Physical Review E, ( ISI ), Volume (87), No (6), Year (2013-6) , Pages (621391-621396)

Title : ( Stochastic nature of series of waiting times )

Authors: M. Anvari , C. Aghamohammadi , H. Dashti-Naserabadi , E. Salehi , E. Behjat , M. Qorbani , Mehdi Khazaei Nezhad , M. Zirak , A. Hadjihosseini , J. Peinke , M. R. Rahimi Tabar ,

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Abstract

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<H<1. We also study positive-negative level asymmetry of the waiting time distribution. We find that the logarithmic difference of waiting times series has a short-range correlation, and then we study its stochastic nature using the Markovian method and determine the corresponding Kramers-Moyal coefficients. As an example, we analyze the velocity fluctuations in high Reynolds number turbulence and determine the level dependence of Markov time scales, as well as the drift and diffusion coefficients. We show that the waiting time distributions exhibit power law tails, and we were able to model the distribution with a continuous time random walk.

Keywords

, waiting times series, Stochastic nature, Hurst exponents
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@article{paperid:1069446,
author = {M. Anvari and C. Aghamohammadi and H. Dashti-Naserabadi and E. Salehi and E. Behjat and M. Qorbani and Khazaei Nezhad, Mehdi and M. Zirak and A. Hadjihosseini and J. Peinke and M. R. Rahimi Tabar},
title = {Stochastic nature of series of waiting times},
journal = {Physical Review E},
year = {2013},
volume = {87},
number = {6},
month = {June},
issn = {2470-0045},
pages = {621391--621396},
numpages = {5},
keywords = {waiting times series; Stochastic nature; Hurst exponents},
}

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%0 Journal Article
%T Stochastic nature of series of waiting times
%A M. Anvari
%A C. Aghamohammadi
%A H. Dashti-Naserabadi
%A E. Salehi
%A E. Behjat
%A M. Qorbani
%A Khazaei Nezhad, Mehdi
%A M. Zirak
%A A. Hadjihosseini
%A J. Peinke
%A M. R. Rahimi Tabar
%J Physical Review E
%@ 2470-0045
%D 2013

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