Stochastic nature of series of waiting times

Stochastic nature of series of waiting times

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 in...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Physical review. E, Statistical, nonlinear, and soft matter physics Statistical, nonlinear, and soft matter physics, 2013-06, Vol.87 (6), p.062139-062139, Article 062139
Hauptverfasser: Anvari, Mehrnaz, Aghamohammadi, Cina, Dashti-Naserabadi, H, Salehi, E, Behjat, E, Qorbani, M, Nezhad, M Khazaei, Zirak, M, Hadjihosseini, Ali, Peinke, Joachim, Tabar, M Reza Rahimi
Format: Artikel
Sprache:eng
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung: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
ISSN:1539-3755
1550-2376
DOI:10.1103/PhysRevE.87.062139