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.
|Original language||English (US)|
|Journal||Physical Review E - Statistical, Nonlinear, and Soft Matter Physics|
|State||Published - Feb 1 2007|
All Science Journal Classification (ASJC) codes
- Statistical and Nonlinear Physics
- Statistics and Probability
- Condensed Matter Physics