Related papers: Intermittency in Quantitative Finance
The probability distribution of log-returns for financial time series, sampled at high frequency, is the basis for any further developments in quantitative finance. In this letter, we present experimental results based on a large set of…
The nonperturbative modification of the evolution equation for QCD generating functional is applied to the analysis of the factorial moments of the intrajet particle distributions in QCD. Nonperturbative preasymptotic correction to the…
Oscillations of cumulant moments of multiplicity distributions at high ranks, evolution of factorial moments with bin sizes (intermittency, fractality), zeros of the truncated generating functions of multiplicity distributions, and charge…
The scaled factorial moments in second-order quark-hadron phase transition are reexamined within the Ginzburg-Landau description, with the spatial fluctuations of phase angle of the complex field $\phi$ taken into account rigorously.…
Multiplicity fluctuations are studied both globaly (in terms of high-order moments) and locally (in terms of small phase-space intervals). The ratio of cumulant factorial to factorial moments of the charged-particle multiplicity…
Using two methods, via fluctuations and correlations, an analytical formula is derived for the factorial multiplicity moments in a QCD jet at the Double Leading Logarithm accuracy. The resulting self-similar dependence on the solid-angle…
We construct a simple multicomponent lattice gas model in one dimension in which each site can either be empty or occupied by at most one particle of any one of $D$ species. Particles interact with a nearest neighbor interaction which…
We develop a mapping between the factorial moments of the second order $F_2$ and the correlation integral $C$. We formulate a fast computation technique for the evaluation of both, which is more efficient, compared to conventional methods,…
The investigation of remnants associated with the QCD chiral critical point is a primary objective in high-energy ion collision experiments. Numerous studies indicate that a scaling relation between higher-order factorial moments of hadron…
Results on dynamical fluctuations of charged particles in the pseudorapidity space of central C--Cu interactions at 4.5 $A$ GeV/$c$ are performed in the transformed variables and using higher order scaled factorial moments modifyied to…
It is pointed out that in doing the factorial moment analysis with non-integer partition $M$ of phase space, the influence of the phase-space variation of two- (or more-) particle correlations has to be considered carefully. In this paper…
An approach for understanding the behavior of multiplicity distributions in restricted phase-space intervals derived on the basis of global observables is proposed. We obtain a unifying connection between local multiparticle clusters and…
A systematic study of the relations between fluctuations of the extensive multiparticle variables and integrals of the inclusive multipaticle densities is analysed. The generalized factorial moments are introduced and their physical meaning…
It is shown using Monte Carlo simulation that for low multiplicity events the single-event factorial moments are saturated by the statistical fluctuations. The diverse of the event-space moments $C_{p,q}$ of single-event moments with the…
Within the framework of Ginzburg-Landau theory, the effect of multiplicity correlation between the dynamical multiplicity fluctuations is analyzed for a first-order phase transition from quark-gluon plasma to hadrons. Normalized factorial…
Fission neutron multiplicity distributions are known to be well reproduced by simple Gaussian distributions. Many previous evaluations of multiplicity distributions have adjusted the widths of Gaussian distributions to best fit the measured…
We derive joint factorial moment identities for point processes with Papangelou intensities. Our proof simplifies previous approaches to related moment identities and includes the setting of Poisson point processes. Applications are given…
Statistical moments of particle multiplicities in heavy-ion collision experiments are an important probe in the exploration of the phase diagram of strongly interacting matter and, particularly, in the search for the QCD critical end point.…
Theoretical prediction of oscillations of cumulant moments of parton multiplicity distributions inside a jet supported by experimental data in some multiple production processes asks for analysis of the phenomenon for the whole set of…
First, we present a concise glossary of formulas for composition of standard, cumulant, factorial, and factorial cumulant moments in superposition (compound) models, where final particles are created via independent emission from a…