Lacunarity of the zero crossings of Gaussian processes

被引:1
|
作者
Ogunshemi, A. [1 ]
Hoperaft, K., I [1 ]
Preston, S. P. [1 ]
机构
[1] Univ Nottingham, Sch Math Sci, Appl Math Div, Nottingham NG7 2RD, England
关键词
D O I
10.1103/PhysRevE.99.062109
中图分类号
O35 [流体力学]; O53 [等离子体物理学];
学科分类号
070204 ; 080103 ; 080704 ;
摘要
A lacunarity analysis of the zero crossings derived from Gaussian stochastic processes with oscillatory autocorrelation functions is evaluated and reveals distinct multiscaling signatures depending on the smoothness and degree of anticorrelation of the process. These bear qualitative similarities and quantitative distinctions from an oscillatory deterministic signal and a Poisson random process both possessing the same mean interval size between crossings. At very small and large scales compared with the correlation length of the random processes, the lacunarity is similar to the Poisson but exhibits significant departures from Poisson behavior if there is a zero-frequency component to the process's power spectrum. A comparison of exact results with the gliding box technique that is frequently used to determine lacunarity demonstrates its inherent bias.
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页数:7
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