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Related papers: On Estimation of Hurst Scaling Exponent through Di…

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Recently, Portelli et al (2003) have semi-numerically obtained a functional form of the probability distribution of fluctuations in the total energy flow in a model for fluid turbulence. This follows earlier work suggesting that…

Statistical Mechanics · Physics 2007-05-23 S. C. Chapman , G. Rowlands , N. W. Watkins

We investigate the performance of spherical wavelets in discriminating between standard inflationary models (Gaussian) and non-Gaussian models. For the later we consider small perturbations of the Gaussian model in which an artificially…

Astrophysics · Physics 2009-11-07 E. Martinez-Gonzalez , J. E. Gallegos , F. Argueso , L. Cayon , J. L. Sanz

We study statistical inference for small-noise-perturbed multiscale dynamical systems where the slow motion is driven by fractional Brownian motion. We develop statistical estimators for both the Hurst index as well as a vector of unknown…

Statistics Theory · Mathematics 2021-03-26 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

We study stationary fluctuations of conserved slow modes in a two-lane model of hardcore particles which are expected to show universal behaviour. Specifically, we focus on the properties of fluctuations at a special umbilic point where the…

Statistical Mechanics · Physics 2025-09-08 Johannes Schmidt , Žiga Krajnik , Vladislav Popkov

We study the evolution of cosmological perturbations in a non-singular bouncing cosmology with a bounce phase which has superimposed oscillations of the scale factor. We identify length scales for which the final spectrum of fluctuations…

High Energy Physics - Theory · Physics 2018-02-14 Robert Brandenberger , Qiuyue Liang , Rudnei O. Ramos , Siyi Zhou

Imposing some flexible sampling scheme we provide some discretization of continuous time discrete scale invariant (DSI) processes which is a subsidiary discrete time DSI process. Then by introducing some simple random measure we provide a…

Methodology · Statistics 2016-06-22 S. Rezakhah , Y. Maleki

In this paper we have analyzed scaling properties and cyclical behavior of the three types of stock market indexes (SMI) time series: data belonging to stock markets of developed economies, emerging economies, and of the underdeveloped or…

Statistical Finance · Quantitative Finance 2017-06-13 Djordje Stratimirovic , Darko Sarvan , Vladimir Miljkovic , Suzana Blesic

This article explores the required amount of time series points from a high-speed computer network to accurately estimate the Hurst exponent. The methodology consists in designing an experiment using estimators that are applied to time…

Signal Processing · Electrical Eng. & Systems 2024-10-28 Ginno Millán , Román Osorio-Comparán , Gastón Lefranc

Direct measurements of the velocity in turbulent convection of $SF_6$ near its gas-liquid critical point by light scattering on the critical density fluctuations were conducted. The temperature, velocity and cross frequency power spectra in…

chao-dyn · Physics 2009-10-31 Shay Ashkenazi , Victor Steinberg

A new velocity scale is derived that yields a Reynolds number independent profile for the streamwise turbulent fluctuations in the near-wall region of wall bounded flows for $y^+<25$. The scaling demonstrates the important role played by…

Fluid Dynamics · Physics 2024-02-06 Marcus Hultmark , Alexander J. Smits

We discuss the concept of discrete scale invariance and how it leads to complex critical exponents (or dimensions), i.e. to the log-periodic corrections to scaling. After their initial suggestion as formal solutions of renormalization group…

Statistical Mechanics · Physics 2015-06-25 Didier Sornette

We consider the velocity fluctuations of a system of particles described by the Inelastic Maxwell Model. The present work extends the methods, previously employed to obtain the one-particle velocity distribution function, to the study of…

Statistical Mechanics · Physics 2009-11-13 G. Costantini , U. Marini Bettolo Marconi , A. Puglisi

Within the limits of the large-N_c approximation (with N_c the number of colors), we establish the high-energy behaviour of the diffractive and inclusive cross-sections for deep inelastic scattering at fixed impact parameter. We demonstrate…

High Energy Physics - Phenomenology · Physics 2008-11-26 Y. Hatta , E. Iancu , C. Marquet , G. Soyez , D. N. Triantafyllopoulos

This article consists of a brief discussion of the energy density over time or frequency that is obtained with the wavelet transform. Also an efficient algorithm is suggested to calculate the continuous transform with the Morlet wavelet.…

Data Analysis, Statistics and Probability · Physics 2011-11-10 Richard Buessow

We study compressible MHD turbulence, which holds key to many astrophysical processes, including star formation and cosmic ray propagation. To account for the variations of the magnetic field in the strongly turbulent fluid we use wavelet…

Astrophysics of Galaxies · Physics 2015-05-18 Grzegorz Kowal , Alex Lazarian

The first experimental campaigns of Wendelstein 7-X (W7-X) have shown that turbulence plays a decisive role in the performance of neoclassically optimized stellarators. This stresses the importance of understanding microturbulence from the…

We study local power fluctuations in numerical simulations of stationary, homogeneous, isotropic turbulence in two and three dimensions with Gaussian forcing. Due to the near-Gaussianity of the one-point velocity distribution, the…

Statistical Mechanics · Physics 2009-11-13 M. M. Bandi , Sergei G. Chumakov , Colm Connaughton

We apply a simple method to provide explicit expressions for different scaling exponents in intermittent fully developed turbulence, that before were only given through a Legendre transform. This includes predictability exponents for…

Fluid Dynamics · Physics 2009-11-11 Francois G Schmitt

We propose a wavelet-based approach to construct consistent estimators of the pointwise H\"older exponent of a multifractional Brownian motion, in the case where this underlying process is not directly observed. The relative merits of our…

Probability · Mathematics 2016-07-19 Sixian Jin , Qidi Peng , Henry Schellhorn

The recent high-energy QCD equations including the effects of fluctuations are solved numerically. We discuss their asymptotic properties and compare them with the corresponding behaviour without fluctuations as well as with the…

High Energy Physics - Phenomenology · Physics 2007-05-23 G. Soyez
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