Papers Published

1. Daly, E. and Porporato, A., Intertime jump statistics of state-dependent Poisson processes, Phys. Rev. E, Stat. Nonlinear Soft Matter Phys. (USA), vol. 75 no. 1 (2007), pp. 11119 - 1 [PhysRevE.75.011119] .
   (last updated on 2007/04/09)

   Abstract:
   A method to obtain the probability distribution of the interarrival times of jump occurrences in systems driven by state-dependent Poisson noise is proposed. Such a method uses the survivor function obtained by a modified version of the master equation associated to the stochastic process under analysis. A model for the timing of human activities shows the capability of state-dependent Poisson noise to generate power-law distributions. The application of the method to a model for neuron dynamics and to a hydrological model accounting for land-atmosphere interaction elucidates the origin of characteristic recurrence intervals and possible persistence in state-dependent Poisson models

   Keywords:
   master equation;neurophysiology;noise;physiological models;probability;statistics;stochastic processes;