16 آذر 1400

پویا منشور

مرتبه علمی:
نشانی: دانشکده علوم و فناوری نانو و زیستی - گروه فیزیک
تحصیلات: فیزیک
تلفن:
دانشکده: دانشکده علوم و فناوری نانو و زیستی

مشخصات پژوهش

عنوان Records in fractal stochastic processes
نوع پژوهش مقالات در نشریات
کلیدواژه‌ها
ثبت نشده‌است!
مجله CHAOS
شناسه DOI 10.1063/1.4979348
پژوهشگران امیر علی اکبری (نفر اول) ، پویا منشور (نفر دوم) ، محمد جواد صالحی (نفر سوم)

چکیده

The record statistics in stationary and non-stationary fractal time series is studied extensively. By calculating various concepts in record dynamics, we find some interesting results. In stationary fractional Gaussian noises, we observe a universal behavior for the whole range of Hurst exponents. However, for non-stationary fractional Brownian motions, the record dynamics is crucially dependent on the memory, which plays the role of a non-stationarity index, here. Indeed, the deviation from the results of the stationary case increases by increasing the Hurst exponent in fractional Brownian motions. We demonstrate that the memory governs the dynamics of the records as long as it causes non-stationarity in fractal stochastic processes; otherwise, it has no impact on the record statistics.