Related papers: Volatility in atmospheric temperature variability
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…
The usage of a spot volatility estimate based on a volatility decomposition in a time-changed price-model according to the trading times is investigated. In this model clock-time volatility splits up into the product of tick-time volatility…
We have studied the rapid X-ray variability of three extragalactic TeV gamma-ray sources; Mrk 421, Mrk 501 and PKS 2155-304. Analyzing the X-ray light curves obtained from ASCA and/or RXTE observations between 1993 and 1998, we have…
This study analyzes the temperature fluctuations in incompressible homogeneous isotropic turbulence through the finite scale Lyapunov analysis of the relative motion between two fluid particles. The analysis provides an explanation of the…
The dynamics of prices in financial markets has been studied intensively both experimentally (data analysis) and theoretically (models). Nevertheless, a complete stochastic characterization of volatility is still lacking. What it is well…
The thermal instability with a piecewise power law cooling function is investigated using one- and three-dimensional simulations with periodic and shearing-periodic boundary conditions in the presence of constant thermal diffusion and…
Inertial-range features of turbulence are investigated using data from experimental measurements of grid turbulence and direct numerical simulations of isotropic turbulence simulated in a periodic box, both at the Taylor-scale Reynolds…
In this paper we numerically study the behavior of the density power spectrum in turbulent thermally bistable flows. We analyze a set of five three-dimensional simulations where turbulence is randomly driven in Fourier space at a fixed…
From the analysis of the relaxation process of isolated lattice many-body quantum systems quenched far from equilibrium, we deduce a criterion for predicting when they are certain to thermalize. It is based on the algebraic behavior…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…
We address the problem of measuring time-properties of Response Functions (Green functions) in Gaussian models (Orszag-McLaughin) and strongly non-Gaussian models (shell models for turbulence). We introduce the concept of {\it halving time…
We study experimentally temperature fluctuations in stably stratified forced turbulence in air flow. In the experiments with an imposed vertical temperature gradient, the turbulence is produced by two oscillating grids located nearby the…
In a recent article by Dickey, J. O., Marcus, S.L. and O. de Viron, 2011, the authors show evidences for correlations in the multi-decadal variability of Earth's rotation rate [i.e., length of day (LOD)], the angular momentum of the core…
For high contrast imaging systems, the time delay is one of the major limiting factors for the performance of the extreme adaptive optics (AO) sub-system and, in turn, the final contrast. The time delay is due to the finite time needed to…
We investigate steady-state current fluctuations in two models of run-and-tumble particles (RTPs) on a ring of $L$ sites, for \textit{arbitrary} tumbling rate $\gamma=\tau_p^{-1}$ and density $\rho$; model I consists of standard hardcore…
Incompressible and isotropic magnetohydrodynamic turbulence in plasms can be described by an exact relation for the energy flux through the scales. This Yaglom-like scaling law has been recently observed in the solar wind above the solar…
Many fluctuating systems consist of macroscopic structures in addition to noisy signals. Thus, for this class of fluctuating systems, the scaling behaviors are very complicated. Such phenomena are quite commonly observed in Nature, ranging…
We study by numerical simulations the two-dimensional Inelastic Maxwell Model (IMM), and show how the inelasticity of collisions together with the fluctuations of the number of collisions undergone by a particle lead to energy fluctuations…
We examine an 11-year data set from the tropical weather station of Tlaxcala, Mexico. We find that mutual information drops quickly with the delay, to a positive value which relaxes to zero with a time scale of 20 days. We also examine the…
We study the fluctuations of the two-time dependent global roughness of finite size elastic lines in a quenched random environment. We propose a scaling form for the roughness distribution function that accounts for the two-time,…