相关论文: Elements for Response Time Statistics in ERP Trans…

Gradually Truncated Log-normal distribution - Size distribution of firms Abstract Many natural and economical phenomena are described through power law or log- normal distributions. In these cases, probability decreases very slowly with…

Getting good statistical models of traffic on network links is a well-known, often-studied problem. A lot of attention has been given to correlation patterns and flow duration. The distribution of the amount of traffic per unit time is an…

We consider a scenario where multiple event-based systems use a wireless network to communicate with their respective controllers. These systems use a contention resolution mechanism (CRM) to arbitrate access to the network. We present a…

Enduring violent conflicts are interrupted by lulls without violence. Studies of interevent times found power law distributions based on coarse-grained data with a resolution of one day. Fine-grained data of violence with a resolution of…

Signal-to-noise ratio (SNR) statistics play a central role in many applications. A common situation where SNR is studied is when a continuous time signal is sampled at a fixed frequency with some noise in the background. While estimation…

Logs are widely used to record runtime information of software systems, such as the timestamp and the importance of an event, the unique ID of the source of the log, and a part of the state of a task's execution. The rich information of…

Being a powerful tool for linear time-invariant (LTI) systems, system response analysis can also be applied to the so-called linear space-invariant (LSI) but time-varying systems, which is a dual of the conventional LTI problems. In this…

A well-known stochastic model for intermittent fluctuations in physical systems is investigated. The model is given by a super-position of uncorrelated exponential pulses, and the degree of pulse overlap is interpreted as an intermittency…

Linear response theory, the backbone of non-equilibrium statistical physics, has recently been extended to explain how and why non-ergodic renewal processes are insensitive to simple perturbations, such as in habituation. It was established…

An efficient approach to the calculation of the $\epsilon$-entropy is proposed. The method is based on the idea of looking at the information content of a string of data, by analyzing the signal only at the instants when the fluctuations…

The extreme event statistics plays a very important role in the theory and practice of time series analysis. The reassembly of classical theoretical results is often undermined by non-stationarity and dependence between increments.…

Transfer entropy is capable of capturing nonlinear source-destination relations between multi-variate time series. It is a measure of association between source data that are transformed into destination data via a set of linear…

This letter reports two moment extensions of the entropy of a distribution. By understanding the traditional entropy as the average of the original distribution up to a random variable transformation, the traditional moments equation become…

We consider pure-jump transaction-level models for asset prices in continuous time, driven by point processes. In a bivariate model that admits cointegration, we allow for time deformations to account for such effects as intraday seasonal…

Doron Gepner's word statistics, that came up in his research in conformal field theory, is studied and it is conjectured that its scaled limiting distribution is the Logistic distribution. We support this by proving rigorously that the…

This paper presents an investigation of the notion of reaction time in some synchronous systems. A state-based description of such systems is given, and the reaction time of such systems under some classic composition primitives is studied.…

Accurate probabilistic modeling of the power system restoration process is essential for resilience planning, operational decision-making, and realistic simulation of resilience events. In this work, we develop data-driven probabilistic…

Understanding the performance of a pool of servers is crucial for proper dimensioning. One of the main challenges is to take into account the complex interactions between servers that are pooled to process jobs. In particular, a job can…

The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…

Non-equilibrium fluctuations of various stochastic variables, such as work and entropy production, have been widely discussed recently in the context of large deviations, cumulants and fluctuation relations. Typically, one looks at the…