Intertime jump statistics of state-dependent Poisson processes

Edoardo Daly, Amilcare Porporato

Research output: Contribution to journalArticle

23 Scopus citations

Abstract

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 languageEnglish (US)
Article number011119
JournalPhysical Review E - Statistical, Nonlinear, and Soft Matter Physics
Volume75
Issue number1
DOIs
StatePublished - Feb 1 2007
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Statistical and Nonlinear Physics
  • Statistics and Probability
  • Condensed Matter Physics

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