Jo Hang-Hyun, Perotti Juan I, Kaski Kimmo, Kertész János
BK21plus Physics Division and Department of Physics, Pohang University of Science and Technology, Pohang 790-784, Republic of Korea.
Department of Computer Science, School of Science, Aalto University, P.O. Box 15500, Espoo, Finland.
Phys Rev E Stat Nonlin Soft Matter Phys. 2015 Aug;92(2):022814. doi: 10.1103/PhysRevE.92.022814. Epub 2015 Aug 20.
Inhomogeneous temporal processes in natural and social phenomena have been described by bursts that are rapidly occurring events within short time periods alternating with long periods of low activity. In addition to the analysis of heavy-tailed interevent time distributions, higher-order correlations between interevent times, called correlated bursts, have been studied only recently. As the underlying mechanism behind such correlated bursts is far from being fully understood, we devise a simple model for correlated bursts using a self-exciting point process with a variable range of memory. Whether a new event occurs is stochastically determined by a memory function that is the sum of decaying memories of past events. In order to incorporate the noise and/or limited memory capacity of systems, we apply two memory loss mechanisms: a fixed number or a variable number of memories. By analysis and numerical simulations, we find that too much memory effect may lead to a Poissonian process, implying that there exists an intermediate range of memory effect to generate correlated bursts comparable to empirical findings. Our conclusions provide a deeper understanding of how long-range memory affects correlated bursts.
自然和社会现象中的非均匀时间过程已通过爆发来描述,爆发是在短时间内快速发生的事件,与长时间的低活动期交替出现。除了对重尾事件间隔时间分布进行分析外,事件间隔时间之间的高阶相关性,即所谓的相关爆发,直到最近才得到研究。由于这种相关爆发背后的潜在机制远未被完全理解,我们使用具有可变记忆范围的自激发点过程设计了一个相关爆发的简单模型。新事件是否发生由一个记忆函数随机决定,该记忆函数是过去事件衰减记忆的总和。为了纳入系统的噪声和/或有限记忆容量,我们应用两种记忆丢失机制:固定数量或可变数量的记忆。通过分析和数值模拟,我们发现过多的记忆效应可能导致泊松过程,这意味着存在一个中间范围的记忆效应来产生与实证结果相当的相关爆发。我们的结论为远程记忆如何影响相关爆发提供了更深入的理解。