相关论文: Intermittency in a single event
The statistics of signal increments are commonly used in order to test for possible intermittent properties in experimental or synthetic data. However, for signals with steep power spectra [i.e., $E(\omega) \sim \omega^{-n}$ with $n \geq…
Lagrangian properties obtained from a Particle Tracking Velocimetry experiment in a turbulent flow at intermediate Reynolds number are presented. Accurate sampling of particle trajectories is essential in order to obtain the Lagrangian…
Turbulent flows in three dimensions are characterized by the transport of energy from large to small scales through the energy cascade. Since the small scales are the result of the nonlinear dynamics across the scales, they are often…
Threshold cascade models have been used to describe spread of behavior in social networks and cascades of default in financial networks. In some cases, these networks may have multiple kinds of interactions, such as distinct types of social…
Physical models of intermittency in fully developed turbulence employ many phenomenological concepts such as active volume, region, eddy, energy accumulation set, etc, used to describe non-uniformity of the energy cascade. In this paper we…
Periodically forced turbulence is used as a test case to evaluate the predictions of two-equation and multiple-scale turbulence models in unsteady flows. The limitations of the two-equation model are shown to originate in the basic…
Models of intermittent behaviour are usually formulated using a set of multiplicative random weights on a Cayley tree. However, intermittency in particle multiproduction from QCD jets is related to fragmentation of an additive quantum…
Temporal point processes are the dominant paradigm for modeling sequences of events happening at irregular intervals. The standard way of learning in such models is by estimating the conditional intensity function. However, parameterizing…
We present a new framework for modeling the statistical behavior of both fully developed turbulence and short-term dynamics of financial markets based on the nonextensive thermostatistics proposed by Tsallis. We also show that intermittency…
We develop a general method for calculating statistical properties of the speckle pattern of coherent waves propagating in disordered media. In some aspects this method is similar to the Boltzmann-Langevin approach for the calculation of…
We study the behavior of simple models for financial markets with widely spread frequency either in the trading activity of agents or in the occurrence of basic events. The generic picture of a phase transition between information efficient…
This article analyzes the problem of estimating the time until an event occurs, also known as survival modeling. We observe through substantial experiments on large real-world datasets and use-cases that populations are largely…
Diffusion is a fundamental phenomenon that occurs ubiquitously in nature and remains the subject of continuous research interest. Understanding diffusion is a key to understanding leaving systems. In this Chapter, I discuss diffusion of…
We study rare events in networks with both internal and external noise, and develop a general formalism for analyzing rare events that combines pair-quenched techniques and large-deviation theory. The probability distribution, shape, and…
How information spreads through a social network? Can we assume, that the information is spread only through a given social network graph? What is the correct way to compare the models of information flow? These are the basic questions we…
The present paper provides an overview of results obtained in four recent papers by the authors. These papers address the problem of intermittency for the Parabolic Anderson Model in a \emph{time-dependent random medium}, describing the…
Traditionally the effects of MHD instabilities and micro-instabilities on plasma confinement are investigated separately. However, these two instabilities often occur simultaneously, with the overlap of the dynamics on a broad range of…
This dissertation discusses the intermitency phenomenon in three models of turbulence, employing analytical and numerical techniques in the analysis of stochastic processes and the probability distributions which they induce. The initial…
Small-scale intermittency is studied as the deviation of the probability distributions of pseudodissipation, dissipation and enstrophy in turbulence from those of a Gaussian random velocity field. This deviation is quantified using…
This paper presents a general framework for modeling dependence in multivariate time series. Its fundamental approach relies on decomposing each signal in a system into various frequency components and then studying the dependence…