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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...

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Autores principales: Aquino, Tomás, Aubeneau, Antoine, McGrath, Gavan, Bolster, Diogo, Rao, Suresh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group UK 2017
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.
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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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