a scaling Gaussian Markov process with H≠1/2 over a finite time interval. We conclude that both Hurst exponents and one …

correlations like those found in fractional Brownian motion. We construct a large set of scaling solutions of Fokker-Planck partial …. For the scaling solutions, we show how to reduce the calculation of the probability density to a single integration once … usual simple argument that H≠1/2 implies correlations fails for Markov processes with scaling solutions. Finally, we discuss …

scaling regions, we find that sliding interval methods can generate fat-tailed distributions as an artifact, and that the type … of scaling reported in many previous studies does not exist. …

, resulting in a distribution that is non-Gaussian. This result has important implications regarding the scaling behavior of …

attributed to lunisolar tidal effects. This cycle was then extrapolated to the timing of major earthquakes in various countries …

This paper explores cyclic commonalities evident in the timing of four phenomena – financial panics, earthquakes …