Showing 1 - 10 of 822
-developed turbulence is derived, non-perturbatively, by assuming that its underlying statistics is the one based on the generalized … 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
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
percentage of saturation and pH data show remarkably nice scaling ranges, indicating an important coupling with turbulence, but … reveal the possible influence of environmental factors such as tides and turbulence. Turbidity variability is highly complex … and does not appear to be directly coupled to turbulence, since no clear range is visible. On the other hand, oxygen …
Persistent link: https://www.econbiz.de/10010873901
experimental situation gives a new route to obtain the scaling exponents of velocity structure function, including intermittency …
Persistent link: https://www.econbiz.de/10010589697
Over the last twenty years, many studies have been made of radiative transfer in scaling cloud fields, the vast … this was the development of a formalism for treating single scattering in optically thick but conservative multifractal …” multifractal clouds dominated by low density “Lévy holes”. In part II, we demonstrate how the analytic single scattering results …
Persistent link: https://www.econbiz.de/10011057699
heterogeneous, “Log-Lévy” multifractal clouds. In Part II, theoretical multiple scattering predictions are numerically tested using …
Persistent link: https://www.econbiz.de/10011063608
Benoit Mandelbrot, mathématicien et savant multidisciplinaire, s'intéressa très tôt dans sa carrière à l'étude statistique des données économiques et financières et fut à l'origine de nombreuses idées importantes dans la modélisation statistique des risques financiers, sujet qui le...
Persistent link: https://www.econbiz.de/10009369213
sequence of random variables, i.e a stochastic process. Sharp scaling exponents or unifractal behavior of such processes has … been reported in several works. In this letter we investigate the question of scaling transformation of price processes by … establishing a new connexion between non-linear group theoretical methods and multifractal methods developed in mathematical …
Persistent link: https://www.econbiz.de/10005408269
We introduce the notion of relative volatility/intermittency and demonstrate how relative volatility statistics can be … used to estimate consistently the temporal variation of volatility/intermittency even when the data of interest are … by the assessment of relative energy dissipation in empirical data of turbulence, we apply it also to energy price data …
Persistent link: https://www.econbiz.de/10010851213
behavior of fully developed turbulence. …
Persistent link: https://www.econbiz.de/10011060235