Related papers: Spectral fluctuation characterization of random ma…
We study the nature of fluctuations in variety of price indices involving companies listed on the New York Stock Exchange. The fluctuations at multiple scales are extracted through the use of wavelets belonging to Daubechies basis. The fact…
We study the scaling behavior of the fluctuations, as extracted through wavelet coefficients based on discrete wavelets. The analysis is carried out on a variety of physical data sets, as well as Gaussian white noise and binomial…
Wavelets provide the flexibility to analyse stochastic processes at different scales. Here, we apply them to multivariate point processes as a means of detecting and analysing unknown non-stationarity, both within and across data streams.…
Random matrix theory (RMT) provides a framework to study the spectral fluctuations in physical systems. RMT is capable of making predictions for the fluctuations only after the removal of the secular properties of the spectrum. Spectral…
Some techniques for the study of intermittency by means of wavelet transforms, are presented on an example of synthetic turbulent signal. Several features of the turbulent field, that cannot be probed looking at standard structure function…
We illustrate the efficacy of a discrete wavelet based approach to characterize fluctuations in non-stationary time series. The present approach complements the multi-fractal detrended fluctuation analysis (MF-DFA) method and is quite…
The fluctuations in the elastic light scattering spectra of normal and dysplastic human cervical tissues analyzed through wavelet transform based techniques reveal clear signatures of self-similar behavior in the spectral fluctuations.…
This is a review of the properties of spectral fluctations in disordered metals, their relation with Random Matrix Theory and semiclassical picture. We also review the physics of persistent currents in mesoscopic isolated rings, the…
We describe a new method that is both physically explicable and quantitatively accurate in describing the multifractal characteristics of intermittent events based on groupings of rank-ordered fluctuations. The generic nature of such…
The spectral properties of interacting strongly chaotic systems are investigated for growing interaction strength. A very sensitive transition from Poisson statistics to that of random matrix theory is found. We introduce a new random…
We develop a self-consistent theory of temporal fluctuations of a speckle pattern resulting from the multiple scattering of a coherent wave in a weakly nonlinear disordered medium. The speckle pattern is shown to become unstable if the…
Spectra of ordered eigenvalues of finite Random Matrices are interpreted as a time series. Dataadaptive techniques from signal analysis are applied to decompose the spectrum in clearly differentiated trend and fluctuation modes, avoiding…
We compare the statistical fluctuation properties of the baryon and meson experimental mass spectra with those obtained from theoretical models (quark models and lattice QCD). We find that for the experimental spectra the statistical…
The Floquet spectra of a class of driven SU(2) systems have been shown to display butterfly patterns with multifractal properties. The implication of such critical spectral behavior for the Floquet eigenstate statistics is studied in this…
We investigate spectral fluctuations in multilayer networks within the random matrix theory (RMT) framework to characterize universal and non-universal features. The adjacency matrix of a multilayer network exhibits a block structure, with…
We consider the multiple scattering of a scalar wave in a disordered medium with a weak nonlinearity of Kerr type. The perturbation theory, developed to calculate the temporal autocorrelation function of scattered wave, fails at short…
The robustness of two widespread multifractal analysis methods, one based on detrended fluctuation analysis and one on wavelet leaders, is discussed in the context of time-series containing non-uniform structures with only isolated…
We study the global and local regularity properties of random wavelet series whose coefficients exhibit correlations given by a tree-indexed Markov chain. We determine the law of the spectrum of singularities of these series, thereby…
We discuss and briefly overview recent progress with studying fluctuations in scattering on a resonance state coupled to the background of many chaotic states. Such a problem arises naturally, e.g., when dealing with wave propagation in the…
We propose a wavelet based method for the characterization of the scaling behavior of non-stationary time series. It makes use of the built-in ability of the wavelets for capturing the trends in a data set, in variable window sizes.…