Please use this identifier to cite or link to this item:
http://hdl.handle.net/2289/4092
Title: | Record statistics of continuous time random walk |
Authors: | Sabhapandit, Sanjib |
Keywords: | Anomalous Diffusion Breaking Records Weather Records Evolution Dynamics Adaptation Systems Climate Model |
Issue Date: | Apr-2011 |
Publisher: | IOP Publishing Ltd. |
Citation: | Europhysics Letters, 2011, Vol.94, p20003 |
Abstract: | The statistics of records for a time series generated by a continuous time random walk is studied, and found to be independent of the details of the jump length distribution, as long as the latter is continuous and symmetric. However, the statistics depend crucially on the nature of the waiting-time distribution. The probability of finding M records within a given time duration t, for large t, has a scaling form, and the exact scaling function is obtained in terms of the one-sided Levy stable distribution. The mean of the ages of the records, defined as < t/M >, differs from t/< M >. The asymptotic behaviour of the shortest and the longest ages of the records are also studied. |
Description: | Restricted Access. An open-access version is available at arXiv.org (one of the alternative locations) |
URI: | http://hdl.handle.net/2289/4092 |
ISSN: | 0295-5075 1286-4854 (online) |
Alternative Location: | http://arxiv.org/abs/1008.1762 http://dx.doi.org/ 10.1209/0295-5075/94/20003 http://adsabs.harvard.edu/abs/2011EL.....9420003S |
Copyright: | 2011 IOP Publishing Ltd. |
Appears in Collections: | Research Papers (TP) |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
2011_EPL_V94_20003.pdf Restricted Access | Restricted access | 310.3 kB | Adobe PDF | View/Open Request a copy |
Items in RRI Digital Repository are protected by copyright, with all rights reserved, unless otherwise indicated.