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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…

Statistical Finance · Quantitative Finance 2009-11-13 Boris Podobnik , H. Eugene Stanley

We demonstrate that a new type of analysis in heavy-ion collisions, based on an event-by-event analysis of the transverse momentum distribution, allows us to obtain information on secondary interactions and collective behaviour that is not…

High Energy Physics - Phenomenology · Physics 2011-09-13 Marek Gazdzicki , Andrei Leonidov , Gunther Roland

Multifractal properties of the energy time series of short $\alpha$-helix structures, specifically from a polyalanine family, are investigated through the MF-DFA technique ({\it{multifractal detrended fluctuation analysis}}). Estimates for…

Biological Physics · Physics 2010-01-13 P. H. Figueirêdo , E. Nogueira , M. A. Moret , Sérgio Coutinho

Time series of photospheric magnetic parameters of solar active regions (ARs) are used to answer whether scaling properties of fluctuations embedded in such time series help to distinguish between flare-quiet and flaring ARs. We examine a…

Solar and Stellar Astrophysics · Physics 2020-10-21 Eo-Jin Lee , Sung-Hong Park , Yong-Jae Moon

The complex structure of a typical stratus cloud base height (or profile) time series is analyzed with respect to the variability of its fluctuations and their correlations at all experimentally observed temporal scales. Due to the…

Condensed Matter · Physics 2012-09-04 K. Ivanova , H. N. Shirer , E. E. Clothiaux , N. Kitova , M. A. Mikhalev , T. P. Ackerman , M. Ausloos

The scaling behavior of fluctuation for a download network which we have investigated a few years ago based upon Zhang's Encophysics web page has been presented. A power law scaling, namely $\sigma \sim < f> ^ \alpha $ exists between the…

Physics and Society · Physics 2008-11-26 D. D. Han , J. G. Liu , Y. G. Ma

Using molecular dynamics simulations we investigate the translational dynamics of particles with dipolar interactions in homogenous external fields. For a broad range of concentrations, we find that the anisotropic, yet normal diffusive…

Soft Condensed Matter · Physics 2015-05-19 Jelena Jordanovic , Sabine H. L. Klapp

The information on dynamical fluctuations that can be extracted from the anomalous scaling observed recently in hadron-hadron collision experiments is discussed in some detail. A parameter ``effective fluctuation strength'' is proposed to…

High Energy Physics - Phenomenology · Physics 2009-10-31 Liu Lianshou , Fu Jinghua , Wu Yuanfang

Electrons trapped on the surface of liquid helium is an extremely clean system which holds promise for a scalable qubit platform. However, the superfluid surface is not free from fluctuations which might cause the decay and dephasing of the…

Mesoscale and Nanoscale Physics · Physics 2025-01-15 Mikhail Belianchikov , Natalia Morais , Denis Konstantinov

To characterize fluctuations in a turbulent flow, one usually studies different moments of velocity increments and dissipation rate, $\overline{(v(x+r)-v(x))^{n}}\propto r^{\zeta_{n}}$ and $\overline{{\cal E}^{n}}\propto Re^{d_{n}}$,…

Fluid Dynamics · Physics 2019-05-29 Victor Yakhot , Diego A. Donzis

In this review, we systematically examine the principles and the practices of fluctuations such as the momentum and the charge fluctuations as applied to the heavy ion collisions. Main emphases are: (i) Fluctuations as signals of phase…

High Energy Physics - Phenomenology · Physics 2007-05-23 Sangyong Jeon , Volker Koch

When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…

Biological Physics · Physics 2021-08-12 Nicholas Ilow , Gary W. Slater

Universal scaling laws of fluctuations (the $\Delta$-scaling laws) can be derived for equilibrium and off-equilibrium systems when combined with the finite-size scaling analysis. In any system in which the second-order critical behavior can…

High Energy Physics - Phenomenology · Physics 2009-10-31 Robert Botet , Marek Ploszajczak

We investigate the diffusive properties of energy fluctuations in a one-dimensional diatomic chain of hard-point particles interacting through a square--well potential. The evolution of initially localized infinitesimal and finite…

Statistical Mechanics · Physics 2009-11-13 L. Delfini , S. Denisov , S. Lepri , R. Livi , P. K. Mohanty , A. Politi

Mean-field models of glasses that present a random first order transition exhibit highly non-trivial fluctuations. Building on previous studies that focused on the critical scaling regime, we here obtain a fully quantitative framework for…

Disordered Systems and Neural Networks · Physics 2022-08-09 Giampaolo Folena , Giulio Biroli , Patrick Charbonneau , Yi Hu , Francesco Zamponi

Phase transitions not allowed in equilibrium steady states may happen however at the fluctuating level. We observe for the first time this striking and general phenomenon measuring current fluctuations in an isolated diffusive system. While…

Statistical Mechanics · Physics 2011-10-31 Pablo I. Hurtado , Pedro L. Garrido

Iron is one of the archetypical ferromagnets to study the critical fluctuations at a continuous phase transition thus serving as a model system for the application of scaling theory. We report a comprehensive study of the critical dynamics…

Strongly Correlated Electrons · Physics 2017-02-01 Jonas Kindervater , Steffen Säubert , Peter Böni

We present evidences of the diffusive motion of the ground and tunnels and show that if systematic movements are excluded then the remaining uncorrelated component of the motion obeys a characteristic fractal law with the displacement…

Geophysics · Physics 2014-11-20 Vladimir Shiltsev

We introduce a model of interacting Random Walk, whose hopping amplitude depends on the number of walkers/particles on the link. The mesoscopic counterpart of such a microscopic dynamics is a diffusing system whose diffusivity depends on…

Statistical Mechanics · Physics 2008-10-01 E. Agliari , M. Casartelli , A. Vezzani

Scalar mixing fronts develop at the interface of agitated fluids of different solute concentrations. In such fronts, scalar fluctuations form at both microscopic and macroscopic scales, due to stretching-enhanced molecular diffusion and…

Fluid Dynamics · Physics 2026-05-18 Heyman Joris , Le Borgne Tanguy , Lester Daniel