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TURBULENCE AND FINANCIAL MARKET DATA ANALYZED WITH RESPECT TO THEIR SCALE DEPENDENT COMPLEXITY

机译:关于其规模依赖性复杂性分析的湍流和金融市场数据

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Complex systems with a high degree of disorder are traditionally analyzed by means of multiscaling behavior of a scale dependent measure. Here we present a new analysis based on scale dependent nonlinear stochastic processes. With these processes a more complete characterization of the complexity is achieved, namely, instead of characterizing the statistics of the scale dependent disorder on different scales separately, the knowledge of a stochastic process provides the complete stochastic information of the simultaneous occurrence of different disordered structures on all scales. Furthermore, we show how to reconstruct from given data the equations governing the stochastic processes.
机译:传统上通过多尺度依赖性测量的多尺度行为分析具有高疾病的复杂系统。在这里,我们基于比例相关非线性随机过程的新分析。利用这些过程,实现了复杂性的更完整的表征,即,分别表征了不同尺度上的规模相关性疾病的统计数据,所以随机过程的知识提供了同时发生不同无序结构的完整随机信息所有鳞片。此外,我们展示了如何从给定的数据重建管理随机过程的方程。

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