Modeling and statistical analysis of non-Gaussian random fields with heavy-tailed distributions
Abstract
In this paper, we investigate and develop a new approach to the numerical analysis and characterization of random fluctuations with heavy-tailed probability distribution function (PDF), such as turbulent heat flow and solar flare fluctuations. We identify the heavy-tailed random fluctuations based on the scaling properties of the tail exponent of the PDF, power-law growth of th order correlation function and the self-similar properties of the contour lines in two-dimensional random fields. Moreover, this work leads to a substitution for fractional Edwards-Wilkinson (EW) equation that works in presence of -stable L\'evy noise. Our proposed model explains the configuration dynamics of the systems with heavy-tailed correlated random fluctuations. We also present an alternative solution to the fractional EW equation in the presence of -stable L\'evy noise in the steady-state, which is implemented numerically, using the -stable fractional L\'evy motion. Based on the analysis of the self-similar properties of contour loops, we numerically show that the scaling properties of contour loop ensembles can qualitatively and quantitatively distinguish non-Gaussian random fields from Gaussian random fluctuations.
Keywords
Cite
@article{arxiv.1703.07067,
title = {Modeling and statistical analysis of non-Gaussian random fields with heavy-tailed distributions},
author = {Mohsen Ghasemi Nezhadhaghighi and Abbas Nakhlband},
journal= {arXiv preprint arXiv:1703.07067},
year = {2017}
}
Comments
9 pages, 8 figures, accepted for publication in Phys. Rev. E