Related papers: Modeling long-range cross-correlations in two-comp…
The effect of changes in plasma parameters, that are characteristic near or at an L-H transition in fusion edge plasmas, on fluctuation correlation lengths are analysed by means of drift-Alfven turbulence computations. Scalings by density…
Improvement in time resolution sometimes introduces short-range random noises into temporal data sequences. These noises affect the results of power-spectrum analyses and the Detrended Fluctuation Analysis (DFA). The DFA is one of useful…
We propose a new cross-correlation method that can recognize independent realizations of the same type of stochastic processes and can be used as a new kind of pattern recognition tool in biometrics, sensing, forensic, security and image…
Phase-Rectified Signal Averaging (PRSA) was shown to be a powerful tool for the study of quasi-periodic oscillations and nonlinear effects in non-stationary signals. Here we present a bivariate PRSA technique for the study of the…
Non-equilibrium diffusive systems are known to exhibit long-range correlations, which decay like the inverse 1/L of the system size L in one dimension. Here, taking the example of the ABC model, we show that this size dependence becomes…
The theoretically predicted correlation of laser phase fluctuations in Lambda-type interaction schemes is experimentally demonstrated. We show, that the mechanism of correlation in a Lambda scheme is restricted to high frequency noise…
In practice, several time series exhibit long-range dependence or persistence in their observations, leading to the development of a number of estimation and prediction methodologies to account for the slowly decaying autocorrelations. The…
This paper considers canonical correlation analysis for two longitudinal variables that are possibly sampled at different time resolutions with irregular grids. We modeled trajectories of the multivariate variables using random effects and…
We investigate the presence of residual multifractal background for monofractal signals which appears due to the finite length of the signals and (or) due to the long memory the signals reveal. This phenomenon is investigated numerically…
An average instantaneous cross-correlation function is introduced to quantify the interaction of the financial market of a specific time. Based on the daily data of the American and Chinese stock markets, memory effect of the average…
We investigate the scaling of the cross-correlations calculated for two-variable time series containing vertex properties in the context of complex networks. Time series of such observables are obtained by means of stationary, unbiased…
It is already known that both auditory and visual stimulus is able to convey emotions in human mind to different extent. The strength or intensity of the emotional arousal vary depending on the type of stimulus chosen. In this study, we try…
We use the semiclassical approach combined with the scaling results for the diffusion coefficient to consider the two-level correlation function $R(\varepsilon)$ for a disordered electron system in the crossover region, characterized by the…
Fractal dimensions are tools for probing the structure of quantum states and identifying whether they are localized or delocalized in a given basis. These quantities are commonly extracted through finite-size scaling, which limits the…
Multitime correlation functions provide useful probes for the ensembles of trajectories underlying the stochastic dynamics of complex systems. These can be obtained by measuring their optical response to sequences of ultrashort optical…
Analysis of long-range dependence in financial time series was one of the initial steps of econophysics into the domain of mainstream finance and financial economics in the 1990s. Since then, many different financial series have been…
The angular and frequency correlation functions of the transmission coefficient for light propagation through a strongly scattering amplifying medium are considered. It is found that just as in the case of an elastic scattering medium the…
We study finite sample properties of estimators of power-law cross-correlations -- detrended cross-correlation analysis (DCCA), height cross-correlation analysis (HXA) and detrending moving-average cross-correlation analysis (DMCA) -- with…
This paper looks into the analysis of the long-range auto-correlations and cross-correlations in bond market. Based on Detrended Moving Average (DMA) method, empirical results present a clear evidence of long-range persistence that exists…
There are conflicting reports in the literature regarding the finite-size scaling of the Liouvillian gap and dynamical fluctuations at discontinuous phase transitions, with various studies reporting either exponential or power-law behavior.…