Scaling laws for the energy transfer in space plasma turbulence

R Marino, L Sorriso-Valvo - Physics Reports, 2023 - Elsevier
One characteristic trait of space plasmas is the multi-scale dynamics resulting from non-
linear transfers and conversions of various forms of energy. Routinely evidenced in a range …

Multifractal analysis of financial markets: A review

ZQ Jiang, WJ Xie, WX Zhou… - Reports on Progress in …, 2019 - iopscience.iop.org
Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

[图书][B] Fractal geometry: mathematical foundations and applications

K Falconer - 2013 - books.google.com
The seminal text on fractal geometry for students and researchers: extensively revised and
updated with new material, notes and references that reflect recent directions. Interest in …

[PDF][PDF] Wavelet transforms and their applications to turbulence

M Farge - Annual review of fluid mechanics, 1992 - wavelets.ens.fr
Wavelet transforms are recent mathematical techniques, based on group theory and square
integrable representations, which allows one to unfold a signal, or a field, into both space …

Empirical properties of asset returns: stylized facts and statistical issues

R Cont - Quantitative finance, 2001 - iopscience.iop.org
We present a set of stylized empirical facts emerging from the statistical analysis of price
variations in various types of financial markets. We first discuss some general issues …

A new view of nonlinear water waves: the Hilbert spectrum

NE Huang, Z Shen, SR Long - Annual review of fluid mechanics, 1999 - annualreviews.org
▪ Abstract We survey the newly developed Hilbert spectral analysis method and its
applications to Stokes waves, nonlinear wave evolution processes, the spectral form of the …

[PDF][PDF] Chaos and Time-Series Analysis

J Sprott - 2003 - test-sprott.physics.wisc.edu
This text provides an introduction to the exciting new developments in chaos and related
topics in nonlinear dynamics, including the detection and quantification of chaos in …

The large deviation approach to statistical mechanics

H Touchette - Physics Reports, 2009 - Elsevier
The theory of large deviations is concerned with the exponential decay of probabilities of
large fluctuations in random systems. These probabilities are important in many fields of …

Gaussian multiplicative chaos and applications: a review

R Rhodes, V Vargas - 2014 - projecteuclid.org
In this article, we review the theory of Gaussian multiplicative chaos initially introduced by
Kahane's seminal work in 1985. Though this beautiful paper faded from memory until …

[引用][C] Turbulence: the legacy of AN Kolmogorov

U Frisch - 1995 - Cambridge university press