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Using a self-consistent 4D spectral analysis of fully developed Navier–Stokes–Boussinesq turbulence (involving the … dynamical response on small scale isotropic configurations) leads to a manyfold ℘(k) for the second-order scaling exponent …. Plots of both energy and Reynolds stress spectra show approximate normal Kolmogorov K41-scaling. …
Persistent link: https://www.econbiz.de/10011059364
scaling: the vertical extent (Δz) of structures is typically ≈ΔxHz where Δx is the horizontal extent and Hz is a …
Persistent link: https://www.econbiz.de/10011063195
Multi-fractal processes have recently been proposed as a new formalism for modelling the time series of returns in …-switching multi-fractal model in Calvet and Fisher (2001) which allows for estimation of its parameters via maximum likelihood and …
Persistent link: https://www.econbiz.de/10010295106
Multifractal processes have recently been proposed as a new formalism for modelling the time series of returns in …-switching multifractal model in Calvet and Fisher (2001) which allows for estimation of its parameters via maximum likelihood and Bayesian …
Persistent link: https://www.econbiz.de/10010295151
The focuses are on the study of risk management of natural disasters from the perspective of complex systems, using the example of Mexico. It develops the theory of an arrival process taking into account an early warning system and we use it to create appropriate actuarial models. Then, it...
Persistent link: https://www.econbiz.de/10009434542
-stable framework, which is able to mimic multifractal behavior in asset returns, provides tail events which never occurred in the …
Persistent link: https://www.econbiz.de/10012433217
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