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We study the temporal fluctuations in time-dependent stock prices (both individual and composite) as a stochastic phenomenon using general techniques and methods of nonequilibrium statistical mechanics. In particular, we analyze stock price…

Physics and Society · Physics 2008-12-02 M. Constantin , S. Das Sarma

The low frequency variability of the extratropical atmosphere involves hemispheric-scale recurring, often persistent, states known as teleconnection patterns or regimes, which can have profound impact on predictability on intra-seasonal and…

Atmospheric and Oceanic Physics · Physics 2024-01-31 Dmitry Mukhin , Abdel Hannachi , Tobias Braun , Norbert Marwan

Most of dynamic systems which exhibit chaotic behavior are also known to posses self-similarity and manifest strong fluctuations of all possible scales.The meaning of this terms is not always same. In present note we make an attempt to…

chao-dyn · Physics 2016-08-31 Mikhail V. Altaisky

Although the interplanetary magnetic field variability has been extensively investigated in situ by means of data coming from several space missions, the newly launched missions providing high-resolution measures and approaching the Sun,…

We investigate the scale dependence of fluctuations inside a realistic model of an evolving turbulent HII region and to what extent these may be studied observationally. We find that the multiple scales of energy injection from champagne…

Astrophysics of Galaxies · Physics 2015-06-22 S. -N. X. Medina , S. J. Arthur , W. J. Henney , G. Mellema , A. Gazol

It is shown that global climate exhibits chaotic response to solar forcing variability in a vast range of timescales: from annual to multi-millennium. Unlike linear systems, where periodic forcing leads to periodic response, nonlinear…

Chaotic Dynamics · Physics 2010-01-05 A. Bershadskii

The concept of multifractality offers a powerful formal tool to filter out multitude of the most relevant characteristics of complex time series. The related studies thus far presented in the scientific literature typically limit themselves…

Statistical Finance · Quantitative Finance 2018-09-25 Stanisław Drożdż , Rafał Kowalski , Paweł Oświȩcimka , Rafał Rak , Robert Gȩbarowski

The breakdown of scale invariance in turbulent flows, known as multifractal scaling, is considered a cornerstone of turbulence. In solar wind turbulence, a monofractal behavior can be observed at electron scales, in contrast to larger…

Plasma Physics · Physics 2023-12-25 Vincent David , Sébastien Galtier , Romain Meyrand

This article illustrates the application of multiple scales analysis to two archetypal quasilinear systems; i.e. to systems involving fast dynamical modes, called fluctuations, that are not directly influenced by fluctuation--fluctuation…

Fluid Dynamics · Physics 2019-03-14 G. Michel , G. P. Chini

The distribution of atomic hydrogen in the Galactic plane is usually mapped using the Doppler shift of 21cm emission line. We calculate the emission spectrum in velocity slices of data (channel maps) and derive its dependence on the…

Astrophysics · Physics 2009-10-31 A. Lazarian , D. Pogosyan

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

In this letter we have analyzed the temporal correlations of the angle-of-arrival fluctuations of stellar images. Experimentally measured data were carefully examined by implementing multifractal detrended fluctuation analysis. This…

Atmospheric and Oceanic Physics · Physics 2023-07-19 Luciano Zunino , Damián Gulich , Gustavo Funes , Aziz Ziad

We apply the scale-length method to several three dimensional samples of the Two degree Field Galaxy Redshift Survey. This method allows us to map in a quantitative and powerful way large scale structures in the distribution of galaxies…

Astrophysics · Physics 2009-08-03 Francesco Sylos Labini , Nikolay L. Vasilyev , Yurij V. Baryshev

The turbulent dynamics of nearby and extragalactic gas structures can be studied with the column density power spectrum, which is often described by a broken power-law.In an extragalactic context, the breaks in the power spectra have been…

Astrophysics of Galaxies · Physics 2021-06-09 Bastian Körtgen , Nickolas Pingel , Nicholas Killerby-Smith

Light propagation in turbulent media is conventionally studied with the help of the spatio-temporal power spectra of the refractive index fluctuations. In particular, for natural water turbulence several models for the spatial power spectra…

Atmospheric and Oceanic Physics · Physics 2021-01-28 Jinren Yao , Hantao Wang , Huajun Zhang , Jiandong Cai , Mingyuan Ren , Yu Zhang , Olga Korotkova

The climate system is a forced, dissipative, nonlinear, complex and heterogeneous system that is out of thermodynamic equilibrium. The system exhibits natural variability on many scales of motion, in time as well as space, and it is subject…

Atmospheric and Oceanic Physics · Physics 2020-08-05 Michael Ghil , Valerio Lucarini

Under decompression, disordered solids undergo an unjamming transition where they become under-coordinated and lose their structural rigidity. The mechanical and vibrational properties of these materials have been an object of theoretical,…

Soft Condensed Matter · Physics 2024-01-17 Julia A. Giannini , Edan Lerner , Francesco Zamponi , M. Lisa Manning

Spatiotemporal variations in thunderstorm occurrence frequency are considered here using an environmental dataset derived from ERA5 reanalysis data. Interannual variability in the thunderstorm environments is examined for the period…

Atmospheric and Oceanic Physics · Physics 2025-12-17 Andrew Dowdy , Andrew Brown , Todd Lane , Mateusz Taszarek

Multifractal scaling (MFS) refers to structures that can be described as a collection of interwoven fractal subsets which exhibit power-law spatial scaling behavior with a range of scaling exponents (concentration, or singularity,…

Astrophysics · Physics 2009-10-30 David W. Chappell , John Scalo

The temporal fluctuations in global mean surface temperature is an example of a geophysical quantity which can be described using the notions of long-range persistence and scale invariance/scaling, but this description has suffered from…

Atmospheric and Oceanic Physics · Physics 2017-10-11 Hege-Beate Fredriksen , Martin Rypdal