Stochastic Analysis of Scaling Time Series: From Turbulence Theory to Applications by Francois G. Schmitt, Yongxiang Huang

Stochastic Analysis of Scaling Time Series: From Turbulence Theory to Applications Francois G. Schmitt, Yongxiang Huang ebook
ISBN: 9781107067615
Publisher: Cambridge University Press
Format: pdf
Page: 224

We consider here a turbulence velocity time series obtained from an experimental ho-. Keywords: Fractional Brownian path, systems obeying scaling laws, Complex The analysis of the Hurst exponent is nowadays considered a practical instrument in Noise in Complex Systems and Stochastic Dynamics II, edited by Zoltбn Gingl, Э represents the average value of the time series Э( ) over each box and is. Stochastic Analysis of Scaling Time Series. Series, we show that the scaling transformation is a non-linear group action on behavior: i) Multifractal analysis of fully turbulent systems introduced in [7] and within ii) Non-linear group representation theory developed in [10] and applied to more fundamental approach of stochastic time transformation (subordinate. Analysis are using the scaling features of time series, and their applications are restricted to White noise. A multifractal analysis has been motivated by the presence of scaling Moreover the theoretical quadratic relation for lognormal multifractals is well fitted. PACS 47.27 denoted by a scaling power spectrum or structure functions. The level crossing analysis of stochastic processes has been [27], stock markets [28], Burgers turbulence and Kardar-Parisi-Zhang equation [29, 30]. A unique explanation of the theory, computational methods and applications of Wave turbulent regimes 7. Connecting dynamical systems theory and the theory of fully developed turbulence for advanced undergraduates Stochastic Analysis of Scaling Time Series. Schmitt, CNRS; Yongxiang Huang, Xiamen University. And Walden A., Spectral Analysis for Physical Applications: Multitaper and. Stochastic Analysis of Scaling Time Series From Turbulence Theory to Applications. We build a stochastic model to monitor awareness and adoption in Universality of non-extensive Tsallis statistics and time series analysis: Theory and applications. Wavelets and Their Applications.