Related papers: Harmonious Representation of PDF's reflecting Larg…
Multifractal scaling (MFS) refers to structures that can be described as a collection of interwoven fractal subsets which exhibit power-law spatial scaling behavior with a range of scaling exponents (concentration, or singularity,…
Multifractal analysis is a forecasting technique used to study the scaling regularity properties of financial returns, to analyze the long-term memory and predictability of financial markets. In this paper, we propose a novel structural…
We provide a self-contained exposition of the well-known multifractal formalism for self-similar measures satisfying the strong separation condition. At the heart of our method lies a pair of quasiconvex optimization problems which encode…
In probability density function (PDF) methods of turbulent flows, the joint PDF of several flow variables is computed by numerically integrating a system of stochastic differential equations for Lagrangian particles. A mathematically exact…
Predicting the dynamics of turbulent fluid flows has long been a central goal of science and engineering. Yet, even with modern computing technology, accurate simulation of all but the simplest turbulent flow-fields remains impossible: the…
Probability Distributions Functions (PDFs) of fluctuations of plasma edge parameters are skewed curves fairly different from normal distributions, whose shape appears almost independent of the plasma conditions and devices. We start from a…
We analyze quantitatively the effect of spurious multifractality induced by the presence of fat-tailed symmetric and asymmetric probability distributions of fluctuations in time series. In the presented approach different kinds of symmetric…
Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…
The matched filter (MF) represents one of the main tools to detect signals from known sources embedded in the noise. In the Gaussian case the noise is assumed to be the realization of a Gaussian random field (GRF). The most important…
We consider the tails of probability density function (PDF) for the velocity that satisfies Burgers equation driven by a Gaussian large-scale force. The saddle-point approximation is employed in the path integral so that the calculation of…
We obtain an expression for the probability density function (PDF) of partially developed speckles formed by light with an arbitrary degree of polarization. From the probability density we calculate the detection threshold corresponding to…
Statistical properties of a local fluctuational fluxes measured at the plasma edge are investigated in the work. It's shown that the amplitudes increments of the local fluctuational fluxes decrease by power law. For approximation of…
We introduce a new class of fading channels, built as the superposition of two fluctuating specular components with random phases, plus a clustering of scattered waves: the Multi-cluster Fluctuating Two-Ray (MFTR) fading channel. The MFTR…
Representing the parton distribution functions (PDFs) of the proton and other hadrons through flexible, high-fidelity parametrizations has been a long-standing goal of particle physics phenomenology. This is particularly true since the…
Based on the canonical correlation analysis we derive series representations of the probability density function (PDF) and the cumulative distribution function (CDF) of the information density of arbitrary Gaussian random vectors as well as…
We present NNPDFpol2.0, a new set of collinear helicity parton distribution functions (PDFs) of the proton based on legacy measurements of structure functions in inclusive neutral-current longitudinally polarised deep-inelastic scattering…
This article presents a rigorous analysis for efficient statistically accurate algorithms for solving the Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures.…
The author presents a model for variability of the flux and polarization of blazars in which turbulent plasma flowing at a relativistic speed down a jet crosses a standing conical shock. The shock compresses the plasma and accelerates…
We study the statistics of fluid (gas) density and concentration of passive tracer particles (dust) in compressible turbulence. We raise the question of whether the fluid density which is an active field that reacts back on the transporting…
A theoretical formula for the probability density function (PDF) of velocity derivatives in a fully developed turbulent flow is derived with the multifractal aspect based on the generalized measures of entropy, i.e., the extensive Renyi…