the length of equal minimal and maximal blocks has eected on logarithm-scale logarithm against sequential function on variance and bias of de-trended uctuation analysis, by using quasi monte carlo(qmc) simulation and cholesky decompositions, minimal block couple and maximal are founded which are minimum the summation of mean error square in horest power.

The length of equal minimal and maximal blocks has eected on logarithm-scale logarithm against sequential function on variance and bias of de-trended uctuation analysis, by using Quasi Monte Carlo(QMC) simulation and Cholesky decompositions, minimal block couple and maximal are founded which are minimum the summation of mean error square in Horest power.

Common ground to recent studies exploiting relations between dynam-ical systems and non-equilibrium statistical mechanics is, so we argue, the standard Gibbs formalism applied on the level of space-time histories. The assumptions (chaoticity principle) underlying the Gallavotti-Cohen uctuation theorem make it possible, using symbolic dynamics, to employ the theory of one-dimensional lattice spi...

We propose a derivation of statistical laws from time series data analysis on the analogy of the thermodynamics. Recently, Sekimoto and Sasa reconstructed thermodynamics of systems, which are governed by the Langevin equations. We construct \thermodynamics" by applying their approach to the Auto Regressive type models, in which the random uctuation is no more thermal one. Since the detailed bal...

We give a proof of transient uctuation relations for the entropy production (dissipation function) in nonequilibrium systems, which is valid for most time reversible dynamics. We then consider the conditions under which a transient uctuation relation yields a steady state uctuation relation for driven nonequilibrium systems whose transients relax, producing a unique nonequilibrium steady state....

The diiusive characteristics of two upwind schemes, multi-dimensional uctuation splitting and dimensionally-split nite volume, are compared for scalar advection-diffusion problems. Algorithms for the two schemes are developed for node-based data representation on median-dual meshes associated with unstructured triangulations in two spatial dimensions. Four model equations are considered: linear...

A high resolution a.c. calorimetric study of a phenyl pyrimidine derivative with one alkyl and one per ̄ uorinated end group shows that the excess heat capacity associated with the smectic A± smectic C transition exhibits critical ̄ uctuation behaviour that is consistent with the three-dimensional XY universality class. This is in contrast to the usual mean-® eld SmA± SmC behaviour and the near t...

An Optimal lter for extracting quasi-periodic signals such as a voiced speech or instrumental sound from the noise-corrupted observation are proposed. They are derived through the Kalman-Bucy lter analysis in which the dynamics of amplitude and pitch uctuations are described through Itô stochastic di erential equations. The Laplace analysis to the lter equation leads to three types of comb lter...

A unifying theoretical framework for analyzing stochastic data from single-particle tracking (SPT) in viscoelastic materials is presented. A generalization of the bead-spring model for linear polymers is developed from a molecular point of view and from the standpoint of phenomenological linear viscoelasticity. The hydrodynamic interaction in the former is identiied as the dashpots in the latte...