Universal distribution function for the strongly-correlated fluctuations: general way for description of different random sequences

DOI10.1016/J.CNSNS.2009.05.019MaRDI QIDQ718150zbMATH OpenOpenAlexFDO

Authors R. R. Nigmatullin

Publication date 23 September 2011

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cnsns.2009.05.019

zbMATH Keywords

procedure of the optimal linear smoothinguniversal distribution function of relative fluctuations

Mathematics Subject Classification ID

Statistical distribution theory (62E99) Distribution theory (60E99)

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Cites work

• Intensity approximation of random fluctuation in complex systems
• Recognition of nonextensive statistical distributions by the eigencoordinates method
• Stochastic and chaotic dynamics in The Lakes. Papers from the conference, STOCHAOS, Ambleside, UK, August 1999
• The statistics of the fractional moments: is there any chance to ``read quantitatively any randomness?

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(7)

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• Fluctuation-noise spectroscopy and a ``universal fitting function of amplitudes of random sequences
• Modified multidimensional scaling approach to analyze financial markets
• Analysis of stock market indices with multidimensional scaling and wavelets
• New noninvasive methods for `reading' of random sequences and their applications in naotechnology
• New relationships connecting a class of fractal objects and fractional integrals in space
• Dynamics of the dow Jones and the NASDAQ stock indexes

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