Related papers: Consistency of detrended fluctuation analysis
We study the average shape of fluctuations for subdiffusive processes, i.e., processes with uncorrelated increments but where the waiting time distribution has a broad power-law tail. This shape is obtained analytically by means of a…
Moving beyond simple associations, researchers need tools to quantify how variables influence each other in space and time. Correlation functions provide a mathematical framework for characterizing these essential dependencies, revealing…
Two-way coupled DNS simulation of particle-laden turbulent Couette-flow [1], in the volume fraction regime $\phi>10^{-4}$, showed a discontinuous decrease of turbulence intensity beyond a critical volume fraction…
We present an optimal detrended fluctuation analysis (DFA) and applied it to evaluate the local roughness exponent in non-equilibrium surface growth models with mounded morphology. Our method consists in analyzing the height fluctuations…
It is shown that the fluctuations of the jamming coverage upon Random Sequential Adsorption ($\sigma_{\theta_J}$), decay with the lattice size according to the power-law $\sigma_{\theta_J} \propto L^{-1 / \nu_J}$, with $\nu_{J} = 2 / (2D -…
This paper extends the existing literature on empirical estimation of the confidence intervals associated to the Detrended Fluctuation Analysis (DFA). We used Montecarlo simulation to evaluate the confidence intervals. Varying the…
Fluctuations from a hydrodynamic limit of a one-dimensional asymmetric system come at two levels. On the central limit scale n^{1/2} one sees initial fluctuations transported along characteristics and no dynamical noise. The second order of…
We study the fluctuations of the autocorrelation and autoresponse functions and, in particular, their variances and co-variance. In a first general part of the Article, we show the equivalence of the variance of the response function with…
We consider a nonlinear differential equation under the combined influence of small state-dependent Brownian perturbations of size $\varepsilon$, and fast periodic sampling with period $\delta$; $0<\varepsilon, \delta \ll 1$. Thus, state…
We use the multifractal detrended fluctuation analysis (MF-DFA) to study the electrical discharge current fluctuations in plasma and show that it has multifractal properties and behaves as a weak anti-correlated process. Comparison of the…
We study the fluctuations of the current J(t) of the totally asymmetric exclusion process with open boundaries. Using a density matrix renormalization group approach, we calculate the cumulant generating function of the current. This…
In this paper we estimate both the Hurst and the stable indices of a H-self-similar stable process. More precisely, let $X$ be a $H$-sssi (self-similar stationary increments) symmetric $\alpha$-stable process. The process $X$ is observed at…
In a previous work, we showed that the 2D, extended-source internal DLA (IDLA) of Levine and Peres is $\delta^{3/5}$-close to its scaling limit, if $\delta$ is the lattice size. In this paper, we investigate the scaling limits of the…
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…
Motivated by the wide range of applicability of the fluctuation and dissipation phenomena in non-equilibrium systems, we provide a universal study scheme for the dissipation of the energy and the corresponding Brownian motion analysis of…
Taylor's law, also known as fluctuation scaling in physics and the power-law variance function in statistics, is an empirical pattern widely observed across fields including ecology, physics, finance, and epidemiology. It states that the…
A comprehensive theory of interfacial fluctuation effects occurring at 2D wedge (corner) filling transitions in pure (thermal disorder) and impure (random bond-disorder) systems is presented. Scaling theory and the explicit results of…
Employing the optimal fluctuation method (OFM), we study the large deviation function of long-time averages $(1/T)\int_{-T/2}^{T/2} x^n(t) dt$, $n=1,2, \dots$, of centered stationary Gaussian processes. These processes are correlated and,…
The performance of the multifractal detrended analysis on short time series is evaluated for synthetic samples of several mono- and multifractal models. The reconstruction of the generalized Hurst exponents is used to determine the range of…
Detrended fluctuation analysis is used to investigate power law relationship between the monthly averages of the maximum daily temperatures for different locations in the western US. On the map created by the power law exponents, we can…