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

DOI10.1016/J.CNSNS.2009.05.019zbMATH Open1221.60026OpenAlexW2072442288MaRDI QIDQ718150FDOQ718150

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

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zbMATH Keywords

procedure of the optimal linear smoothinguniversal distribution function of relative fluctuations

Mathematics Subject Classification ID

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

Cites Work

• The statistics of the fractional moments: is there any chance to ``read quantitatively any randomness?
• 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
• Intensity approximation of random fluctuation in complex systems

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• A new method to mitigate data fluctuations for time series prediction
• 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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