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Noise-Driven Return Statistics: Scaling and Truncation in Stochastic Storage Processes
In countless systems, subjected to variable forcing, a key question arises: how much time will a state variable spend away from a given threshold? When forcing is treated as a stochastic process, this can be addressed with first return time distributions. While many studies suggest exponential, doub...
Autores principales: | , , , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Nature Publishing Group UK
2017
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5428502/ https://www.ncbi.nlm.nih.gov/pubmed/28331189 http://dx.doi.org/10.1038/s41598-017-00451-x |
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author | Aquino, Tomás Aubeneau, Antoine McGrath, Gavan Bolster, Diogo Rao, Suresh |
author_facet | Aquino, Tomás Aubeneau, Antoine McGrath, Gavan Bolster, Diogo Rao, Suresh |
author_sort | Aquino, Tomás |
collection | PubMed |
description | In countless systems, subjected to variable forcing, a key question arises: how much time will a state variable spend away from a given threshold? When forcing is treated as a stochastic process, this can be addressed with first return time distributions. While many studies suggest exponential, double exponential or power laws as empirical forms, we contend that truncated power laws are natural candidates. To this end, we consider a minimal stochastic mass balance model and identify a parsimonious mechanism for the emergence of truncated power law return times. We derive boundary-independent scaling and truncation properties, which are consistent with numerical simulations, and discuss the implications and applicability of our findings. |
format | Online Article Text |
id | pubmed-5428502 |
institution | National Center for Biotechnology Information |
language | English |
publishDate | 2017 |
publisher | Nature Publishing Group UK |
record_format | MEDLINE/PubMed |
spelling | pubmed-54285022017-05-15 Noise-Driven Return Statistics: Scaling and Truncation in Stochastic Storage Processes Aquino, Tomás Aubeneau, Antoine McGrath, Gavan Bolster, Diogo Rao, Suresh Sci Rep Article In countless systems, subjected to variable forcing, a key question arises: how much time will a state variable spend away from a given threshold? When forcing is treated as a stochastic process, this can be addressed with first return time distributions. While many studies suggest exponential, double exponential or power laws as empirical forms, we contend that truncated power laws are natural candidates. To this end, we consider a minimal stochastic mass balance model and identify a parsimonious mechanism for the emergence of truncated power law return times. We derive boundary-independent scaling and truncation properties, which are consistent with numerical simulations, and discuss the implications and applicability of our findings. Nature Publishing Group UK 2017-03-22 /pmc/articles/PMC5428502/ /pubmed/28331189 http://dx.doi.org/10.1038/s41598-017-00451-x Text en © The Author(s) 2017 This work is licensed under a Creative Commons Attribution 4.0 International License. The images or other third party material in this article are included in the article’s Creative Commons license, unless indicated otherwise in the credit line; if the material is not included under the Creative Commons license, users will need to obtain permission from the license holder to reproduce the material. To view a copy of this license, visit http://creativecommons.org/licenses/by/4.0/ |
spellingShingle | Article Aquino, Tomás Aubeneau, Antoine McGrath, Gavan Bolster, Diogo Rao, Suresh Noise-Driven Return Statistics: Scaling and Truncation in Stochastic Storage Processes |
title | Noise-Driven Return Statistics: Scaling and Truncation in Stochastic Storage Processes |
title_full | Noise-Driven Return Statistics: Scaling and Truncation in Stochastic Storage Processes |
title_fullStr | Noise-Driven Return Statistics: Scaling and Truncation in Stochastic Storage Processes |
title_full_unstemmed | Noise-Driven Return Statistics: Scaling and Truncation in Stochastic Storage Processes |
title_short | Noise-Driven Return Statistics: Scaling and Truncation in Stochastic Storage Processes |
title_sort | noise-driven return statistics: scaling and truncation in stochastic storage processes |
topic | Article |
url | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5428502/ https://www.ncbi.nlm.nih.gov/pubmed/28331189 http://dx.doi.org/10.1038/s41598-017-00451-x |
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