Synthesis of scaling exponents: a fractional Levy model

Details Synthesis of scaling exponents: a fractional Levy model Synthesis of scaling exponents: a fractional Levy model

2005-09-07

arxiv.org/abs/physics/0509058v3

Space Science Reviews, 121, 271-284 (2005)

Physics

Space Physics

Please note that our identifications of FBM and "FLM" with fractional time derivatives, made just before equation 2), were in

Scientific paper

10.1007/s11214-006-4578-2

Mandelbrot introduced the concept of fractals to describe the non-Euclidean shape of many aspects of the natural world. In the time series context he proposed the use of fractional Brownian motion (fBm) to model non-negligible temporal persistence, the "Joseph Effect"; and Levy flights to quantify large discontinuities, the "Noah Effect". In space physics, both effects are manifested in the intermittency and long-range correlation which are by now well-established features of geomagnetic indices and their solar wind drivers. In order to capture and quantify the Noah and Joseph effects in one compact model we propose the application of the "bridging" fractional Levy motion (fLm) to space physics. We perform an initial evaluation of some previous scaling results in this paradigm, and show how fLm can model the previously observed exponents. We suggest some new directions for the future.

Affiliated with

Also associated with

No associations

Rating

Synthesis of scaling exponents: a fractional Levy model does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Synthesis of scaling exponents: a fractional Levy model, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Synthesis of scaling exponents: a fractional Levy model will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-216105