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We address the experimentally observed non-Gaussian fluctuations for the energy injected into a closed turbulent flow at fixed Reynolds number. We propose that the power fluctuations mirror the internal kinetic energy fluctuations. Using a…
Turbulent flows in three dimensions are characterized by the transport of energy from large to small scales through the energy cascade. Since the small scales are the result of the nonlinear dynamics across the scales, they are often…
For a semi-martingale $X_t$, which forms a stochastic boundary, a rate-optimal estimator for its quadratic variation $\langle X, X \rangle_t$ is constructed based on observations in the vicinity of $X_t$. The problem is embedded in a…
In this paper we present some limit theorems for power variation of L\'evy semi-stationary processes in the setting of infill asymptotics. L\'evy semi-stationary processes, which are a one-dimensional analogue of ambit fields, are moving…
Recently, progress has been made in the theory of turbulence, which provides a framework on how a deterministic process changes to a stochastic one owing to the change in thermodynamic states. It is well known that, in the framework of…
Recent investigations of turbulent circulation fluctuations have uncovered substantial insights into the statistical organization of flow structures and revealed unexpected geometric features of turbulent intermittency. Of particular…
In this article we study the asymptotic behaviour of the realized quadratic variation of a process $\int_{0}^{t}u_{s}dY_{s}^{(1)}$% , where $u$ is a $\beta$-H\"older continuous process with $\beta > 1-H$ and…
Estimation of near-wall turbulence in channel flow from outer observations is investigated using adjoint-variational data assimilation. We first consider fully resolved velocity data, starting at a distance from the wall. By enforcing the…
Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and…
We study the asymptotic behavior of estimators of a two-valued, discontinuous diffusion coefficient in a Stochastic Differential Equation, called an Oscillating Brownian Motion. Using the relation of the latter process with the Skew…
A calculational approach in fluid turbulence is presented. Use is made of the attracting nature of the fluid-dynamic dynamical system. An approximate approach is offerred that effectively propagates the statistics in time. Loss of…
Inertial effects in fluctuations of the work to sustain a system in a nonequilibrium steady state are discussed for a dragged massive Brownian particle model using a path integral approach. We calculate the work distribution function in the…
This paper presents the nonparametric inference for nonlinear volatility functionals of general multivariate It\^o semimartingales, in high-frequency and noisy setting. Pre-averaging and truncation enable simultaneous handling of noise and…
We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…
We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…
We investigate statistical properties of vorticity fluctuations in fully developed turbulence, which are known to exhibit a strong intermittent behavior. Taking as the starting point the Navier-Stokes equations with a random force term…
High-frequency data observed on the prices of financial assets are commonly modeled by diffusion processes with micro-structure noise, and realized volatility-based methods are often used to estimate integrated volatility. For problems…
Time scales of turbulent strain activity, denoted as the strain persistence times of first and second order, are obtained from time-dependent expectation values and correlation functions of lagrangian rate-of-strain eigenvalues taken in…
A general model for stationary, time-wise turbulent velocity is presented and discussed. This approach, inspired by modeling ideas of Barndorff-Nielsen and Schimgel, is coherent with the K41 hypothesis of local isotropy, and it allows us to…
In this paper we present new theoretical results on optimal estimation of certain random quantities based on high frequency observations of a L\'evy process. More specifically, we investigate the asymptotic theory for the conditional mean…