October 16, 2021

Pouya Manshour

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Faculty: Faculty of Nano and Biotechnology

Research

Title Records in fractal stochastic processes
Type Article
Keywords
Journal CHAOS
DOI 10.1063/1.4979348
Researchers Pouya Manshour (Second researcher) ,

Abstract

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.