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http://hdl.handle.net/2289/4092
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DC Field | Value | Language |
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dc.contributor.author | Sabhapandit, Sanjib | - |
dc.date.accessioned | 2011-08-11T07:34:12Z | - |
dc.date.available | 2011-08-11T07:34:12Z | - |
dc.date.issued | 2011-04 | - |
dc.identifier.citation | Europhysics Letters, 2011, Vol.94, p20003 | en |
dc.identifier.issn | 0295-5075 | - |
dc.identifier.issn | 1286-4854 (online) | - |
dc.identifier.uri | http://hdl.handle.net/2289/4092 | - |
dc.description | Restricted Access. An open-access version is available at arXiv.org (one of the alternative locations) | en |
dc.description.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. | en |
dc.language.iso | en | en |
dc.publisher | IOP Publishing Ltd. | en |
dc.relation.uri | http://arxiv.org/abs/1008.1762 | en |
dc.relation.uri | http://dx.doi.org/ 10.1209/0295-5075/94/20003 | en |
dc.relation.uri | http://adsabs.harvard.edu/abs/2011EL.....9420003S | en |
dc.rights | 2011 IOP Publishing Ltd. | en |
dc.subject | Anomalous Diffusion | en |
dc.subject | Breaking Records | en |
dc.subject | Weather Records | en |
dc.subject | Evolution | en |
dc.subject | Dynamics | en |
dc.subject | Adaptation | en |
dc.subject | Systems | en |
dc.subject | Climate | en |
dc.subject | Model | en |
dc.title | Record statistics of continuous time random walk | en |
dc.type | Article | en |
Appears in Collections: | Research Papers (TP) |
Files in This Item:
File | Description | Size | Format | |
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2011_EPL_V94_20003.pdf Restricted Access | Restricted access | 310.3 kB | Adobe PDF | View/Open Request a copy |
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