Continuous Time Random Walk with Correlated Waiting Times. The Crucial Role of Inter-Trade Times in Volatility Clustering [PDF]
Entropy, 2021 In many physical, social, and economic phenomena, we observe changes in a studied quantity only in discrete, irregularly distributed points in time. The stochastic process usually applied to describe this kind of variable is the continuous-time random ...
Jarosław Klamut, Tomasz Gubiec
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A Continuous-Time Random Walk Extension of the Gillis Model [PDF]
Entropy, 2020 We consider a continuous-time random walk which is the generalization, by means of the introduction of waiting periods on sites, of the one-dimensional non-homogeneous random walk with a position-dependent drift known in the mathematical literature as ...
Gaia Pozzoli +3 more
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Using approximate Bayesian inference for a “steps and turns” continuous-time random walk observed at regular time intervals [PDF]
PeerJ, 2020 The study of animal movement is challenging because movement is a process modulated by many factors acting at different spatial and temporal scales.
Sofia Ruiz-Suarez +3 more
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Continuous Time Random Walks (CTRWs): Simulation of continuous trajectories [PDF]
Physical Review E, 2007 Continuous time random walks have been developed as a straightforward generalisation of classical random walk processes. Some 10 years ago, Fogedby introduced a continuous representation of these processes by means of a set of Langevin equations [H.
Friedrich, R., Kleinhans, D.
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Continuous-time random walk model for the diffusive motion of helicases [PDF]
QRB DiscoveryDNA helicases are molecular motors that use the energy from nucleotide hydrolysis to move along DNA, promoting the unwinding or rewinding of the double helix.
Victor Rodríguez-Franco +4 more
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A Directed Continuous Time Random Walk Model with Jump Length Depending on Waiting Time [PDF]
The Scientific World Journal, 2014 In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump.
Long Shi, Zuguo Yu, Zhi Mao, Aiguo Xiao
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Large Deviations for Continuous Time Random Walks [PDF]
Entropy, 2020 Recently observation of random walks in complex environments like the cell and other glassy systems revealed that the spreading of particles, at its tails, follows a spatial exponential decay instead of the canonical Gaussian.
Wanli Wang, Eli Barkai, Stanislav Burov
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Parsimonious Continuous Time Random Walk Models and Kurtosis for Diffusion in Magnetic Resonance of Biological Tissue [PDF]
Frontiers in Physics, 2015 In this paper, we provide a context for the modeling approaches that have been developed to describe non-Gaussian diffusion behavior, which is ubiquitous in diffusion weighted magnetic resonance imaging of water in biological tissue.
Carson eIngo +5 more
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Stochastic modeling of injection induced seismicity based on the continuous time random walk model [PDF]
Scientific ReportsThe spatiotemporal evolution of earthquakes induced by fluid injections into the subsurface can be erratic owing to the complexity of the physical process.
Georgios Michas, Filippos Vallianatos
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Record Statistics of Continuous Time Random Walk [PDF]
EPL (Europhysics Letters), 2011 The statistics of records for a time series generated by a continuous time random walk is studied, and found to be independent of the details of the jump length distribution, as long as the latter is continuous and symmetric.
Sabhapandit, Sanjib
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