Posts tagged ‘stochastic process’

Bend it like Poisson

I don’t know why astro-ph thought this article on the statistics of football dynamics (Mendes, Malacarne, Anteneodo 2007; physics/0706.1758) was relevant to me and emailed the abstract, but I’m glad they did, because they deal with a question I have wrestled with for a long time: how to figure out the underlying distribution that controls a stochastic process. In 2002ApJ…580.1118K, we dealt with modeling the photon arrival time differences as due to flares occuring at random times but with a power-law intensity distribution with index alpha. physics/0706.1758 deals with time-between-touches and tries to characterize that distribution itself in terms of a number of “phases” beta. From a quick reading, it appears that their beta are our flares, and they restrict all flares to have the same intensity. Despite the restriction, this is interesting because it is an analytical estimation that points a way towards speeding up our flare distribution fitting process, which currently is based on a Monte-Carlo grid search method, not the fastest way to do things.