Showing 1 - 10 of 323
The intermittency of a point process is the extent to which the number of events in a time window has pronounced … departures from typical values. Combining point process and multifractal formalisms indicates that the correlation codimension … can be used to quantify intermittency. The correlation codimension is easily estimated and is simply related to other …
Persistent link: https://www.econbiz.de/10010664935
In fully developed turbulence, intermittency is classically characterized by ζE(q), the Eulerian scaling exponent of … intermittency of the velocity of a particle advected by a turbulent intermittent field. An interesting question is then to know how …
Persistent link: https://www.econbiz.de/10011062635
the generalized measures, are determined self-consistently with the help of the observed value μ of the intermittency …
Persistent link: https://www.econbiz.de/10011063387
We study the temporal variability of human brain activity in timeseries of functional magnetic resonance imaging (fMRI) data. We find that these timeseries show scaling behavior which is quantified by computing various scaling exponents. We demonstrate that mentally active zones are one-to-one...
Persistent link: https://www.econbiz.de/10010872114
After a brief introduction we review the nonperturbative weak noise approach to the Kardar–Parisi–Zhang (KPZ) equation in one dimension. We argue that the strong coupling aspects of the KPZ equation are related to the existence of localized propagating domain walls or solitons representing...
Persistent link: https://www.econbiz.de/10010872130
The scaling properties encompass in a simple analysis many of the volatility characteristics of financial markets. That is why we use them to probe the different degree of markets development. We empirically study the scaling properties of daily Foreign Exchange rates, Stock Market indices and...
Persistent link: https://www.econbiz.de/10005134766
Herein it is shown that in order to study the statistical properties of DNA sequences in bacterial chromosomes it suffices to consider only one half of the chromosome because they are similar to its corresponding complementary sequence in the other half. This is due to the inverse bilateral...
Persistent link: https://www.econbiz.de/10010590683
Three distinct methods, namely, the spectral density, the multifractal random walk approach, and the multifractal … exhibit multifractal characteristics, and the estimated Hurst exponents by the three methods are close to each other. Using … multifractal detrended fluctuation analysis and the shuffled and surrogated data, we find that the source of multifractality is due …
Persistent link: https://www.econbiz.de/10010590692
The scaling properties encompass in a simple analysis many of the volatility characteristics of financial markets. That is why we use them to probe the different degree of markets development. We empirically study the scaling properties of daily Foreign Exchange rates, Stock Market indices and...
Persistent link: https://www.econbiz.de/10005119145
intervals each to asymptotically model the strange attractor. The multifractal formalism shows that the change in persistence … implies a corresponding change in the multifractal spectrum, and an enlargement of the invariant equilibrium set, making a …
Persistent link: https://www.econbiz.de/10011258460