A strong similarity between foreign exchange rates and turbulence, which apparently belong to completely different kind of phenomena, is a highly challenging problem to look into. We have studied this question quantitatively based on substantial amount of statistical analysis of real data, such as the tick data recording all the quotes for one year and the experimental data on highly developed three dimensional uniform, isotropic turbulence newly taken at the fifteen meters long multi-fan-wind -tunnel located in Miyazaki University. We have identified the scaling regions of both data and its relation to the inertial range of the turbulence, indices of Levy Stable Distribution, as well as Kolmogorov scaling of the n-th moments.
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