Related papers: Modeling long-range cross-correlations in two-comp…
We use the multifractal detrended fluctuation analysis (MF-DFA) to study the electrical discharge current fluctuations in plasma and show that it has multifractal properties and behaves as a weak anti-correlated process. Comparison of the…
We analyse tick-by-tick data representing major cryptocurrencies traded on some different cryptocurrency trading platforms. We focus on such quantities like the inter-transaction times, the number of transactions in time unit, the traded…
We propose a novel two-stage framework to detect lead-lag relationships in the Chinese A-share market. First, long-term coupling between stocks is measured via daily data using correlation, dynamic time warping, and rank-based metrics.…
The detrended cross-correlation coefficient $\rho_{\rm DCCA}$ has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, non-stationary time series. It is based on the detrended…
We elucidate how the strong coupling phases of a coupled driven model, originally proposed in S. Mukherjee, Phys. Rev. E 108, 024219 (2023), are affected by noise cross correlations in general dimensions $d$. This model has two dynamical…
In this paper, we derive some asymptotic theory for the extremogram and cross-extremogram of a bivariate GARCH(1,1) process. We show that the tails of the components of a bivariate GARCH(1,1) process may exhibit power law behavior but,…
The large growth of flash ADC techniques for processing signals, especially in applications of streaming data, raises issues such as data flow through an acquisition system, long-term storage, and greater complexity in data analysis. In…
We argue that two-step models, like String and Glasma models, with creation first of sources extended in rapidity that after locally decay into particles, lead to long range forward-backward correlations due to fluctuations in the number or…
Understanding how a flow turns into an amorphous solid is a fundamental challenge in statistical physics, during which no apparent structural ordering appears. In the athermal limit, the two states are connected by a well-defined jamming…
Long-range dependence and non-Gaussianity are ubiquitous in many natural systems like ecosystems, biological systems and climate. However, it is not always appreciated that both phenomena may occur together in natural systems and that…
We show that spatial variation and correlation of superconductivity fluctuations in a two-band model are scaled by two characteristic lengths. This results in substantially more complicated picture compared to one-band systems. In…
The competition between scrambling unitary evolution and projective measurements leads to a phase transition in the dynamics of quantum entanglement. Here, we demonstrate that the nature of this transition is fundamentally altered by the…
Mutually interacting components form complex systems and the outputs of these components are usually long-range cross-correlated. Using wavelet leaders, we propose a method of characterizing the joint multifractal nature of these long-range…
Physical systems with co-existence and interplay of processes featuring distinct spatio-temporal scales are found in various research areas ranging from studies of brain activity to astrophysics. Complexity of such systems makes their…
Angular x-ray cross-correlation analysis (XCCA) is an approach to study the structure of disordered systems using the results of x-ray scattering experiments. In this paper we summarize recent theoretical developments related to the Fourier…
In systems of diffusing particles, we investigate large deviations of a time-averaged measure of clustering around one particle. We focus on biased ensembles of trajectories, which realise large-deviation events. The bias acts on a single…
Multivariate processes with long-range dependent properties are found in a large number of applications including finance, geophysics and neuroscience. For real data applications, the correlation between time series is crucial. Usual…
Recent surveys of multiplicity fluctuations, transverse momentum fluctuations, and two-particle azimuthal correlations are presented for several collision systems as a function of centrality and transverse momentum. Both multiplicity and…
We study non-local measures of spectral correlations and their utility in characterizing and distinguishing between the distinct eigenstate phases of quantum chaotic and many-body localized systems. We focus on two related quantities, the…
The existence of power-law distributions is only a first requirement in the validation of the critical behavior of a system. Long-range spatio-temporal correlations are fundamental for the spontaneous neuronal activity to be the expression…