Intertime jump statistics of state-dependent Poisson processes.

Published

Journal Article

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.

Full Text

Duke Authors

Cited Authors

  • Daly, E; Porporato, A

Published Date

  • January 22, 2007

Published In

Volume / Issue

  • 75 / 1 Pt 1

Start / End Page

  • 011119 -

PubMed ID

  • 17358122

Pubmed Central ID

  • 17358122

Electronic International Standard Serial Number (EISSN)

  • 1550-2376

International Standard Serial Number (ISSN)

  • 1539-3755

Digital Object Identifier (DOI)

  • 10.1103/physreve.75.011119

Language

  • eng