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Poisson clumping

Poisson clumping, orPoisson bursts,[1] is a phenomenon whererandom events may appear to occur in clusters, clumps, orbursts.

When points are scattered uniformly but randomly over the plane, some clumping inevitably occurs.

Etymology

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Poisson clumping is named for 19th-centuryFrench mathematicianSiméon Denis Poisson,[1] known for his work ondefinite integrals,electromagnetic theory, andprobability theory, and after whom thePoisson distribution is also named.

History

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ThePoisson process provides a description of random independent events occurring with uniform probability through time and/or space. The expected number λ of events in a time interval or area of a given measure is proportional to that measure. Thedistribution of the number of events follows aPoisson distribution entirely determined by the parameter λ. If λ is small, events are rare, but may nevertheless occur in clumps—referred to as Poisson clumps or bursts—purely by chance.[2] In many cases there is no other cause behind such indefinite groupings besides the nature of randomness following this distribution.[3] However, obviously not all clumping in nature can be explained by this property — for example earthquakes, because of local seismic activity that causes groups of local aftershocks, in this caseWeibull distribution is proposed.[4]

Applications

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Poisson clumping is used to explain marked increases or decreases in the frequency of an event, such as shark attacks, "coincidences", birthdays, heads or tails from coin tosses, and e-mail correspondence.[5][6]

Poisson clumping heuristic

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The poisson clumping heuristic (PCH), published byDavid Aldous in 1989,[7] is a model for findingfirst-order approximations over different areas in a large class ofstationary probability models. The probability models have a specificmonotonicity property with largeexclusions. The probability that this will achieve a large value isasymptotically small and is distributed in aPoisson fashion.[8]

See also

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References

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  1. ^abYang, Jennifer (30 January 2010)."Numbers don't always tell the whole story".Toronto Star.
  2. ^"Shark Attacks May Be a "Poisson Burst"". Science Daily. 23 August 2011.
  3. ^Laurent Hodges, 2 - Common Univariate Distributions, in: Methods in Experimental Physics, v. 28, 1994, p. 35-61
  4. ^Min-Hao Wu, J.P. Wang, Kai-Wen Ku; Earthquake, Poisson and Weibull distributions, Physica A: Statistical Mechanics and its Applications, Volume 526, 2019,https://doi.org/10.1016/j.physa.2019.04.237.
  5. ^Schmuland, Byron."Shark attacks and the Poisson approximation"(PDF).
  6. ^Anteneodo, C.; Malmgren, R. D.; Chialvo, D. R. (2010.) "Poissonian bursts in e-mail correspondence",The European Physical Journal B, 75(3):389–94.
  7. ^Aldous, D. (1989.) "Probability Approximations via the Poisson Clumping Heuristic",Applied Mathematical Sciences, 7, Springer
  8. ^Sethares, W. A. and Bucklew, J. A. (1991.)Exclusions of Adaptive Algorithms via the Poisson Clumping Heuristic, University of Wisconsin.

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