Related papers: Nonlinear stratospheric variability: multifractal …
The presence of multifractality in a time series shows different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. The identification of a multifractal nature…
Fluctuation scaling has been observed universally in a wide variety of phenomena. In time series that describe sequences of events, fluctuation scaling is expressed as power function relationships between the mean and variance of either…
We consider a system of $N$ disordered mean-field interacting diffusions within spatial constraints: each particle $\theta_i$ is attached to one site $x_i$ of a periodic lattice and the interaction between particles $\theta_i$ and…
According to the classical theory of Brownian motion, the mean squared displacement of diffusing particles evolves linearly with time whereas the distribution of their displacements is Gaussian. However, recent experiments on mesoscopic…
The non-stationary dynamics of a bouncing ball, comprising of both periodic as well as chaotic behavior, is studied through wavelet transform. The multi-scale characterization of the time series displays clear signature of self-similarity,…
In the last decades, an ever-growing number of studies are focusing on the extreme weather conditions related to the climate change. Some of them are based on multifractal approaches, such as the Multifractal Detrended Fluctuation Analysis…
We study the statistical properties of volatility---a measure of how much the market is likely to fluctuate. We estimate the volatility by the local average of the absolute price changes. We analyze (a) the S&P 500 stock index for the…
We investigate the statistical properties of isotropic, stochastic, Gaussian distributed, helical magnetic fields characterized by different shapes of the energy spectra at large length scales and study the associated realizability…
In this paper, we calculate the spectrum of scalar field fluctuations in a bouncing, asymptotically flat Universe, and investigate the dependence of the result on changes in the physics on length scales shorter than the Planck length which…
A fundamental question in nonequilibrium statistical physics is whether effective equilibrium behavior can emerge at coarse-grained scales in strongly driven systems. Here, we investigate this question in the context of human mobility by…
Spatial heteroskedasticity refers to stochastically changing variances and covariances in space. Such features have been observed in, for example, air pollution and vegetation data. We study how volatility modulated moving averages can…
In order to account for possible nonstatistical fluctuations in a hadronizing system (leading to the characteristic power-like behavior of the respective single particle spectra and to the broadening of the corresponding multiparticle…
We study the temporal correlations in the sea surface temperature (SST) fluctuations around the seasonal mean values in the Atlantic and Pacific oceans. We apply a method that systematically overcome possible trends in the data. We find…
In rotationally constrained percolation models, a site of a percolation cluster could be occupied more than once from different directions due to the nature of the rotational constraint. A state variable $s_i$ is assigned to each lattice…
Active galactic nuclei (AGNs) exhibit complex variability across multiple wavelengths, reflecting diverse physical processes near their central engines. This work investigates the temporal variability of four AGNs Mrk~509, NGC~5548,…
Scalar mixing fronts develop at the interface of agitated fluids of different solute concentrations. In such fronts, scalar fluctuations form at both microscopic and macroscopic scales, due to stretching-enhanced molecular diffusion and…
The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual Minority Game (MG)…
We calculate the power spectrum of density fluctuations in the statistical non-equilibrium field theory for classical, microscopic degrees of freedom to first order in the interaction potential. We specialise our result to cosmology by…
Scale transformations have played an extremely successful role in studies of cosmological large-scale structure by relating the non-linear spectrum of cosmological density fluctuations to the linear primordial power at longer wavelengths.…
As the hunt for an Earth-like exoplanets has intensified in recent years, so has the effort to characterise and model the stellar signals that can hide or mimic small planetary signals. Stellar variability arises from a number of sources,…