Random walks and coupling in complex systems

✍ Scribed by Jacopo Bellazzini

• Publisher: Elsevier Science
• Year: 2004
• Tongue: English
• Weight: 268 KB
• Volume: 20
• Category: Article
• ISSN: 0960-0779
• DOI: 10.1016/s0960-0779(03)00439-9

✦ Synopsis

A method of statistical analysis of the correlation of N time series fulfilling the scaling conditions is proposed. The method of analysis, based on the relationship between the scaling exponents and the fractal dimension of the trajectory derived from the time series, might represent a new tool for the study of the coupling of complex systems.