Intertime jump statistics of state-dependent Poisson processes.
Publication
, Journal Article
Daly, E; Porporato, A
Published in: Physical review. E, Statistical, nonlinear, and soft matter physics
January 2007
A method to obtain the probability distribution of the interarrival times of jump occurrences in systems driven by state-dependent Poisson noise is proposed. Such a method uses the survivor function obtained by a modified version of the master equation associated to the stochastic process under analysis. A model for the timing of human activities shows the capability of state-dependent Poisson noise to generate power-law distributions. The application of the method to a model for neuron dynamics and to a hydrological model accounting for land-atmosphere interaction elucidates the origin of characteristic recurrence intervals and possible persistence in state-dependent Poisson models.
Duke Scholars
Published In
Physical review. E, Statistical, nonlinear, and soft matter physics
DOI
EISSN
1550-2376
ISSN
1539-3755
Publication Date
January 2007
Volume
75
Issue
1 Pt 1
Start / End Page
011119
Related Subject Headings
- Fluids & Plasmas
- 09 Engineering
- 02 Physical Sciences
- 01 Mathematical Sciences
Citation
APA
Chicago
ICMJE
MLA
NLM
Daly, E., & Porporato, A. (2007). Intertime jump statistics of state-dependent Poisson processes. Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics, 75(1 Pt 1), 011119. https://doi.org/10.1103/physreve.75.011119
Daly, Edoardo, and Amilcare Porporato. “Intertime jump statistics of state-dependent Poisson processes.” Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics 75, no. 1 Pt 1 (January 2007): 011119. https://doi.org/10.1103/physreve.75.011119.
Daly E, Porporato A. Intertime jump statistics of state-dependent Poisson processes. Physical review E, Statistical, nonlinear, and soft matter physics. 2007 Jan;75(1 Pt 1):011119.
Daly, Edoardo, and Amilcare Porporato. “Intertime jump statistics of state-dependent Poisson processes.” Physical Review. E, Statistical, Nonlinear, and Soft Matter Physics, vol. 75, no. 1 Pt 1, Jan. 2007, p. 011119. Epmc, doi:10.1103/physreve.75.011119.
Daly E, Porporato A. Intertime jump statistics of state-dependent Poisson processes. Physical review E, Statistical, nonlinear, and soft matter physics. 2007 Jan;75(1 Pt 1):011119.
Published In
Physical review. E, Statistical, nonlinear, and soft matter physics
DOI
EISSN
1550-2376
ISSN
1539-3755
Publication Date
January 2007
Volume
75
Issue
1 Pt 1
Start / End Page
011119
Related Subject Headings
- Fluids & Plasmas
- 09 Engineering
- 02 Physical Sciences
- 01 Mathematical Sciences