We investigate the escape from a potential well of a test particle driven by fractional Gaussian noise with Hurst exponent 0<H<1. From a numerical analysis we demonstrate the exponential distribution of escape times from the well and analyze in detail the dependence of the mean escape time on the Hurst exponent H and the particle diffusivity D. We observe different behavior for the subdiffusive...

Background: Cancer is one of the most common causes of human mortality, with about 14 million new cases and 8.2 million deaths reported in in 2012. Early diagnosis of cancer through screening allows interventions to reduce mortality. Fractal analysis of medical images may be useful for this purpose. Materials and Methods: In this study, we examined magnetic resonance (MR) images of healthy live...

We report numerically and analytically estimated values for the Hurst exponent for a recently proposed non-Markovian walk characterized by amnestically induced persistence. These results are consistent with earlier studies showing that log-periodic oscillations arise only for large memory losses of the recent past. We also report numerical estimates of the Hurst exponent for non-Markovian walks...

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...

Bellcore studies have shown that Fractional Brownian Motion (FBM) is a convenient and compact mathematical representation that can account for the burstiness and long-range auto-correlation observed in the traffic of highspeed data networks. The convenience of the FBM representation for a traffic stream lies in the fact that it is described by just three parameters ( ) m,a,H , where m is the me...

A qualitative and quantitative extension of the chaotic models used to generate self-similar traffic with long range dependence LRD is presented by means of the formulation of a model that considers the use of piecewise affine one-dimensional maps. Based on the disaggregation of the temporal series generated, a valid explanation of the behavior of the values of Hurst's exponents is proposed and...

For stochastic growth models in the Kardar-Parisi-Zhang (KPZ) class in 1 + 1 dimensions, fluctuations grow as t1/3 during time t and the correlation length at a fixed time scales as t2/3. In this note we discuss the scale of time correlations. It turns out that the spacetime is non-trivially fibred, having slow directions with decorrelation exponent equal to 1 instead of the usual 2/3. These di...

Measurement of the reversible hydrogen storage capacity of milligram Ti–6Al–4V alloy samples with temperature programmed desorption and volumetric techniques Jeff L. Blackburn a,∗, Philip A. Parilla a, Thomas Gennett b, Katherine E. Hurst c, Anne C. Dillon a, Michael J. Heben a a National Renewable Energy Laboratory, 1617 Cole Blvd, Golden, CO 80401, USA b Chemistry Department, Rochester Instit...

The common assumption of universal behavior in stock market data can sometimes lead to false conclusions. In statistical physics, the Hurst exponents characterizing long-range correlations are often closely related to universal exponents. We show, that in the case of time series of the traded value, these Hurst exponents increase logarithmically with company size, and thus are non-universal. Mo...