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

Vivianne Olguín-Arias, Sergio Davis, Gonzalo Gutiérrez

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish
Article number125198
JournalPhysica A: Statistical Mechanics and its Applications
Volume561
DOIs
Publication statusPublished - 1 Jan 2021

ASJC Scopus subject areas

  • Statistics and Probability
  • Condensed Matter Physics

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