Physics – Condensed Matter – Statistical Mechanics
Scientific paper
2002-05-24
Physics
Condensed Matter
Statistical Mechanics
24 pages, 9 figures
Scientific paper
10.1103/PhysRevE.66.031906
We address the problem of the statistical analysis of a time series generated by complex dynamics with a new method: the Diffusion Entropy Analysis (DEA) (Fractals, {\bf 9}, 193 (2001)). This method is based on the evaluation of the Shannon entropy of the diffusion process generated by the time series imagined as a physical source of fluctuations, rather than on the measurement of the variance of this diffusion process, as done with the traditional methods. We compare the DEA to the traditional methods of scaling detection and we prove that the DEA is the only method that always yields the correct scaling value, if the scaling condition applies. Furthermore, DEA detects the real scaling of a time series without requiring any form of de-trending. We show that the joint use of DEA and variance method allows to assess whether a time series is characterized by L\'{e}vy or Gauss statistics. We apply the DEA to the study of DNA sequences, and we prove that their large-time scales are characterized by L\'{e}vy statistics, regardless of whether they are coding or non-coding sequences. We show that the DEA is a reliable technique and, at the same time, we use it to confirm the validity of the dynamic approach to the DNA sequences, proposed in earlier work.
Grigolini Paolo
Latora Vito
Scafetta Nicola
No associations
LandOfFree
Lévy scaling: the Diffusion Entropy Analysis applied to DNA sequences 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 Lévy scaling: the Diffusion Entropy Analysis applied to DNA sequences, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Lévy scaling: the Diffusion Entropy Analysis applied to DNA sequences will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-361236