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We consider parametric inference for an ergodic and stationary diffusion process, when the data are high-frequency observations of the integral of the diffusion process. Such data are obtained via certain measurement devices, or if…

Statistics Theory · Mathematics 2026-02-09 Emil S. Jørgensen , Michael Sørensen

We investigate the intermittency of energy dissipation in Alfvenic turbulence by considering the statistics of the coarse-grained energy dissipation rate, using direct measurements from numerical simulations of magnetohydrodynamic…

Plasma Physics · Physics 2016-02-23 Vladimir Zhdankin , Stanislav Boldyrev , Christopher H. K. Chen

We obtain a general solution for the probability density function of wave intensities in non-stationary Wave Turbulence. The solution is expressed in terms of the wave action spectrum evolving according the the wave-kinetic equation. We…

Statistical Mechanics · Physics 2017-09-13 Yeontaek Choi , Young-Sam Kwon , Sanggyu Jo , Sergey Nazarenko

We present a review of the chaotic hypothesis and discuss its applications to intermittency in statistical mechanics and fluid mechanics proposing a quantitative definition. Entropy creation rate is interpreted in terms of certain…

Fluid Dynamics · Physics 2008-02-26 Giovanni Gallavotti

Fluctuation Theorems are statements about the entropy of systems far from thermal equilibrium. In this Letter relativistic Fluctuation Theorems for Brownian motion are presented and proven. Though there is a known discretization dilemma…

Statistical Mechanics · Physics 2007-05-23 Axel Fingerle

Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…

Probability · Mathematics 2007-05-23 Denis S. Grebenkov

We develop a nonparametric test for deciding whether volatility of an asset follows a standard semimartingale process, with paths of finite quadratic variation, or a rough process with paths of infinite quadratic variation. The test…

Statistics Theory · Mathematics 2024-07-16 Carsten H. Chong , Viktor Todorov

Diffusion processes driven by Fractional Brownian motion (FBM) have often been considered in modeling stock price dynamics in order to capture the long range dependence of stock price observed in reality. Option prices for such models had…

Statistics Theory · Mathematics 2024-05-29 Ananya Lahiri , Rituparna Sen

We provide a nonparametric method for the computation of instantaneous multivariate volatility for continuous semi-martingales, which is based on Fourier analysis. The co-volatility is reconstructed as a stochastic function of time by…

Statistics Theory · Mathematics 2009-08-14 Paul Malliavin , Maria Elvira Mancino

In this paper, we first investigate the estimation of the empirical joint Laplace transform of volatilities of two semi-martingales within a fixed time interval [0, T] by using overlapped increments of high-frequency data. The proposed…

Statistics Theory · Mathematics 2025-03-05 XinWei Feng , Yu Jiang , Zhi Liu , Zhe Meng

This paper is concerned with the processes of spatial propagation and penetration of turbulence from the regions where it is locally excited into initially laminar regions. The phenomenon has come to be known as "turbulence spreading" and…

Pattern Formation and Solitons · Physics 2023-12-22 Alexander V. Milovanov , Jens Juul Rasmussen

Maximum likelihood estimation applied to high-frequency data allows us to quantify intermittency in the fluctu- ations of asset prices. From time records as short as one month these methods permit extraction of a meaningful intermittency…

Statistical Finance · Quantitative Finance 2015-06-04 Martin Rypdal , Espen Sirnes , Ola Løvsletten , Kristoffer Rypdal

This paper explores the nonparametric estimation of the volatility component in a heteroscedastic scalar-on-function regression model, where the underlying discrete-time process is ergodic and subject to a missing-at-random mechanism. We…

Methodology · Statistics 2024-12-17 Abdelbasset Djeniah , Mohamed Chaouch , Amina Angelika Bouchentouf

One challenge in developing a statistical field theory of turbulence is the analysis of the functional equations that govern the complete statistics of the flow field. Simplified models of turbulence may help to develop such a statistical…

Fluid Dynamics · Physics 2025-11-18 Lukas Bentkamp , Michael Wilczek

We provide a general model for Brownian motions on metric graphs with interactions. In a general setting, for (sticky) Brownian propagations on edges, our model provides a characterization of lifetimes and holding times on vertices in terms…

Probability · Mathematics 2025-09-29 Fausto Colantoni , Mirko D'Ovidio , Flavia Tavani

We propose a new perspective on Turbulence using Information Theory. We compute the entropy rate of a turbulent velocity signal and we particularly focus on its dependence on the scale. We first report how the entropy rate is able to…

Statistical Mechanics · Physics 2016-11-03 Carlos Granero-Belinchon , Stephane G. Roux , Nicolas B. Garnier

We study maximum-likelihood-type estimation for diffusion processes when the coefficients are nonrandom and observation occurs in nonsynchronous manner. The problem of nonsynchronous observations is important when we consider the analysis…

Statistics Theory · Mathematics 2022-07-04 Teppei Ogihara

We consolidate coherence, athermality, and nonuniformity as sub-resources within an underlying quantum resource theory: instability. We formulate instability axiomatically as the transient information within a decaying physical system.…

Quantum Physics · Physics 2026-02-23 Goni Yoeli , Gilad Gour

To study subregions of a turbulence velocity field, a long record of velocity data of grid turbulence is divided into smaller segments. For each segment, we calculate statistics such as the mean rate of energy dissipation and the mean…

Fluid Dynamics · Physics 2009-11-13 H. Mouri , A. Hori , M. Takaoka

A variational formula for the asymptotic variance of general Markov processes is obtained. As application, we get a upper bound of the mean exit time of reversible Markov processes, and some comparison theorems between the reversible and…

Probability · Mathematics 2021-06-02 Lu-Jing Huang , Yong-Hua Mao , Tao Wang