Related papers: Autocorrelation function of velocity increments ti…
A fundamental relation in Lagrangian Kolmogorov theory is concerned with inertial range scaling of the second-order velocity structure function over intermediate time lags at sufficiently high Reynolds numbers. Significant theoretical…
It is often asserted in the literature that one should expect positive autocorrelation for random walk Metropolis-Hastings (RWMH), especially if the typical proposal step-size is small relative to the variability in the target density. In…
We present measurements of the scale (bin-size) dependence of event-wise mean transverse momentum $<p_{t}>$ fluctuations for Au-Au collisions at $\sqrt{s_{NN}} = 200$ GeV simulated with the Hijing-1.37 Monte Carlo. We invert those scale…
The velocity fluctuations for point vortex models are studied for the {\alpha}-turbulence equations, which are characterized by a fractional Laplacian relation between active scalar and the streamfunction. In particular, we focus on the…
The causal connection between congestions and velocity changes at different locations induces various statistical features, which we identify and measure in detail. We carry out an empirical analysis of large-scale traffic data on a local…
The character of turbulence depends on where it develops. Turbulence near boundaries, for instance, is different than in a free stream. To elucidate the differences between flows, it is instructive to vary the structure of turbulence…
Early-warning indicators (increase of autocorrelation and variance) are commonly applied to time series data to try and detect tipping points of real-world systems. The theory behind these indicators originates from approximating the…
Radial velocity fluctuations on the plane of the sky are a powerful tool for studying the turbulent dynamics of emission line regions. We conduct a systematic statistical analysis of the H alpha velocity field for a diverse sample of 9 H II…
We present the results of a numerical investigation of three-dimensional decaying turbulence with statistically homogeneous and anisotropic initial conditions. We show that at large times, in the inertial range of scales: (i) isotropic…
Velocity increments over a distance r and turbulent energy dissipation on a box of size r are well described by the multifractal models of fully developed turbulence. These quantities and models however, do not involve time-correlations and…
In an attempt to determine the outer scale of turbulence driven by localized sources, such as supernova explosions in the interstellar medium, we consider a forcing function given by the gradient of gaussian profiles localized at random…
The presence of long-ranged correlations in a fluid undergoing uniform shear flow is investigated. An exact relation between the density autocorrelation function and the density-mometum correlation function implies that the former must…
High Reynolds numbers Navier-Stokes equations are believed to break self-similarity concerning both spatial and temporal properties: correlation functions of different orders exhibit distinct decorrelation times and anomalous spatial…
Sequences with low aperiodic autocorrelation are used in communications and remote sensing for synchronization and ranging. The autocorrelation demerit factor of a sequence is the sum of the squared magnitudes of its autocorrelation values…
We investigate spatial and temporal cross-correlations between streamwise and normal velocity components in three shear flows: a low-dimensional model for vortex-streak interactions, direct numerical simulations for a nearly homogeneous…
We propose a novel estimator of the autocorrelation function in presence of missing observations. We establish the consistency, the asymptotic normality, and we derive deviation bounds for various classes of weakly dependent stationary time…
We observe oscillatory decay in the two-point, non-equal time, velocity correlation function of homogeneous, isotropic turbulence. We found this through a direct numerical simulation (DNS) of the three dimensional Navier-Stokes ($3-D$ NS)…
We study the statistical properties of helicity in direct numerical simulations of fully developed homogeneous and isotropic turbulence and in a class of turbulence shell models. We consider correlation functions based on combinations of…
Correlation coefficients play a pivotal role in quantifying linear relationships between random variables. Yet, their application to time series data is very challenging due to temporal dependencies. This paper introduces a novel approach…
A quantity of interest to characterise continuous-valued stochastic processes is the differential entropy rate. The rate of convergence of many properties of LRD processes is slower than might be expected, based on the intuition for…