Moses, Noah and Joseph effects in Lévy walks. (8th February 2021)
- Record Type:
- Journal Article
- Title:
- Moses, Noah and Joseph effects in Lévy walks. (8th February 2021)
- Main Title:
- Moses, Noah and Joseph effects in Lévy walks
- Authors:
- Aghion, Erez
Meyer, Philipp G
Adlakha, Vidushi
Kantz, Holger
Bassler, Kevin E - Abstract:
- Abstract: We study a method for detecting the origins of anomalous diffusion, when it is observed in an ensemble of times-series, generated experimentally or numerically, without having knowledge about the exact underlying dynamics. The reasons for anomalous diffusive scaling of the mean-squared displacement are decomposed into three root causes: increment correlations are expressed by the 'Joseph effect' (Mandelbrot and Wallis 1968 Water Resour. Res. 4 909), fat-tails of the increment probability density lead to a 'Noah effect' (Mandelbrot and Wallis 1968 Water Resour. Res. 4 909), and non-stationarity, to the 'Moses effect' (Chen et al 2017 Phys. Rev. E 95 042141). After appropriate rescaling, based on the quantification of these effects, the increment distribution converges at increasing times to a time-invariant asymptotic shape. For different processes, this asymptotic limit can be an equilibrium state, an infinite-invariant, or an infinite-covariant density. We use numerical methods of time-series analysis to quantify the three effects in a model of a non-linearly coupled Lévy walk, compare our results to theoretical predictions, and discuss the generality of the method.
- Is Part Of:
- New journal of physics. Volume 23:Number 2(2021)
- Journal:
- New journal of physics
- Issue:
- Volume 23:Number 2(2021)
- Issue Display:
- Volume 23, Issue 2 (2021)
- Year:
- 2021
- Volume:
- 23
- Issue:
- 2
- Issue Sort Value:
- 2021-0023-0002-0000
- Page Start:
- Page End:
- Publication Date:
- 2021-02-08
- Subjects:
- anomalous diffusion -- time series analysis -- Lévy walks
Physics -- Periodicals
Physics
Periodicals
530.05 - Journal URLs:
- http://iopscience.iop.org/1367-2630 ↗
http://njp.org/index.html ↗
http://ioppublishing.org/ ↗ - DOI:
- 10.1088/1367-2630/abd43c ↗
- Languages:
- English
- ISSNs:
- 1367-2630
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 21839.xml