EGU2020-6582
https://doi.org/10.5194/egusphere-egu2020-6582
EGU General Assembly 2020
© Author(s) 2020. This work is distributed under
the Creative Commons Attribution 4.0 License.

Revealing a temporal symmetry/asymmetry dichotomy in a Markovian setting, and a parameterization based on fractional low-order joint moments

Alin Andrei Carsteanu1 and Andreas Langousis2
Alin Andrei Carsteanu and Andreas Langousis
  • 1Instituto Politécnico Nacional (IPN), Escuela Superior de Física y Matemáticas (ESFM), Ciudad de México, Mexico (alin@esfm.ipn.mx)
  • 2University of Patras, Department of Civil Engineering, Patras, Greece (andlag@alum.mit.edu)

We show that "an arrow of time", which is reflected by the joint distributions of successive variables in a stochastic process, may exist (or not) solely on grounds of marginal probability distributions, without affecting stationarity or involving the structural dependencies within the process. The temporal symmetry/asymmetry dichotomy thus revealed, is exemplified for the simplest case of stably-distributed Markovian recursions, where the lack of Gaussianity, even when the increments of the process are independent and identically distributed (i.i.d.) with symmetric marginal, is generating a break of temporal symmetry. We devise a statistical tool to evidence this striking result, based on fractional low-order joint moments, whose existence is guaranteed even for the case of "fat-tailed" strictly-stable distributions, and is thereby suited for parameterizing structural dependencies within such a process.

How to cite: Carsteanu, A. A. and Langousis, A.: Revealing a temporal symmetry/asymmetry dichotomy in a Markovian setting, and a parameterization based on fractional low-order joint moments, EGU General Assembly 2020, Online, 4–8 May 2020, EGU2020-6582, https://doi.org/10.5194/egusphere-egu2020-6582, 2020

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