相关论文: Scaling in the Inter-Event Time of Random and Seas…

The recent availability of huge high resolution datasets on human activities has revealed the heavy-tailed nature of the interevent time distributions. In social simulations of interacting agents the standard approach has been to use…

This paper studies a class of consensus dynamics where the interactions between agents are affected by a time-varying unknown scaling factor. This situation is encountered in the control of robotic fleets over a wireless network or in…

Extreme events can come either from point processes, when the size or energy of the events is above a certain threshold, or from time series, when the intensity of a signal surpasses a threshold value. We are particularly concerned by the…

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…

We introduce a new class of models in which a large number of "agents" organize under the influence of an externally imposed coherent noise. The model shows reorganization events whose size distribution closely follows a power law over many…

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…

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…

The human society is a very complex system; still, there are several non-trivial, general features. One type of them is the presence of power-law distributed quantities in temporal statistics. In this Letter, we focus on the origin of…

This article is a presentation of specific recent results describing scaling limits of individual-based models. Thanks to them, we wish to relate the time-scales typical of demographic dynamics and natural selection to the parameters of the…

Power law distributions of macroscopic observables are ubiquitous in both the natural and social sciences. They are indicative of correlated, cooperative phenomena between groups of interacting agents at the microscopic level. In this paper…

It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we provide a deeper understanding of these intricate limiting…

This paper presents an analysis of the distribution of the time $\tau$ between two consecutive events in a stationary point process. The study is motivated by the discovery of a unified scaling law for $\tau$ for the case of seismic events.…

We investigate statistical inference across time scales. We take as toy model the estimation of the intensity of a discretely observed compound Poisson process with symmetric Bernoulli jumps. We have data at different time scales:…

We present results for the so-called `bar-attendance' model of market behavior: $p$ adaptive agents, each possessing $n$ prediction rules chosen randomly from a pool, attempt to attend a bar whose cut-off is $s$. The global attendance…

In this work the system of agents is applied to establish a model of the nonlinear distributed signal processing. The evolution of the system of the agents - by the prediction time scale diversified trend followers, has been studied for the…

In this study we aim for a deeper understanding of the power law slope, $\alpha$, of waiting time distributions. Statistically independent events with linear behavior can be characterized by binomial, Gaussian, exponential, or Poissonian…

The observation of power laws in the time to extrema of volatility, volume and intertrade times, from milliseconds to years, are shown to result straightforwardly from the selection of biased statistical subsets of realizations in otherwise…

We analyse the problem of meeting times for interdependent stochastic agents: random walkers whose behaviour is stochastic but controlled by their selections from some set of allowed actions, and the inference problem of when these agents…

We study the interpersonal trust of a population of agents, asking whether chance may decide if a population ends up in a high trust or low trust state. We model this by a discrete time, random matching stochastic coordination game. Agents…

We introduce a general methodology of update rules accounting for arbitrary interevent time distributions in simulations of interacting agents. In particular we consider update rules that depend on the state of the agent, so that the update…