相关论文: Modeling long-range cross-correlations in two-comp…
We introduce a new product representation for general random binary fractal apertures defined by removing voids from Euclidean space, and use it to derive a simple closed-form expression for ensemble-averaged correlations. Power-law scaling…
We discuss a general and efficient approach for "bootstrapping" short-time correlation data in chaotic or complex quantum systems to obtain information about long-time dynamics and stationary properties, such as the local density of states.…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
We study the properties of time sequences extracted from a self-organized critical system, within the framework of the mathematical multifractal analysis. To this end, we propose a fixed-mass algorithm, well suited to deal with highly…
Cross-spectral analysis is a mathematical tool for extracting the power spectral density of a correlated signal from two time series in the presence of uncorrelated interfering signals. We demonstrate and explain a set of conditions where…
The crucial aspect of this demonstration is the discovery of renewal events, hidden in the computed dynamics of a multifractal metronome, which enables the replacement of the phenomenon of strong anticipation with a time delayed…
Dynamical systems in nature such as fluid flows, heart beat patterns, rainfall variability, stock market price fluctuations, etc. exhibit selfsimilar fractal fluctuations on all scales in space and time. Power spectral analyses of fractal…
Detrended fluctuation analysis (DFA), suitable for the analysis of nonstationary time series, has confirmed the existence of persistent long-range correlations in healthy heart rate variability data. In this paper, we present the…
This paper considers an affine frequency division multiplexing (AFDM)-based integrated sensing and communications (ISAC) system, where the AFDM waveform is used to simultaneously carry communications information and sense targets. To…
In this paper, multiple metrics are presented in order to jointly evaluate the performance of the radar and communication functions in scenarios involving Dual Function Radar Communication (DFRC) systems using stochastic geometry. These…
There are three equivalent ways of representing two jointly observed real-valued signals: as a bivariate vector signal, as a single complex-valued signal, or as two analytic signals known as the rotary components. Each representation has…
The fluctuations and correlations of matrix elements of cross sections are investigated in open systems that are chaotic in the classical limit. The form of the correlation functions is discussed within a statistical analysis and tested in…
A new approach to describing correlation properties of complex dynamic systems with long-range memory based on a concept of additive Markov chains (Phys. Rev. E 68, 061107 (2003)) is developed. An equation connecting a memory function of…
We examine the performance of six estimators of the power-law cross-correlations -- the detrended cross-correlation analysis, the detrending moving-average cross-correlation analysis, the height cross-correlation analysis, the averaged…
We introduce a stochastic model to explain a double power-law distribution which exhibits two different Paretian behaviors in the upper and the lower tail and widely exists in social and economic systems. The model incorporates fitness…
The multifractal analysis of disorder induced localization-delocalization transitions is reviewed. Scaling properties of this transition are generic for multi parameter coherent systems which show broadly distributed observables at…
Many phenomena are described by bivariate signals or bidimensional vectors in applications ranging from radar to EEG, optics and oceanography. The time-frequency analysis of bivariate signals is usually carried out by analyzing two separate…
We develop a framework to track the structure of temporal networks with a signal processing approach. The method is based on the duality between networks and signals using a multidimensional scaling technique. This enables a study of the…
We present a numerical study of dynamical correlations (structure factors) of the long-range generalization of the Fermi-Pasta-Ulam oscillator chain, where the strength of the interaction between two lattice sites decays as a power $\alpha$…
We extend our previous model, avalanche-burst invasion percolation (AIP) by introducing long-range correlations between sites described by fractional Brownian statistics. In our previous models with independent, random site strengths, we…