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Stochastic nature of series of waiting times

Anvari, M ; Sharif University of Technology | 2013

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  1. Type of Document: Article
  2. DOI: 10.1103/PhysRevE.87.062139
  3. Publisher: 2013
  4. Abstract:
  5. Although fluctuations in the waiting time series have been studied for a long time, some important issues such as its long-range memory and its stochastic features in the presence of nonstationarity have so far remained unstudied. Here we find that the "waiting times" series for a given increment level have long-range correlations with Hurst exponents belonging to the interval 1/2
  6. Keywords:
  7. Continuous time random walks ; High-Reynolds-number turbulence ; Long range correlations ; Non-stationarities ; Short-range correlations ; Stochastic features ; Velocity fluctuations ; Waiting time distributions ; Diffusion ; Stochastic systems
  8. Source: Physical Review E - Statistical, Nonlinear, and Soft Matter Physics ; Volume 87, Issue 6 , 2013 ; 15393755 (ISSN)
  9. URL: http://journals.aps.org/pre/abstract/10.1103/PhysRevE.87.062139