36 resultados para Hurst Exponent


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Fractal with microscopic anisotropy shows a unique type of macroscopic isotropy restoration phenomenon that is absent in Euclidean space [M. T. Barlow et al., Phys. Rev. Lett. 75, 3042]. In this paper the isotropy restoration feature is considered for a family of two-dimensional Sierpinski gasket type fractal resistor networks. A parameter xi is introduced to describe this phenomenon. Our numerical results show that xi satisfies the scaling law xi similar to l(-alpha), where l is the system size and alpha is an exponent independent of the degree of microscopic anisotropy, characterizing the isotropy restoration feature of the fractal systems. By changing the underlying fractal structure towards the Euclidean triangular lattice through increasing the side length b of the gasket generators, the fractal-to-Euclidean crossover behavior of the isotropy restoration feature is discussed.

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The aerosol direct radiative effect (DRE) of African smoke was analyzed in cloud scenes over the southeast Atlantic Ocean, using Scanning Imaging Absorption Spectrometer for Atmospheric Chartography (SCIAMACHY) satellite observations and Hadley Centre Global Environmental Model version 2 (HadGEM2) climate model simulations. The observed mean DRE was about 30–35 W m−2 in August and September 2006–2009. In some years, short episodes of high-aerosol DRE can be observed, due to high-aerosol loadings, while in other years the loadings are lower but more prolonged. Climate models that use evenly distributed monthly averaged emission fields will not reproduce these high-aerosol loadings. Furthermore, the simulated monthly mean aerosol DRE in HadGEM2 is only about 6 W m−2 in August. The difference with SCIAMACHY mean observations can be partly explained by an underestimation of the aerosol absorption Ångström exponent in the ultraviolet. However, the subsequent increase of aerosol DRE simulation by about 20% is not enough to explain the observed discrepancy between simulations and observations.

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In this paper an equation is derived for the mean backscatter cross section of an ensemble of snowflakes at centimeter and millimeter wavelengths. It uses the Rayleigh–Gans approximation, which has previously been found to be applicable at these wavelengths due to the low density of snow aggregates. Although the internal structure of an individual snowflake is random and unpredictable, the authors find from simulations of the aggregation process that their structure is “self-similar” and can be described by a power law. This enables an analytic expression to be derived for the backscatter cross section of an ensemble of particles as a function of their maximum dimension in the direction of propagation of the radiation, the volume of ice they contain, a variable describing their mean shape, and two variables describing the shape of the power spectrum. The exponent of the power law is found to be −. In the case of 1-cm snowflakes observed by a 3.2-mm-wavelength radar, the backscatter is 40–100 times larger than that of a homogeneous ice–air spheroid with the same mass, size, and aspect ratio.

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A discrete-time random process is described, which can generate bursty sequences of events. A Bernoulli process, where the probability of an event occurring at time t is given by a fixed probability x, is modified to include a memory effect where the event probability is increased proportionally to the number of events that occurred within a given amount of time preceding t. For small values of x the interevent time distribution follows a power law with exponent −2−x. We consider a dynamic network where each node forms, and breaks connections according to this process. The value of x for each node depends on the fitness distribution, \rho(x), from which it is drawn; we find exact solutions for the expectation of the degree distribution for a variety of possible fitness distributions, and for both cases where the memory effect either is, or is not present. This work can potentially lead to methods to uncover hidden fitness distributions from fast changing, temporal network data, such as online social communications and fMRI scans.

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We establish a general framework for a class of multidimensional stochastic processes over [0,1] under which with probability one, the signature (the collection of iterated path integrals in the sense of rough paths) is well-defined and determines the sample paths of the process up to reparametrization. In particular, by using the Malliavin calculus we show that our method applies to a class of Gaussian processes including fractional Brownian motion with Hurst parameter H>1/4, the Ornstein–Uhlenbeck process and the Brownian bridge.

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We prove that ∑k,ℓ=1N(nk,nℓ)2α(nknℓ)α≪N2−2α(logN)b(α) holds for arbitrary integers 1≤n1<⋯exponent b(α)b(α). This estimate complements recent results for 1/2≤α≤11/2≤α≤1 and shows that there is no “trace” of the functional equation for the Riemann zeta function in estimates for such GCD sums when 0<α<1/20<α<1/2.