Physics – Condensed Matter – Statistical Mechanics
Scientific paper
2008-10-06
J. Stat. Mech. (2009) P01019
Physics
Condensed Matter
Statistical Mechanics
15 pages, 12 figures, submitted to J. Stat. Mech., special issue of the UPoN2008 conference
Scientific paper
10.1088/1742-5468/2009/01/P01019
We discuss intermittent time series consisting of discrete bursts or avalanches separated by waiting or silent times. The short time correlations can be understood to follow from the properties of individual avalanches, while longer time correlations often present in such signals reflect correlations between triggerings of different avalanches. As one possible source of the latter kind of correlations in experimental time series, we consider the effect of a finite detection threshold, due to e.g. experimental noise that needs to be removed. To this end, we study a simple toy model of an avalanche, a random walk returning to the origin or a Brownian bridge, in the presence and absence of superimposed delta-correlated noise. We discuss the properties after thresholding of artificial timeseries obtained by mixing toy avalanches and waiting times from a Poisson process. Most of the resulting scalings for individual avalanches and the composite timeseries can be understood via random walk theory, except for the waiting time distributions when strong additional noise is added. Then, to compare with a more complicated case we study the Manna sandpile model of self-organized criticality, where some further complications appear.
Alava Mikko J.
Illa Xavier
Laurson Lasse
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