relation: http://eprints.imtlucca.it/2899/
title: Correlated bursts and the role of memory range
creator: Jo, Hang-Hyun
creator: Perotti, Juan I.
creator: Kaski, Kimmo
creator: Kertész, János
subject: HA Statistics
subject: QA Mathematics
subject: QC Physics
description: Inhomogeneous temporal processes in natural and social phenomena have been described by bursts that are rapidly occurring events within short time periods alternating with long periods of low activity. In addition to the analysis of heavy-tailed inter-event time distributions, higher-order correlations between inter-event times, called correlated bursts, have been studied only recently. As the possible mechanisms underlying such correlated bursts are far from being fully understood, we devise a simple model for correlated bursts by using a self-exciting point process with variable memory range. Here the probability that a new event occurs is determined by a memory function that is the sum of decaying memories of the past events. In order to incorporate the noise and/or limited memory capacity of systems, we apply two memory loss mechanisms, namely either fixed number or variable number of memories. By using theoretical analysis and numerical simulations we find that excessive amount of memory effect may lead to a Poissonian process, which implies that for memory effect there exists an intermediate range that will generate correlated bursts of magnitude comparable to empirical findings. Hence our results provide deeper understanding of how long-range memory affects correlated bursts.
publisher: American Physical Society
date: 2015
type: Article
type: PeerReviewed
format: application/pdf
language: en
rights: cc_by_nc_nd
identifier: http://eprints.imtlucca.it/2899/1/1505.02758v2.pdf
identifier:   Jo, Hang-Hyun and Perotti, Juan I. and Kaski, Kimmo and Kertész, János  Correlated bursts and the role of memory range.  Physical Review E, 92 (2).  022814.  ISSN 1539-3755      (2015)  
relation: http://doi.org/10.1103/PhysRevE.92.022814
relation: 10.1103/PhysRevE.92.022814