Statistical-physical theory of multivariate temporal fluctuations: Global characterization and temporal correlation
- 1 May 1990
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review A
- Vol. 41 (10), 5302-5319
- https://doi.org/10.1103/physreva.41.5302
Abstract
The fluctuation-spectrum theory and the generalized time-correlation function method established for the statistical characterization of univariate temporal fluctuations are extended to multivariate fluctuations by introducing the concept of the complete set of temporal fluctuations for the overall description of dynamical behaviors of the physical system. We develop the eigenfunction expansion for relevant quantities and further construct the continued-fraction expansion. The present approach enables us to study the explicit cross correlation among several time sequences as well as a detailed description of the dynamical behaviors of the system.Keywords
This publication has 37 references indexed in Scilit:
- Correlation functions of temporal fluctuationsPhysical Review A, 1989
- Ensemble processing and the global characterization of temporal and spatial fluctuationsPhysical Review A, 1989
- Characterization of Chaos and Complexity by Properties of Dynamical EntropiesPhysica Scripta, 1989
- Scaling structures of fluctuation spectra near chaotic transition pointsPhysical Review A, 1988
- Anomalous scaling laws in multifractal objectsPhysics Reports, 1987
- Dynamical spectrum and thermodynamic functions of strange sets from an eigenvalue problemPhysical Review A, 1987
- Time Ordering and the Thermodynamics of Strange Sets: Theory and Experimental TestsPhysical Review Letters, 1986
- New approach to the problem of chaotic repellersPhysical Review A, 1986
- Fluctuations of dynamical scaling indices in nonlinear systemsPhysical Review A, 1986
- Onset of Diffusion and Universal Scaling in Chaotic SystemsPhysical Review Letters, 1982