کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
974493 | 1480125 | 2016 | 12 صفحه PDF | دانلود رایگان |
• Recurrence intervals of long-range persistent records obey stretched exponential.
• Recurrence intervals of long-range anti-persistent records obey exponential.
• Recurrence intervals of long-range anti-persistent records are uncorrelated.
• Non-universal properties of recurrence intervals of short-range autocorrelated records exist.
This paper is devoted to the statistical analysis on the recurrence intervals of rare events that are defined above a given threshold. The memory property of original records is found to have significant effects on the distribution and the correlation structure of recurrence intervals, so that some universal and non-universal properties arise. (i) For long-range persistent records by the ARFIMA processes, where large values are likely to follow large values, the recurrence intervals yield stretched exponential distributions and further show long-range persistence. (ii) For long-range anti-persistent records by the ARFIMA processes, the recurrence intervals obey exponential distributions, also absence of autocorrelation. (iii) For short-range autocorrelated records, the distribution and the correlation structure of recurrence intervals both depend on the parameters of the model and the threshold of rare events.
Journal: Physica A: Statistical Mechanics and its Applications - Volume 448, 15 April 2016, Pages 132–143