Related papers: Analytically solvable autocorrelation function for…
The momentum or velocity autocorrelation function C(t) for a tagged oscillator in a finite harmonic system decays like that of an infinite system for short times, but exhibits erratic behavior at longer time scales. We introduce the…
The auto-correlation function and the frequency power spectral density due to a super-position of uncorrelated exponential pulses are considered. These are shown to be independent of the degree of pulse overlap and thereby the intermittency…
We construct and analyze symmetrized delay correlation matrices for empirical data sets for atmopheric and financial data to derive information about correlation between different entities of the time series over time. The information about…
Diffusion of electrons in two-dimensional disordered systems with spin-orbit interactions is investigated numerically. Asymptotic behaviors of the second moment of the wave packet and of the temporal auto-correlation function are examined.…
Using test-particle simulations, we investigate the temporal dependence of the two-point velocity correlation function for charged particles scattering in a time-independent spatially fluctuating magnetic field derived from a…
The long-time behavior of transport coefficients in a model for spatially heterogeneous media in two and three dimensions is investigated by Molecular Dynamics simulations. The behavior of the velocity auto-correlation function is…
We use time-resolved dynamic light scattering to investigate the slow dynamics of a colloidal gel. The final decay of the average intensity autocorrelation function is well described by $g\_2(q,\tau)-1 \sim…
A method is presented that, when used in conjunction with single molecule experimental techniques, allows for the extraction of rates and mechanical properties of a biomolecule undergoing transitions between mechanically distinct states.…
Human social interactions tend to vary in intensity over time, whether they are in person or online. Variable rates of interaction in structured populations can be described by networks with the time-varying activity of links and nodes. One…
Finding interdependency relations between (possibly multivariate) time series provides valuable knowledge about the processes that generate the signals. Information theory sets a natural framework for non-parametric measures of several…
Inhomogeneous temporal processes in natural and social phenomena have been described by bursts that are rapidly occurring events within short time periods alternating with long periods of low activity. In addition to the analysis of…
By means of Metropolis Monte Carlo simulations of a coarse-grained model for flexible polymers, we investigate how the integrated autocorrelation times of different energetic and structural quantities depend on the temperature. We show…
Alder and Wainwright discovered the slow power decay $\sim t^{-d/2}$ ($d$:dimension) of the velocity autocorrelation function in moderately dense hard sphere fluids using the event-driven molecular dynamics simulations. In the…
The time-dependent pair correlation functions for a degenerate ideal quantum gas of charged particles in a uniform magnetic field are studied on the basis of equilibrium statistics. In particular, the influence of a flat hard wall on the…
We present first elements of kinetic theory appropriate to the inhomogeneous phase of the HMF model. In particular, we investigate the case of strongly inhomogeneous distributions for $T\to 0$ and exhibit curious behaviour of the force…
This article introduces autocorrelograms for time series of point processes. Such time series usually arise when a longer temporal or spatio-temporal point process is sliced into smaller time units; for example, when an annual process is…
We present here a general iterative formula which gives a (formal) series expansion for the time autocorrelation of smooth dynamical variables, for all Hamiltonian systems endowed with an invariant measure. We add some criteria, theoretical…
Longitudinal and survival sub-models are two building blocks for joint modelling of longitudinal and time to event data. Extensive research indicates separate analysis of these two processes could result in biased outputs due to their…
The configurational de-correlation in an aging system is attributed to irreversible intermittent rearrangements, which are described as a Poisson process with average $\propto \ln(1 + t/t_w)$, where $t$ is the observation time and $t_w$ is…
We address the problem of long-range memory in the financial markets. There are two conceptually different ways to reproduce power-law decay of auto-correlation function: using fractional Brownian motion as well as non-linear stochastic…