A general statistical model for waiting times until collapse of a system

Autor: Olguín-Arias, Vivianne, Davis, Sergio, Gutiérrez, Gonzalo
Rok vydání: 2019
Předmět:
Druh dokumentu: Working Paper
DOI: 10.1016/j.physa.2020.125198
Popis: The distribution of waiting times until the occurrence of a critical event is a crucial statistical problem across several disciplines in Science. In this work we present a statistical model in which a relevant quantity X accumulates until overcoming a threshold X*, which defines the collapse. The obtained waiting time distribution is a mixture of gamma distributions, which in turn can be approximated as an effective gamma distribution.
Databáze: arXiv