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Spontaneous clustering in theoretical and some empirical stationary processes

T. DownarowiczY. LacroixD. Léandri — 2010

ESAIM: Probability and Statistics

In a stationary ergodic process, clustering is defined as the tendency of events to appear in series of increased frequency separated by longer breaks. Such behavior, contradicting the theoretical “unbiased behavior” with exponential distribution of the gaps between appearances, is commonly observed in experimental processes and often difficult to explain. In the last section we relate one such empirical example of clustering, in the area of marine technology. In the theoretical part of the paper...

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