10 فروردین 1403
پويا منشور

پویا منشور

مرتبه علمی: استادیار
نشانی: دانشکده علوم و فناوری نانو و زیستی - گروه فیزیک
تحصیلات: دکترای تخصصی / فیزیک
تلفن: -
دانشکده: دانشکده علوم و فناوری نانو و زیستی

مشخصات پژوهش

عنوان
اثرات هم بستگی در آمار رخداد رکوردها
نوع پژوهش مقالات در همایش ها
کلیدواژه‌ها
records, correlated stochastic processes, Hurst exponent
پژوهشگران پویا منشور (نفر اول) ، محمد جواد صالحی (نفر دوم)

چکیده

In this article, by using the record concept in stochastic processes, we investigate the record statistics in mono-fractal time series. For this purpose, we use the two most applicable monofractal processes in modeling various phenomena in nature, i.e., fractional Gaussian noise and fractional Brownian motion. By studying the average number of records, and, also the maximum age of records, we show that for fractional Gaussian noise, there exists a universal behavior which is independent of the correlation. In fractional Brownian motion, the maximum age of the records also is a universal quantity, but the number of records increases exponentially with Hurst index. Finally, we also investigate the size dependency of the record statistics, and demonstrate that for above-mentioned quantities, a power-law behavior exists.