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

Olguin-Arias, Vivianne; Davis, Sergio; Gutierrez, Gonzalo

Abstract

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. (c) 2020 Elsevier B.V. All rights reserved.

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Título según WOS: A general statistical model for waiting times until collapse of a system
Título de la Revista: PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS
Volumen: 561
Editorial: ELSEVIER SCIENCE BV
Fecha de publicación: 2021
DOI:

10.1016/j.physa.2020.125198

Notas: ISI