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Increment definitions for scale-dependent analysis of stochastic data Open

Matthias Waechter, Alexei Kouzmitchev, Joachim Peinke · 2004

It is common for scale-dependent analysis of stochastic data to use the increment Delta(t,r) =xi(t+r)-xi(t) of a data set xi(t) as a stochastic measure, where r denotes the scale. For joint statistics of Delta(t,r) and Delta(t, r') the que…

A note on increment definitions for scale dependent analysis of stochastic data Open

Matthias Waechter, Alexei Kouzmitchev, Joachim Peinke · 2004

For the scale-dependent analysis of stochastic data it is common to use the increment $\\Delta_l(t,r) = \\xi(t+r) - \\xi(t)$ of a data set $\\xi(t)$ as a stochastic measure, where $r$ denotes the scale. Recently we found that in some cases…