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Probabilistic methods applied to fluctuating systems
In this work the hierarchical structure of three diverse stochastic systems is studied by investigating the probability densities of their scale-dependent measures across various scales. In the first system studied, velocity increments are used to investigate the order of complexity and disorder of...
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| Format: | Thesis |
| Language: | English |
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Department of Physics
2014
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| _version_ | 1867613277900505088 |
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| access_status_str | Open Access |
| author | Corker, Lloyd A |
| author2 | Britton, David T |
| author_browse | Britton, David T Corker, Lloyd A |
| author_facet | Britton, David T Corker, Lloyd A |
| author_sort | Corker, Lloyd A |
| collection | Thesis |
| description | In this work the hierarchical structure of three diverse stochastic systems is studied by investigating the probability densities of their scale-dependent measures across various scales. In the first system studied, velocity increments are used to investigate the order of complexity and disorder of wind turbulence. The second system investigates the disorders of skeletal muscles and the nervous system by considering the fluctuation of electric potentials of skeletal muscles. The last system studied is a non-physical system where price increments are used to classify the financial markets in terms of predictability of price changes and market efficiency. In all three stochastic systems a Fokker-Planck equation is used to describe how the scale-dependent measure is correlated across nested scales. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/10320 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:33:35.758Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | Department of Physics |
| publisherStr | Department of Physics |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/10320 Probabilistic methods applied to fluctuating systems Corker, Lloyd A Britton, David T Härting, Margit Physics In this work the hierarchical structure of three diverse stochastic systems is studied by investigating the probability densities of their scale-dependent measures across various scales. In the first system studied, velocity increments are used to investigate the order of complexity and disorder of wind turbulence. The second system investigates the disorders of skeletal muscles and the nervous system by considering the fluctuation of electric potentials of skeletal muscles. The last system studied is a non-physical system where price increments are used to classify the financial markets in terms of predictability of price changes and market efficiency. In all three stochastic systems a Fokker-Planck equation is used to describe how the scale-dependent measure is correlated across nested scales. 2014-12-27T19:55:19Z 2014-12-27T19:55:19Z 2012 Doctoral Thesis Doctoral PhD http://hdl.handle.net/11427/10320 eng application/pdf Department of Physics Faculty of Science University of Cape Town |
| spellingShingle | Physics Corker, Lloyd A Probabilistic methods applied to fluctuating systems |
| thesis_degree_str | Doctoral |
| title | Probabilistic methods applied to fluctuating systems |
| title_full | Probabilistic methods applied to fluctuating systems |
| title_fullStr | Probabilistic methods applied to fluctuating systems |
| title_full_unstemmed | Probabilistic methods applied to fluctuating systems |
| title_short | Probabilistic methods applied to fluctuating systems |
| title_sort | probabilistic methods applied to fluctuating systems |
| topic | Physics |
| url | http://hdl.handle.net/11427/10320 |
| work_keys_str_mv | AT corkerlloyda probabilisticmethodsappliedtofluctuatingsystems |