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Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…

Data Analysis, Statistics and Probability · Physics 2008-04-07 Jan W. Kantelhardt

All molecular clouds are observed to be turbulent, but the origin, means of sustenance, and evolution of the turbulence remain debated. One possibility is that stellar feedback injects enough energy into the cloud to drive observed motions…

Astrophysics of Galaxies · Physics 2016-12-28 Ryan D. Boyden , Eric W. Koch , Erik W. Rosolowsky , Stella S. R. Offner

We study quantitatively the level of false multifractal signal one may encounter while analyzing multifractal phenomena in time series within multifractal detrended fluctuation analysis (MF-DFA). The investigated effect appears as a result…

Data Analysis, Statistics and Probability · Physics 2015-06-16 Dariusz Grech , Grzegorz Pamuła

The response of thermodynamic systems perturbed out of an equilibrium steady-state is described by the reciprocal and the fluctuation-dissipation relations. The so-called fluctuation theorems extended the study of fluctuations far beyond…

Statistical Mechanics · Physics 2020-02-21 Matteo Polettini , Massimiliano Esposito

Conventional techniques that measure rapid time variations are inefficient or inadequate to discover and observe rapidly pulsating astronomical sources. It is therefore conceivable that there exist some classes of objects pulsating with…

Instrumentation and Methods for Astrophysics · Physics 2015-05-18 Ermanno F Borra

An average instantaneous cross-correlation function is introduced to quantify the interaction of the financial market of a specific time. Based on the daily data of the American and Chinese stock markets, memory effect of the average…

Statistical Finance · Quantitative Finance 2015-05-18 Tian Qiu , Guang Chen , Li-Xin Zhong , Xiao-Wei Lei

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

We examine the Detrended Fluctuation Analysis (DFA), which is a well-established method for the detection of long-range correlations in time series. We show that deviations from scaling that appear at small time scales become stronger in…

Statistical Mechanics · Physics 2009-11-07 Jan W. Kantelhardt , Eva Koscielny-Bunde , Henio H. A. Rego , Shlomo Havlin , Armin Bunde

New aspects of turbulence are uncovered if one considers flow motion from the perspective of a fluid particle (known as the Lagrangian approach) rather than in terms of a velocity field (the Eulerian viewpoint). Using a new experimental…

Fluid Dynamics · Physics 2009-11-07 N. Mordant , J. Delour , E. Leveque , A. Arneodo , J. -F. Pinton

Spatiotemporal correlation of magnetic field fluctuations is investigated using the Magnetospheric Multiscale mission in the terrestrial magnetosheath. The first observation of the turbulence propagator in space emerges through analysis of…

Experimental data from an experiment on drift--waves in plasma is presented. The experiment provides a space--time diagnostic and has a control parameter that permits the study of the transition from a stable plasma to a turbulent plasma.…

chao-dyn · Physics 2015-06-24 Alex Madon , Thomas Klinger

The proper characterization of the general statistical behavior of these fluctuations, from a limited sample of observations or simulations, is of prime importance to understand the process of star formation. In this article, we use the…

Astrophysics of Galaxies · Physics 2022-08-03 Etienne Jaupart , Gilles Chabrier

Once the problem of ensemble averaging is removed, correlations between the response of a single molecule to an external driving field $F$, with the history of fluctuations of the particle, become detectable. Exact analytical theory for the…

Statistical Mechanics · Physics 2009-11-11 Eli Barkai

Using data from the Sloan Digital Sky Survey we study correlations between directions of galaxy angular momenta determined from images of spiral galaxies and various observables derived from the reconstructed initial conditions. We find an…

Cosmology and Nongalactic Astrophysics · Physics 2022-04-20 Pavel Motloch , Ue-Li Pen , Hao-Ran Yu

We study temporal correlations and multifractal properties of long river discharge records from 41 hydrological stations around the globe. To detect long-term correlations and multifractal behaviour in the presence of trends, we apply…

Quantum fluctuations can endow spacetime with a foamy structure. In this review article we discuss our various proposals to observationally constrain models of spacetime foam. One way is to examine if the light wave-front from a distant…

General Relativity and Quantum Cosmology · Physics 2022-07-12 Y. Jack Ng , Eric S. Perlman

Convection and turbulence in stellar atmospheres have a significant effect on the emergent flux from A-type stars. The recent theoretical advancements in convection modelling have proved a challenge to the observers to obtain measurements…

Astrophysics · Physics 2009-11-10 Barry Smalley

A numerical molecular dynamics experiment measuring the two-time correlation function of the transversal velocity field in the homogeneous cooling state of a granular gas is reported. By measuring the decay rate and the amplitude of the…

Statistical Mechanics · Physics 2009-11-13 J. J. Brey , M. I. Garcia de Soria , P. Maynar

This paper is devoted to a statistical analysis of the velocity fluctuations arising from a random distribution of point vortices in two-dimensional turbulence. Exact results are derived for the correlations in the velocities occurring at…

Statistical Mechanics · Physics 2009-10-31 Pierre-Henri Chavanis , Clément Sire

Based on the mathematical arguments formulated within the Multifractal Detrended Fluctuation Analysis (MFDFA) approach it is shown that in the uncorrelated time series from the Gaussian basin of attraction the effects resembling…

Data Analysis, Statistics and Probability · Physics 2023-03-30 Jarosław Kwapień , Pawel Blasiak , Stanisław Drożdż , Paweł Oświęcimka