相关论文: Modeling long-range cross-correlations in two-comp…
Time series datasets often contain heterogeneous signals, composed of both continuously changing quantities and discretely occurring events. The coupling between these measurements may provide insights into key underlying mechanisms of the…
This work is motivated by the relaxation data for materials which exhibit a change of the relationship between the fractional power-law exponents when different relaxation peaks in their dielectric susceptibility are observed. Within the…
Multiplicative processes and multifractals have earned increased popularity in applications ranging from hydrodynamic turbulence to computer network traffic, from image processing to economics. We analyse the multifractality of the recently…
We investigate the dynamics of subsystem particle number fluctuations in a long-range system with power-law decaying hopping strength characterized by exponent $\mu$ and subjected to a local dephasing at every site. We introduce an…
A fractal is in essence a hierarchy with cascade structure, which can be described with a set of exponential functions. From these exponential functions, a set of power laws indicative of scaling can be derived. Hierarchy structure and…
We review recent studies for superconductivity using diagrammatic extensions of dynamical mean field theory. These approaches take into account simultaneously both, the local correlation effect and spatial long-range fluctuations, which are…
We perform an analytical analysis of the long-range degree correlation of the giant component in an uncorrelated random network by employing generating functions. By introducing a characteristic length, we find that a pair of nodes in the…
In the face of the upcoming 30th anniversary of econophysics, we review our contributions and other related works on the modeling of the long-range memory phenomenon in physical, economic, and other social complex systems. Our group has…
We present a semi-analytic approach to forward-backward multiplicity correlations in ultra-relativistic nuclear collisions, based on particle emission from strings with fluctuating end-points. We show that with the constraints from rapidity…
Strong mixing property holds for a broad class of linear and nonlinear time series models such as ARMA and GARCH models. In this article we study correlation structure of strong mixing sequences, and some asymptotic properties are…
In extracting time series data from various sources, it is inevitable to compile variables measured at varying frequencies as this is often dependent on the source. Modeling from these data can be facilitated by aggregating high frequency…
Long-ranged, or power-law, behavior of correlation functions in both space and time is discussed for classical systems and for quantum systems at finite temperature, and is compared with the corresponding behavior in quantum systems at zero…
Correlation analysis is convenient and frequently used tool for investigation of time series from complex systems. Recently new methods such as the multifractal detrended fluctuation analysis (MFDFA) and the wavelet transform modulus…
We investigate correlations between the long wavelength fluctuations and the small scale power in the Lyman alpha forest. We show that such correlations can be used to discriminate between fluctuations induced by large scale structure and…
We consider one-dimensional chain of coupled linear and nonlinear oscillators with long-range power-wise interaction. The corresponding term in dynamical equations is proportional to $1/|n-m|^{\alpha+1}$. It is shown that the equation of…
A wide variety of complex systems exhibit large fluctuations both in space and time that often can be attributed to the presence of some kind of critical phenomena. Under such critical scenario it is well known that the properties of the…
When spatial correlations are short-range, the physics of strongly correlated systems is controlled by local quantum fluctuations. In those regimes, Dynamical Mean-Field Theory can be viewed as a `compass' which provides guidance on the…
We investigate the effect of short-range correlations on the dynamical phase diagram of quantum many-body systems with long-range interactions. Focusing on Ising spin chains with power-law decaying interactions and accounting for…
Long-range hoppings in quantum disordered systems are known to yield quantum multifractality, whose features can go beyond the characteristic properties associated with an Anderson transition. Indeed, critical dynamics of long-range quantum…
Spatial, amplitude and phase variations in spatial functional data are confounded. Conclusions from the popular functional trace variogram, which quantifies spatial variation, can be misleading when analysing misaligned functional data with…