Related papers: Relation between Magnitude Series Correlations and…
We present a simple and general result that the sign of the variations or increments of uncorrelated times series are predictable with a remarkably high success probability of 75% for symmetric sign distributions. The origin of this…
Measurements of the microwave field transmitted through a random medium allows direct access to the field correlation function, whose complex square is the short range or C1 contribution to the intensity correlation function C. The…
The correlation function of the two dimensional Ising model with the nearest neighbours interaction on the finite size lattice with the periodical boundary conditions is derived. The expressions similar to the form factor expansion are…
The interplay among the possible variation of gauge coupling and the inflationary dynamics is investigated in a simplified toy model. Depending upon various parameters (scalar mass, curvature scale at the end of inflation and at the onset…
Positive $T$-martingales were developed as a general framework that extends the positive measure-valued martingales and are meant to model intermittent turbulence. We extend their scope by allowing the martingale to take complex values. We…
In data science, one is often confronted with a time series representing measurements of some quantity of interest. Usually, as a first step, features of the time series need to be extracted. These are numerical quantities that aim to…
We study the spectral density of factor models of multivariate time series. By making use of the Random Matrix Theory we analytically quantify the effect of noise dressing on the spectral density due to the finiteness of the sample. We…
Bogomolny-Leyvraz-Schmit (1996) and Peter (2002) proposed an asymptotic formula for the correlation of the multiplicities in length spectrum on the modular surface, and Lukianov (2007) extended its asymptotic formula to the Riemann surfaces…
To assess whether a given time series can be modeled by a stochastic process possessing long range correlation one usually applies one of two types of analysis methods: the spectral method and the random walk analysis. The first objective…
We show that the recently proposed confining string theory describes smooth surfaces with long-range correlations for the normal components of tangent vectors. These long-range correlations arise as a consequence of a "frustrated…
This chapter discusses correlation analysis of stationary multivariate Gaussian time series in the spectral or Fourier domain. The goal is to identify the hub time series, i.e., those that are highly correlated with a specified number of…
The scaling properties of the time series of asset prices and trading volumes of stock markets are analysed. It is shown that similarly to the asset prices, the trading volume data obey multi-scaling length-distribution of low-variability…
Fluctuations and structure across a wide range of spatial and temporal scales are frequently studied in the solar wind. The properties of the low-frequency fluctuations are of relevance to turbulent energy injection into the plasma and the…
This article considers the problem of analyzing associations between power spectra of multiple time series and cross-sectional outcomes when data are observed from multiple subjects. The motivating application comes from sleep medicine,…
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…
Using a generating-function formalism, we compute the contribution of momentum conservation to multiparticle correlations between the emitted particles in high-energy collisions. In particular, we derive a compact expression of the genuine…
Neural field theory is used to quantitatively analyze the two-dimensional spatiotemporal correlation properties of gamma-band (30 -- 70 Hz) oscillations evoked by stimuli arriving at the primary visual cortex (V1), and modulated by patchy…
We analyze correlation functions in a toy model of a random geometry interacting with matter. We show that in general the connected correlator will contain a long--range scaling part. This result supports the previously conjectured general…
Scaling analysis of the magnitude series (volatile series) has been proposed recently to identify possible nonlinear/multifractal signatures in the given data [1-3]. In this letter, correlations of volatile series generated from stationary…
It is shown that in the case of human heart rate, the scaling behaviour of the correlation sum (calculated by the Grassberger-Procaccia algorithm) is a result of the interplay of various factors: finite resolution of the apparatus…