Periodic trend and fluctuations: The case of strong correlation (Articolo in rivista)

Type
Label
  • Periodic trend and fluctuations: The case of strong correlation (Articolo in rivista) (literal)
Anno
  • 2006-01-01T00:00:00+01:00 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#doi
  • 10.1016/j.physa.2006.04.054 (literal)
Alternative label
  • O.C. Akin; Paolo Paradisi; Paolo Grigolini (2006)
    Periodic trend and fluctuations: The case of strong correlation
    in Physica. A (Print)
    (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
  • O.C. Akin; Paolo Paradisi; Paolo Grigolini (literal)
Pagina inizio
  • 157 (literal)
Pagina fine
  • 170 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#url
  • http://www.sciencedirect.com/science/article/pii/S0378437106004730 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroVolume
  • 371 (literal)
Rivista
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#pagineTotali
  • 14 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroFascicolo
  • 2 (literal)
Note
  • ISI Web of Science (WOS) (literal)
  • Google Scholar (literal)
  • Scopu (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
  • Center for Nonlinear Science, University of North Texas, P.O. Box 311427, Denton, TX 76203-1427, USA Istituto di Scienze dell'Atmosfera e del Clima (CNR), Sezione di Lecce, Strada provinciale Lecce-Monteroni, km 1.2, 73100 Lecce, Italy Dipartimento di Fisica ''E. Fermi''-Universita di Pisa and INFM, Largo Pontecorvo 3, 56127 Pisa, Italy Istituto dei Processi Chimico Fisici del CNR Area della Ricerca di Pisa, Via G. Moruzzi 1, 56124 Pisa, Italy (literal)
Titolo
  • Periodic trend and fluctuations: The case of strong correlation (literal)
Abstract
  • We study the effects of an external periodic perturbation on a Poisson rate process, with special attention to the perturbation-induced sojourn-time patterns. We show that these patterns correspond to turning a memory-less sequence into a sequence with memory. The memory effects are stronger the slower the perturbation. The adoption of a de-trending technique, applied with no caution, might generate the impression that no fluctuation-periodicity correlation exists. We find that this is due to the fact that the perturbation-induced memory is a global property and that the result of a local in time analysis would not find any memory effect, insofar as the process under study is locally a Poisson process. We find that an efficient way to detect this memory effect is to analyze the moduli of the de-trended sequence. We turn the sequence to analyze into a diffusion process, and we evaluate the Shannon entropy of the resulting diffusion process. We find that both the original sequence and the suitably processed de-trended sequence yield the same dependence of entropy on time, namely, an initial scaling larger than ordinary scaling, and a sequel of weak oscillations, which are a clear signature of the external perturbation, in both cases. This is a clear indication of the fluctuation-periodicity correlation. (literal)
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