Related papers: On Estimation of Hurst Scaling Exponent through Di…
Numerical simulations of turbulent flows at realistic Reynolds numbers generally rely on filtering out small scales from the Navier Stokes equations and modeling their impact through the Reynolds stress tensor ${\tau}_{ij}$. Traditional…
It is proposed a class of statistical estimators $\hat H =(\hat H_1, \ldots, \hat H_d)$ for the Hurst parameters $H=(H_1, \ldots, H_d)$ of fractional Brownian field via multi-dimensional wavelet analysis and least squares, which are…
The paper deals with fractal characteristics (Hurst exponent) and wavelet-scaleograms of the information distribution model, suggested by the authors. The authors have studied the effect of Hurst exponent change depending upon the model…
We investigate the global fluctuations of solutions to elliptic equations with random coefficients in the discrete setting. In dimension $d\geq 3$ and for i.i.d.\ coefficients, we show that after a suitable scaling, these fluctuations…
A nonlinear two dimensional fluid model of whistler turbulence is developed that nonlinearly couples wave magnetic field with electron density perturbations. This coupling leads essentially to finite compressibility effects in whistler…
To improve diagnostic accuracy of breast cancer detection, several researchers have used the wavelet-based tools, which provide additional insight and information for aiding diagnostic decisions. The accuracy of such diagnoses, however, can…
Inspired by the key principle behind the EM algorithm, we propose a general methodology for conducting wavelet estimation with irregularly-spaced data by viewing the data as the observed portion of an augmented regularly-spaced data set. We…
The way the increment statistics of turbulent velocity fluctuations scale with the increment size is a centerpiece of turbulence theories. We report data on decaying turbulence in the Max Planck Variable Density Turbulence Tunnel (VDTT),…
The detrended cross-correlation coefficient $\rho_{\rm DCCA}$ has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, non-stationary time series. It is based on the detrended…
We investigate the statistical evidence for the use of `rough' fractional processes with Hurst exponent $H< 0.5$ for the modeling of volatility of financial assets, using a model-free approach. We introduce a non-parametric method for…
We apply a recently developed wavelet based approach to characterize the correlation and scaling properties of non-stationary financial time series. This approach is local in nature and it makes use of wavelets from the Daubechies family…
Inhomogeneities in deposition may lead to formation of rough surfaces, whose height fluctuations can be probed directly by scanning microscopy, or indirectly by scattering. Analytical or numerical treatments of simple growth models suggest…
Operator fractional Brownian motion (OFBM) is the natural vector-valued extension of the univariate fractional Brownian motion. Instead of a scalar parameter, the law of an OFBM scales according to a Hurst matrix that affects every…
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.…
We introduce the wavelet scattering spectra which provide non-Gaussian models of time-series having stationary increments. A complex wavelet transform computes signal variations at each scale. Dependencies across scales are captured by the…
We consider the asymptotic behavior of the fluctuations for the empirical measures of interacting particle systems with singular kernels. We prove that the sequence of fluctuation processes converges in distribution to a generalized…
The anomalous scaling phenomena of three-dimensional passive scalar turbulence are studied using high resolution direct numerical simulation. The inertial range scaling exponents of the passive scalar increment and the scalar dissipation…
In this paper high resolution wave probe records are examined using wavelet techniques with a view to determining the sources and relative contributions of capillary wave energy along representative wind wave forms. Wavelets enable…
The Delta-variance analysis, has proven to be an efficient and accurate method of characterising the power spectrum of interstellar turbulence. The implementation presently in use, however, has several shortcomings. We propose and test an…
Coherence between the velocity fluctuations measured at two points is investigated in a turbulent jet flow. Coherence is calculated in different regions of the flow by changing the separation between the points, the distance between the…