal dynamics can naturally produce a mixed discrete-continuous structure, with a macroscopic fraction of…

Anomalous diffusions arise as scaling limits of continuous-time random walks (CTRWs) whose innovation times are distributed according to a power law. The impact of a non-exponential waiting time does not vanish with time and leads to…

Arrival times of requests to print in a student laboratory were analyzed. Inter-arrival times between subsequent requests follow a universal scaling law relating time intervals and the size of the request, indicating a scale invariant…