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The fractional Brownian motion (fBm) is parameterized by the Hurst exponent $H\in(0,1)$, which determines the dependence structure and regularity of sample paths. Empirical findings suggest that the Hurst exponent may be non-constant in…

Statistics Theory · Mathematics 2025-11-14 Fabian Mies , Benedikt Wilkens

The geometry of the multifractional Brownian motion (mBm) is known to present a complex and surprising form when the Hurst function is greatly irregular. Nevertheless, most of the literature devoted to the subject considers sufficiently…

Probability · Mathematics 2014-08-05 Paul Balança

A unified approach is proposed to describe the statistics of the short time dynamics of multiscale complex systems. The probability density function of the relevant time series (signal) is represented as a statistical superposition of a…

Statistical Mechanics · Physics 2019-05-06 A. M. S. Macedo , I. R. R. Gonzales , D. S. P. Salazar , G. L. Vasconcelos

One of the major challenges in stochastic thermodynamics is to compute the distributions of stochastic observables for small-scale systems for which fluctuations play a significant role. Hitherto much theoretical and experimental research…

Statistical Mechanics · Physics 2021-09-08 Deepak Gupta , David A. Sivak

We sample a velocity field that has an inertial spectrum and a skewness that matches experimental data. In particular, we compute a self-consistent correction to the Kolmogorov exponent and find that for our model it is zero. We find that…

Other Condensed Matter · Physics 2025-10-20 Alex Arenas , Alexandre Chorin

Multifractional processes extend the concept of fractional Brownian motion by replacing the constant Hurst parameter with a time-varying Hurst function. This extension allows for modulation of the roughness of sample paths over time. The…

Probability · Mathematics 2025-03-11 Antoine Ayache , Andriy Olenko , Nemini Samarakoon

This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…

Statistical Mechanics · Physics 2025-08-19 Marco Biroli

The multivariate Ornstein-Uhlenbeck process is used in many branches of science and engineering to describe the regression of a system to its stationary mean. Here we present an $O(N)$ Bayesian method to estimate the drift and diffusion…

Statistical Mechanics · Physics 2018-08-01 Rajesh Singh , Dipanjan Ghosh , R. Adhikari

We develop a multi-range fractional (MRF) model to capture the turbulent spectrum consisting of multiple self-similar ranges impacted by multiple effects. The MRF model is validated using long-term observational atmospheric surface layer…

Fluid Dynamics · Physics 2024-12-25 Fei-Chi Zhang , Jin-Han Xie , Xiaojing Zheng

A method is proposed for generating compact fractal disordered media, by generalizing the random midpoint displacement algorithm. The obtained structures are invasive stochastic fractals, with the Hurst exponent varying as a continuous…

Statistical Mechanics · Physics 2011-01-04 Christian Turk , Anna Carbone , Bernardino M. Chiaia

We introduce and study a class of models of free fermions hopping between neighbouring sites with random Brownian amplitudes. These simple models describe stochastic, diffusive, quantum, unitary dynamics. We focus on periodic boundary…

Statistical Mechanics · Physics 2019-04-17 M. Bauer , D. Bernard , T. Jin

Since the middle of the 90's, multifractional processes have been introduced for overcoming some limitations of the classical Fractional Brownian Motion model. In their context, the Hurst parameter becomes a Holder continuous function H(?)…

Statistics Theory · Mathematics 2015-05-29 Antoine Ayache , Julien Hamonier

A multivariate fractional Brownian motion (mfBm) with component-wise Hurst exponents is used to model and forecast realized volatility. We investigate the interplay between correlation coefficients and Hurst exponents and propose a novel…

Statistical Finance · Quantitative Finance 2025-04-23 Markus Bibinger , Jun Yu , Chen Zhang

We introduce the multivariate Log S-fBM model (mLog S-fBM), extending the univariate framework proposed by Wu \textit{et al.} to the multidimensional setting. We define the multidimensional Stationary fractional Brownian motion (mS-fBM),…

Statistical Finance · Quantitative Finance 2026-01-16 Othmane Zarhali , Emmanuel Bacry , Jean-François Muzy

We study the fluctuation properties of a one-dimensional many-body quantum system composed of interacting bosons, and investigate the regimes where quantum noise or, respectively, thermal excitations are dominant. For the latter we develop…

Quantum Gases · Physics 2010-07-16 H. -P. Stimming , N. J. Mauser , J. Schmiedmayer , I. E. Mazets

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

Probability · Mathematics 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying

Starting from a microscopic model of self-propelled hard spheres we use tools of non-equilibrium statistical mechanics and the kinetic theory of hard spheres to derive a Smoluchowski equation for interacting Active Brownian particles. We…

Statistical Mechanics · Physics 2017-04-05 Benjamin Hancock , Aparna Baskaran

Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…

Fluid Dynamics · Physics 2021-06-30 L. Moriconi

We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the index properties, but they are not differentiable. We overcome the…

Optics · Physics 2007-05-23 Dario G Perez

Signals consisting of a sequence of pulses show that inherent origin of the 1/f noise is a Brownian fluctuation of the average interevent time between subsequent pulses of the pulse sequence. In this paper we generalize the model of…

Statistical Mechanics · Physics 2009-09-29 Vygintas Gontis , Bronislovas Kaulakys