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physics.comp-ph2018
A Universal Algorithm for Continuous Time Random Walks Limit Distributions
Gurtek Gill, Peter Straka
In this article, we generalize the recent Discrete Time Random Walk (DTRW) algorithm, which was introduced for the computation of probability densities of fractional diffusion. Alt…
math.ST2018
Statistical Inference for inter-arrival times of extreme events in bursty time series
Katharina Hees, Smarak Nayak, Peter Straka
In many complex systems studied in statistical physics, inter-arrival times between events such as solar flares, trades and neuron voltages follow a heavy-tailed distribution. The…