125 research outputs found
The Hurst Exponent of Fermi GRBs
Using a wavelet decomposition technique, we have extracted the Hurst exponent
for a sample of 46 long and 22 short Gamma-ray bursts (GRBs) detected by the
Gamma-ray Burst Monitor (GBM) aboard the Fermi satellite. This exponent is a
scaling parameter that provides a measure of long-range behavior in a time
series. The mean Hurst exponent for the short GRBs is significantly smaller
than that for the long GRBs. The separation may serve as an unbiased criterion
for distinguishing short and long GRBs.Comment: Accepted for publication in Monthly Notices of the Royal Astronomical
Societ
Numerical Schemes for Rough Parabolic Equations
This paper is devoted to the study of numerical approximation schemes for a
class of parabolic equations on (0, 1) perturbed by a non-linear rough signal.
It is the continuation of [8, 7], where the existence and uniqueness of a
solution has been established. The approach combines rough paths methods with
standard considerations on discretizing stochastic PDEs. The results apply to a
geometric 2-rough path, which covers the case of the multidimensional
fractional Brownian motion with Hurst index H \textgreater{} 1/3.Comment: Applied Mathematics and Optimization, 201
Multifractal stationary random measures and multifractal random walks with log-infinitely divisible scaling laws
We define a large class of continuous time multifractal random measures and
processes with arbitrary log-infinitely divisible exact or asymptotic scaling
law. These processes generalize within a unified framework both the recently
defined log-normal Multifractal Random Walk (MRW) [Bacry-Delour-Muzy] and the
log-Poisson "product of cynlindrical pulses" [Barral-Mandelbrot]. Our
construction is based on some ``continuous stochastic multiplication'' from
coarse to fine scales that can be seen as a continuous interpolation of
discrete multiplicative cascades. We prove the stochastic convergence of the
defined processes and study their main statistical properties. The question of
genericity (universality) of limit multifractal processes is addressed within
this new framework. We finally provide some methods for numerical simulations
and discuss some specific examples.Comment: 24 pages, 4 figure
Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series
Notwithstanding the significant efforts to develop estimators of long-range
correlations (LRC) and to compare their performance, no clear consensus exists
on what is the best method and under which conditions. In addition, synthetic
tests suggest that the performance of LRC estimators varies when using
different generators of LRC time series. Here, we compare the performances of
four estimators [Fluctuation Analysis (FA), Detrended Fluctuation Analysis
(DFA), Backward Detrending Moving Average (BDMA), and centred Detrending Moving
Average (CDMA)]. We use three different generators [Fractional Gaussian Noises,
and two ways of generating Fractional Brownian Motions]. We find that CDMA has
the best performance and DFA is only slightly worse in some situations, while
FA performs the worst. In addition, CDMA and DFA are less sensitive to the
scaling range than FA. Hence, CDMA and DFA remain "The Methods of Choice" in
determining the Hurst index of time series.Comment: 6 pages (including 3 figures) + 3 supplementary figure
Renormalization flow for extreme value statistics of random variables raised to a varying power
Using a renormalization approach, we study the asymptotic limit distribution
of the maximum value in a set of independent and identically distributed random
variables raised to a power q(n) that varies monotonically with the sample size
n. Under these conditions, a non-standard class of max-stable limit
distributions, which mirror the classical ones, emerges. Furthermore a
transition mechanism between the classical and the non-standard limit
distributions is brought to light. If q(n) grows slower than a characteristic
function q*(n), the standard limit distributions are recovered, while if q(n)
behaves asymptotically as k.q*(n), non-standard limit distributions emerge.Comment: 21 pages, 1 figure,final version, to appear in Journal of Physics
On the magnetic fields generated by experimental dynamos
We review the results obtained by three successful fluid dynamo experiments
and discuss what has been learnt from them about the effect of turbulence on
the dynamo threshold and saturation. We then discuss several questions that are
still open and propose experiments that could be performed to answer some of
them.Comment: 40 pages, 13 figure
Study of reconnection-associated multi-scale fluctuations with Cluster and Double Star
The objective of the paper is to asses the specific spectral scaling
properties of magnetic reconnection associated fluctuations/turbulence at the
Earthward and tailward outflow regions observed simultaneously by the Cluster
and Double Star (TC-2) spacecraft on September 26, 2005. Systematic comparisons
of spectral characteristics, including variance anisotropy and scale-dependent
spectral anisotropy features in wave vector space were possible due to the
well-documented reconnection events, occurring between the positions of Cluster
(X = -14--16 ) and TC-2 (X = -6.6 ). Another factor of key importance
is that the magnetometers on the spacecraft are similar. The comparisons
provide further evidence for asymmetry of physical processes in
Earthward/tailward reconnection outflow regions. Variance anisotropy and
spectral anisotropy angles estimated from the multi-scale magnetic fluctuations
in the tailward outflow region show features which are characteristic for
magnetohydrodynamic cascading turbulence in the presence of a local mean
magnetic field. The multi-scale magnetic fluctuations in the Earthward outflow
region are exhibiting more power, lack of variance and scale dependent
anisotropies, but also having larger anisotropy angles. In this region the
magnetic field is more dipolar, the main processes driving turbulence are flow
breaking/mixing, perhaps combined with turbulence ageing and non-cascade
related multi-scale energy sources.Comment: 30 pages, 6 figure
“Savages Who Speak French”: Folklore, Primitivism and Morals in Robert Hertz
Hertz's analysis of the Alpine cult of Saint Besse apparently marks a break from his studies of death, sin and the left to folkloric studies. This analysis helps one to understand the personality of Robert Hertz. His sociological curiosity about folklore reveals his ambiguous position in social sciences at the beginning of the twentieth century. His text appears to be a variation from the Durkheimian norm, but another reading could suggest that Hertz continued and went beyond Durkheimian thought to something between sociology of the modern world and engaged socialism. Through this study, Hertz linked his political ideals, his work in ethnology and his desire for social involvement. The cult of Saint Besse perpetuated as much religious tradition as local identity. The Alpine people were presented in the text as wilful perpetuators of an ideal social order, whose loss for his contemporary city dwellers Hertz feared. The alpine Other, marked by a material and moral backwardness, represented for activist and socialist Hertz one of the paths of balanced social organization that stabilized the identity of a group across time if it fit rather well into the folkloric stereotypes of the beginning of the twentieth century. Finally, by linking events in Herz's life (e.g., the accidental Alpine death of his father), this article suggests that the legend of Saint Besse embodied several recurring motifs in Hertz' career: the accidental deaths of saint and father by falls, the military role of the saint and of Hertz himself
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