71 citations · 216 across the 17 of their papers we have counts for
17 papers
Continuous Time Random Walk with correlated waiting times. The crucial role of inter-trade times in volatility clustering
Jarosław Klamut, Tomasz Gubiec
In many physical, social or economical phenomena we observe changes of a studied quantity only in discrete, irregularly distributed points in time. The stochastic process used by p…
Multi-phase long-term autocorrelated diffusion: Stationary continuous-time Weierstrass walk vs. flight
Tomasz Gubiec, Jarosław Klamut, Ryszard Kutner
In this paper we are examining diffusion properties of stationary continuous-time Weierstrass walk (CTWW). We are showing it is a multi-phase representation of the Lévy walk. The h…
The new face of multifractality: Multi-branchedness and the phase transitions in time series of mean inter-event times
Jarosław Klamut, Ryszard Kutner, Tomasz Gubiec +1
Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dyna…
Directed Continuous-Time Random Walk with memory
Jarosław Klamut, Tomasz Gubiec
We propose a new Directed Continuous-Time Random Walk (CTRW) model with memory. As CTRW trajectory consists of spatial jumps preceded by waiting times, in Directed CTRW, we conside…
Statistical mechanics of coevolving spin system
Tomasz Raducha, Mateusz Wiliński, Tomasz Gubiec +1
We propose a statistical mechanics approach to a coevolving spin system with an adaptive network of interactions. The dynamics of node states and network connections is driven by b…
Predicting language diversity with complex network
Tomasz Raducha, Tomasz Gubiec
Evolution and propagation of the world's languages is a complex phenomenon, driven, to a large extent, by social interactions. Multilingual society can be seen as a system of inter…