The fractal scaling properties of the heartbeat time series are studied in a controlled ergometric regime using the Hurst rescaled range R/S analysis. The long-time ”memory effect” quantified by the value of the Hurst exponent H > 0.5 is found to increase during progresive physical activity at healthy subjects in contrast to those having stable angina pectoris (SAP), where it is decreasing. We ...

Stochastic anti-resonance, that is resonant enhancement of randomness caused by polarization mode beatings, is analyzed both numerically and analytically on an example of fibre Raman amplifier with randomly varying birefringence. As a result of such anti-resonance, the polarization mode dispersion growth causes an escape of the signal state of polarization from a metastable state corresponding ...

We demonstrate how, from the point of view of energy flow through an open system, rain is analogous to many other relaxational processes in nature such as earthquakes. By identifying rain events as the basic entities of the phenomenon, we show that the number density of rain events per year is inversely proportional to the released water column raised to the power of 1.4. This is the rain equiv...

in this paper, we have estimated the memory of thetehran stock exchange indices. the estimation of fractional differencing parameter is carried out by various methods such as mle, nls, hurst exponent, gph, lo, whittle and wavelet. the estimation results of whittle, wavelet, hurst, and lo methods allow us to conclude that the returns on stock indices (tepix, tedpix, tedix, financial index and in...

Operator fractional Brownian motion (OFBM) is the natural vector-valued extension of the univariate fractional Brownian motion. Instead of a scalar parameter, the law of an OFBM scales according to a Hurst matrix that affects every component of the process. In this paper, we develop the wavelet analysis of OFBM, as well as a new estimator for the Hurst matrix of bivariate OFBM. For OFBM, the un...

Correct and efficient estimation of the Hurst parameter H of long-range dependent (LRD) traffic is important in traffic analysis. The low computational cost and the wavelets’ scale invariance make wavelet transform suitable for analysis of LRD processes. In this thesis, we apply wavelet-based estimation of H to MPEG-1 and MPEG4 encoded video sequences. Frequency-domain estimators (periodogram a...

Methods of contemporary mathematical physics such as chaos theory are useful for analyzing and understanding the behavior of complex biological and physiological systems. The three dimensional model of HIV/AIDS is the basis of active research since it provides a complete characterization of disease dynamics and the interaction of HIV-1 with the immune system. In this work, the behavior of the H...

In this paper we show empirical data from Internet traffic measurements. Collected measurements are analyzed for different protocols, such as TCP and UDP. We perform statistical analysis through the correlation coefficients, covariance, and self-similarity degree i.e. Hurst parameter. Our experimental studies captured traffic with Hurst parameter around 0.7-0.75, which is near half way between ...

The aim of this study is to investigate the effects of sampling rate on Hurst exponents derived from Blood Oxygenation Level Dependent functional Magnetic Resonance Imaging (BOLD fMRI) resting state time series. fMRI measurements were performed on 2 human subjects and a selection of gel phantoms. From these, Hurst exponents were calculated. It was found that low sampling rates induced non-trivi...

The phenomenon of spatial clustering induced by death and reproduction in a population of anomalously diffusing individuals is studied analytically. The possibility of social behaviors affecting the migration strategies has been taken into exam, in the case that anomalous diffusion is produced by means of a continuous time random walk (CTRW). In the case of independently diffusing individuals, ...