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Physica A Statistical Mechanics and its Applications
Article . 2020 . Peer-reviewed
License: Elsevier TDM
Data sources: Crossref
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zbMATH Open
Article . 2020
Data sources: zbMATH Open
https://dx.doi.org/10.48550/ar...
Article . 2019
License: arXiv Non-Exclusive Distribution
Data sources: Datacite
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Bessel-like birth–death process

Bessel-like birth-death process
Authors: Gontis, V.; Kononovicius, A.;

Bessel-like birth–death process

Abstract

We consider models of the population or opinion dynamics which result in the non-linear stochastic differential equations (SDEs) exhibiting the spurious long-range memory. In this context, the correspondence between the description of the birth-death processes as the continuous-time Markov chains and the continuous SDEs is of high importance for the alternatives of modeling. We propose and generalize the Bessel-like birth-death process having clear representation by the SDEs. The new process helps to integrate the alternatives of description and to derive the equations for the probability density function (PDF) of the burst and inter-burst duration of the proposed continuous time birth-death processes.

11 pages, 3 figures

Keywords

Physics - Physics and Society, Statistical Finance (q-fin.ST), Markov chains, Bessel process, bursting behavior, Quantitative Finance - Statistical Finance, FOS: Physical sciences, Physics and Society (physics.soc-ph), FOS: Economics and business, Branching processes (Galton-Watson, birth-and-death, etc.), Brownian motion, spurious memory, Continuous-time Markov processes on discrete state spaces, birth-death processes

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    popularity
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
4
Average
Average
Average
Green
bronze