Related papers: Modeling long-range cross-correlations in two-comp…
To assess whether a given time series can be modeled by a stochastic process possessing long range correlation one usually applies one of two types of analysis methods: the spectral method and the random walk analysis. The first objective…
Heart rate variability results from the combined activity of several physiological systems, including the cardiac, vascular, and respiratory systems which have their own internal regulation, but also interact with each other to preserve the…
We construct a price impact model between stocks in a correlated market. For the price change of a given stock induced by the short-run liquidity of this stock itself and of the information about other stocks, we introduce a self- and a…
Long-range interactions exhibit surprising features which have been less explored so far. Here, studying a one-dimensional fermionic chain with long-range hopping and pairing, we discuss some general features associated to the presence of…
We propose an approach for inferring strength of coupling between two systems from their transient dynamics. This is of vital importance in cases where most information is carried by the transients, for instance in evoked potentials…
Long-range correlations for pairs of charged particles with two-particle angular correlations are studied in $pp$ at ${\sqrt{{\textit s}}}=13$~TeV with various Monte Carlo generators. The correlation functions are constructed as functions…
The field-driven magnetisation reversal processes in disordered systems exhibit a collective behaviour that is manifested in the scale-invariance of avalanches, closely related to underlying dynamical mechanisms. Using the multifractal time…
The nonclassical behaviors of a two-level system coupled to a harmonic oscillator is investigated in the ultrastrong coupling regime. We revisit the variational solution of the ground state and find that the existing solution do not account…
Eigenstate multifractality is of significant interest with potential applications in various fields of quantum physics. Most of the previous studies concentrated on fine-tuned quantum models to realize multifractality which is generally…
Identifying dynamic transactions between brain regions has become increasingly important. Measurements within and across brain structures, demonstrating the occurrence of bursts of beta/gamma oscillations only during one specific phase of…
Synchronization of coupled oscillators on a $d$-dimensional lattice with the power-law coupling $G(r) = g_0/r^\alpha$ and randomly distributed intrinsic frequency is analyzed. A systematic perturbation theory is developed to calculate the…
We report on a considerable improvement in the technique of measuring multiparticle correlations via integrals over correlation functions. A modification of measures used in the characterization of chaotic dynamical sytems permits fast and…
Correlations in multifractal series have been investigated, extensively. Almost all approaches try to find scaling features of a given time series. However, the analysis of such scaling properties has some difficulties such as finding a…
Linear causal analysis is central to a wide range of important application spanning finance, the physical sciences, and engineering. Much of the existing literature in linear causal analysis operates in the time domain. Unfortunately, the…
Many physical, biological and neural systems behave as coupled oscillators, with characteristic phase coupling across different frequencies. Methods such as $n:m$ phase locking value and bi-phase locking value have previously been proposed…
We consider one-dimensional chain of coupled linear and nonlinear oscillators with long-range power wise interaction defined by a term proportional to 1/|n-m|^{\alpha+1}. Continuous medium equation for this system can be obtained in the…
Systems with strong electronic Coulomb correlations often display rich phase diagrams exhibiting different ordered phases involving spin, charge, or orbital degrees of freedom. The theoretical description of the interplay of the…
We study a prototypical model of two coupled two-level systems, where the competition between coherent and dissipative coupling gives rise to a rich phenomenology. In particular, we analyze the case of asymmetric coupling, as well as the…
Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…
Multivariate spatial phenomena are ubiquitous, spanning domains such as climate, pandemics, air quality, and social economy. Cross-correlation between different quantities of interest at different locations is asymmetric in general. This…