Related papers: Modeling long-range cross-correlations in two-comp…
We consider two weakly coupled systems and adopt a perturbative approach based on the Ruelle response theory to study their interaction. We propose a systematic way to parametrize the effect of the coupling as a function of only the…
We consider a model for two lasers that are mutually coupled optoelectronically by modulating the pump of one laser with the intensity deviations of the other. Signal propagation time in the optoelectronic loop causes a significant delay…
The influence of the entrance channel asymmetry upon the fragmentation process is addressed by studying heavy-ion induced reactions around the Fermi energy. The data have been recorded with the INDRA 4pi array. An event selection method…
Optical single-short measurement of the cross-correlation function between periodic sequences is demonstrated. The sequences are encoded into the broadband ultrashort phase-shaped pulses which are mixed in the nonlinear medium with…
In the study of complex physical and physiological systems represented by multivariate time series, an issue of great interest is the description of the system dynamics over a range of different temporal scales. While information-theoretic…
We study a relativistic spin-1/2 fermion subjected to a Dirac oscillator coupling and a constant magnetic field. An interplay between opposed chirality interactions culminates in the appearance of a relativistic quantum phase transition,…
In this paper, we introduce Functional Generalized Canonical Correlation Analysis (FGCCA), a new framework for exploring associations between multiple random processes observed jointly. The framework is based on the multiblock Regularized…
In this work we investigate the generic properties of a stochastic linear model in the regime of high-dimensionality. We consider in particular the Vector AutoRegressive model (VAR) and the multivariate Hawkes process. We analyze both…
This paper studies the daily connectivity time series of a wind speed-monitoring network using multifractal detrended fluctuation analysis. It investigates the long-range fluctuation and multifractality in the residuals of the connectivity…
Correlations in complex systems are often obscured by nonstationarity, long-range memory, and heavy-tailed fluctuations, which limit the usefulness of traditional covariance-based analyses. To address these challenges, we construct scale…
The coherence of two, coupled two-level systems, representing vibrational modes in a semiclassical model, is calculated in weak and strong fields for various coupling schemes and for different relative phases between initial state…
When two systems are coupled, the driver system can function as an external forcing over the driven or response system. Also, an external forcing can independently perturb the driven system, leading us to examine the interplay between the…
One challenge with the analysis of complex systems and the interaction between such systems is that they are composed of different numbers of components, or simply the fact that a different number of observables is available for each…
A new model for general cyclical long memory is introduced, by means of random modulation of certain bivariate long memory time series. This construction essentially decouples the two key features of cyclical long memory: quasi-periodicity…
We investigate the weak-strong coupling transition of two linearly coupled systems under the influence of a phase fluctuating coupling. In the weak coupling regime the exponential decay of quantum properties is well known. A different…
Here we propose a method, based on detrended covariance which we call detrended cross-correlation analysis (DXA), to investigate power-law cross-correlations between different simultaneously-recorded time series in the presence of…
Fractional Dirac materials (FDMs) feature a fractional energy-momentum relation $E(\vec{k}) \sim |\vec{k}|^{\alpha}$, where $\alpha \; (<1)$ is a real noninteger number, in contrast to that in conventional Dirac materials with $\alpha=1$.…
Consecutive stochastic 90{\deg} polarization switching events, clearly resolved in recent experiments, are described by a new nucleation and growth multi-step model. It extends the classical Kolmogorov-Avrami-Ishibashi approach and includes…
We consider the hierarchic tree Random Energy Model with continuous branching and calculate the moments of the corresponding partition function. We establish the multifractal properties of those moments. We derive formulas for the normal…
How does one find dimensions in multivariate data that are reliably expressed across repetitions? For example, in a brain imaging study one may want to identify combinations of neural signals that are reliably expressed across multiple…