Related papers: Consistency of detrended fluctuation analysis
Two time scale stochastic approximation algorithms emulate singularly perturbed deterministic differential equations in a certain limiting sense, i.e., the interpolated iterates on each time scale approach certain differential equations in…
The scaling behaviour of the diffraction intensity near the origin is investigated for (partially) ordered systems, with an emphasis on illustrative, rigorous results. This is an established method to detect and quantify the fluctuation…
Using the large-deviation formalism, we study the statistics of current fluctuations in a diffusive nonequilibrium quantum spin chain. The boundary-driven XX chain with dephasing consists of a coherent bulk hopping and a local dissipative…
We investigate the dynamics of subsystem particle number fluctuations in a long-range system with power-law decaying hopping strength characterized by exponent $\mu$ and subjected to a local dephasing at every site. We introduce an…
Inhomogeneities in deposition may lead to formation of rough surfaces, whose height fluctuations can be probed directly by scanning microscopy, or indirectly by scattering. Analytical or numerical treatments of simple growth models suggest…
In this paper we investigate the parametric inference for the linear fractional stable motion in high and low frequency setting. The symmetric linear fractional stable motion is a three-parameter family, which constitutes a natural…
One proposal for dS/CFT is that the Hartle-Hawking (HH) wave function in the large volume limit is equal to the partition function of a Euclidean CFT deformed by various operators. All saddle points defining the semiclassical HH wave…
We demonstrate how to model the toppling activity in avalanching systems by stochastic differential equations (SDEs). The theory is developed as a generalization of the classical mean field approach to sandpile dynamics by formulating it as…
The factorial moments analyses are performed to study the scaling properties of the dynamical fluctuations of contacts and nodes in temporal networks based on empirical data sets. The intermittent behaviors are observed in the fluctuations…
The finite-size scaling (FSS) theory for continuous phase transitions has been useful in determining the critical behavior from the size dependent behaviors of thermodynamic quantities. When the phase transition is discontinuous, however,…
We report two-dimensional phase-field simulations of locally-conserved coarsening dynamics of random fractal clusters with fractal dimension D=1.7 and 1.5. The correlation function, cluster perimeter and solute mass are measured as…
We have carried out a detailed study of scaling region using detrended fractal analysis test by applying different forcing likewise noise, sinusoidal, square on the floating potential fluctuations acquired under different pressures in a DC…
An effective Finite-Size Scaling (FSS) of moment products from recent STAR measurements of the variance $\sigma$, skewness $S$ and kurtosis $\kappa$ of net-proton multiplicity distributions, are reported for a broad range of collision…
In a stochastic process, where noise is always present, the fluctuation-dissipation theorem (FDT) becomes one of the most important tools in statistical mechanics and, consequently, it appears everywhere. Its major utility is to provide a…
This work is devoted to the study of the scaling, and the consequent power-law behavior, of the correlation function in a mutation-replication model known as the expansion-modification system. The latter is a biology inspired random…
In this paper we consider Sparse Fourier Transform (SFT) algorithms for approximately computing the best $s$-term approximation of the Discrete Fourier Transform (DFT) $\mathbf{\hat{f}} \in \mathbb{C}^N$ of any given input vector…
Understanding the statistical laws governing citation dynamics remains a fundamental challenge in network theory and the science of science. Citation networks typically exhibit in-degree distributions well approximated by log-normal…
Stress vs. strain fluctuations in athermal amorphous solids are an example of `crackling noise' of the type studied extensively in the context of elastic membranes moving through random potentials. Contrary to the latter, we do not have a…
We address the challenge of estimating the hyperuniformity exponent $\alpha$ of a spatial point process, given only one realization of it. Assuming that the structure factor $S$ of the point process follows a vanishing power law at the…
Highly accurate estimates of the urban fractal dimension $D_f$ are obtained by implementing the Detrended Moving Average algorithm (DMA) on WorldView2 satellite high-resolution multi-spectral images covering the largest European cities.…