Point Processes Modeling of Time Series Exhibiting Power-Law Statistics

We consider stochastic point processes generating time series exhibiting power laws of spectrum and distribution density (Phys. Rev. E 71, 051105 (2005)) and apply them for modeling the trading activity in the financial markets and for the frequencies of word occurrences in the language.Comment: 4 pages, 2 figure

Modeling non-Gaussian 1/f Noise by the Stochastic Differential Equations

We consider stochastic model based on the linear stochastic differential equation with the linear relaxation and with the diffusion-like fluctuations of the relaxation rate. The model generates monofractal signals with the non-Gaussian power-law distributions and 1/f^b noise.Comment: 4 pages, 3 figure

Point process model of 1/f noise versus a sum of Lorentzians

We present a simple point process model of $1/f^{\beta}$ noise, covering different values of the exponent $\beta$. The signal of the model consists of pulses or events. The interpulse, interevent, interarrival, recurrence or waiting times of the signal are described by the general Langevin equation with the multiplicative noise and stochastically diffuse in some interval resulting in the power-law distribution. Our model is free from the requirement of a wide distribution of relaxation times and from the power-law forms of the pulses. It contains only one relaxation rate and yields $1/f^ {\beta}$ spectra in a wide range of frequency. We obtain explicit expressions for the power spectra and present numerical illustrations of the model. Further we analyze the relation of the point process model of $1/f$ noise with the Bernamont-Surdin-McWhorter model, representing the signals as a sum of the uncorrelated components. We show that the point process model is complementary to the model based on the sum of signals with a wide-range distribution of the relaxation times. In contrast to the Gaussian distribution of the signal intensity of the sum of the uncorrelated components, the point process exhibits asymptotically a power-law distribution of the signal intensity. The developed multiplicative point process model of $1/f^{\beta}$ noise may be used for modeling and analysis of stochastic processes in different systems with the power-law distribution of the intensity of pulsing signals.Comment: 23 pages, 10 figures, to be published in Phys. Rev.

Intense Synaptic Activity Enhances Temporal Resolution in Spinal Motoneurons

In neurons, spike timing is determined by integration of synaptic potentials in delicate concert with intrinsic properties. Although the integration time is functionally crucial, it remains elusive during network activity. While mechanisms of rapid processing are well documented in sensory systems, agility in motor systems has received little attention. Here we analyze how intense synaptic activity affects integration time in spinal motoneurons during functional motor activity and report a 10-fold decrease. As a result, action potentials can only be predicted from the membrane potential within 10 ms of their occurrence and detected for less than 10 ms after their occurrence. Being shorter than the average inter-spike interval, the AHP has little effect on integration time and spike timing, which instead is entirely determined by fluctuations in membrane potential caused by the barrage of inhibitory and excitatory synaptic activity. By shortening the effective integration time, this intense synaptic input may serve to facilitate the generation of rapid changes in movements