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...

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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
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container_end_page 062139
container_issue 6
container_start_page 062139
container_title Physical review. E, Statistical, nonlinear, and soft matter physics
container_volume 87
creator 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
description 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
doi_str_mv 10.1103/PhysRevE.87.062139
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title Stochastic nature of series of waiting times
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