Modelling turbulent time series by BSS-processes

DOI10.1007/978-3-319-25826-3_3MaRDI QIDQ2956046zbMATH OpenOpenAlexFDO

Authors José Ulises Márquez, Jürgen Schmiegel

Publication date 16 January 2017

Published in The Fascination of Probability, Statistics and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-25826-3_3

zbMATH Keywords

ambit fieldsBrownian semi-stationary processesturbulence

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical turbulence modeling (76F55)

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Cites work

• A random process for the construction of multiaffine fields
• A refinement of previous hypotheses concerning the local structure of turbulence in a viscous incompressible fluid at high Reynolds number
• A Stochastic Differential Equation Framework for the Timewise Dynamics of Turbulent Velocities
• Asymptotic theory for Brownian semi-stationary processes with application to turbulence
• Hierarchical Monte Carlo methods for fractal random fields
• High-frequency sampling and kernel estimation for continuous-time moving average processes
• Random cascades on wavelet dyadic trees
• Self-scaling of turbulent energy dissipation correlators
• Stochastic energy-cascade model for (1+1)-dimensional fully developed turbulence

Cited in

(8)

• On the divergence and vorticity of vector ambit fields
• Limit theorems for trawl processes
• Asymptotic theory for Brownian semi-stationary processes with application to turbulence
• Time Change, Volatility, and Turbulence
• Brownian semistationary processes and volatility/intermittency
• Multiscale analysis and reconstruction of time series of stochastic cascade processes
• Incremental Similarity and Turbulence
• Pathwise decompositions of Brownian semistationary processes

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