Related papers: Scaling and crossover phenomena in anomalous heliu…
We focus on power-law coherency as an alternative approach towards studying power-law cross-correlations between simultaneously recorded time series. To be able to study empirical data, we introduce three estimators of the power-law…
Statistics of the Hurst scaling exponents calculated with the use of two methods: recently introduced Detrended Moving Average Analysis(DMA) and Detrended Fluctuation Analysis (DFA)are compared. Analysis is done for artificial stochastic…
In this work, we develop the asymptotic theory of the Detrended Fluctuation Analysis (DFA) and Detrended Cross-Correlation Analysis (DCCA) for trend-stationary stochastic processes without any assumption on the specific form of the…
We consider a class of either fermionic or bosonic noninteracting open quantum chains driven by dissipative interactions at the boundaries and study the interplay of coherent transport and dissipative processes, such as bulk dephasing and…
Complex systems consist of many interacting elements which participate in some dynamical process. The activity of various elements is often different and the fluctuation in the activity of an element grows monotonically with the average…
We demonstrate the existence of an anomalous structure in the data on the diffractive elastic scattering of hadrons at high energies and small momentum transfer. We analyze five sets of experimental data on $p(\overline{p})-p $ scattering…
Many transport processes in nature exhibit anomalous diffusive properties with non-trivial scaling of the mean square displacement, e.g., diffusion of cells or of biomolecules inside the cell nucleus, where typically a crossover between…
A model of the premelting fluctuations is proposed, based on the Landau mean field theory applied to a first-order phase transition. Using the thermodynamic potential, the nonlinear Langevin equation for the order parameter is formulated,…
The fluctuation scaling law has universally been observed in a wide variety of phenomena. For counting processes describing the number of events occurred during time intervals, it is expressed as a power function relationship between the…
We predict the existence of an anomalous crossover between thermal and shot noise in macroscopic diffusive conductors. We first show that, besides thermal noise, these systems may also exhibit shot noise due to fluctuations of the total…
Event by event fluctuations of particle multiplicities and their ratios are considered to be sensitive probes to the exotic phenomena in high energy heavy ion collisions like phase transtion or the occurence of critical point. These…
Stride-to-stride fluctuations in human walking carry a fractal correlation structure that reverses sign under external cueing: self-paced gait is persistent, whereas metronomic or visually cued gait is anti-persistent. Three decades of…
Many models and real complex systems possess critical thresholds at which the systems shift from one sate to another. The discovery of the early warnings of the systems in the vicinity of critical point are of great importance to estimate…
One dimensional systems are under intense investigation, both from theoretical and experimental points of view, since they have rather peculiar characteristics which are of both conceptual and technological interest. We analyze the…
Basic peculiarities of market price fluctuations are known to be well described by a recently developed random walk model in a temporally deforming quadric potential force whose center is given by a moving average of past price traces…
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…
The scaling of anomalous Hall resistivity on the longitudinal resistivity has been intensively studied in the different magnetic systems, including multilayers and granular films, to examine which mechanism, skew scattering or side-jump,…
We discuss the problem for detecting long-range correlations in sequences of values obtained by generators of pseudo-random numbers. The basic idea is that the H{\"o}lder exponent for a sufficiently long sequence of uncorrelated random…
Quantum anomalies are violations of classical scaling symmetries caused by quantum fluctuations. Although they appear prominently in quantum field theory to regularize divergent physical quantities, their influence on experimental…
We extend recent results on the exact hydrodynamics of a system of diffusive active particles displaying a motility-induced phase separation to account for typical fluctuations of the dynamical fields. By calculating correlation functions…