等离子体中放电电流涨落的马尔可夫性质

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

摘要翻译：
用马尔可夫方法研究了氦等离子体中放电电流涨落的随机性。通过傅里叶消去波动分析从数据集中提取正弦趋势，从而恢复清洗后的数据。我们利用似然分析来确定数据集的马尔可夫时间尺度。我们还估算了放电电流涨落的Kramers-Moyal系数，并导出了相应的Fokker-Planck方程。此外，所得到的朗之万方程使我们能够重建出与实验观测到的具有相似统计性质的放电时间序列。利用Kramers-Moyal系数给出了时间相关函数的精确分解。我们证明了对于平稳时间序列，两点时间相关函数具有指数衰减行为，并具有一个特征的相关时间尺度。我们的结果证实，相关性与马尔可夫时间尺度之间并不存在一定的关系。但两者均表现为放电电流强度的单调递增函数。最后，研究了利用Keramers-Moyal系数和原始数据集重建时间序列的多重分形行为。扩展的自相似分析表明，对于完全发展的湍流区，我们的实验装置中的涨落偏离了Kolmogorov(K41)理论。
---
英文标题：
《Markov Properties of Electrical Discharge Current Fluctuations in Plasma》
---
作者：
S. Kimiagar, M. Sadegh Movahed, S. Khorram and M. Reza Rahimi Tabar
---
最新提交年份：
2011
---
分类信息：

一级分类：Physics        物理学
二级分类：Statistical Mechanics        统计力学
分类描述：Phase transitions, thermodynamics, field theory, non-equilibrium phenomena, renormalization group and scaling, integrable models, turbulence
相变，热力学，场论，非平衡现象，重整化群和标度，可积模型，湍流
--
一级分类：Mathematics        数学
二级分类：Statistics Theory        统计理论
分类描述：Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
应用统计、计算统计和理论统计：例如统计推断、回归、时间序列、多元分析、数据分析、马尔可夫链蒙特卡罗、实验设计、案例研究
--
一级分类：Statistics        统计学
二级分类：Statistics Theory        统计理论
分类描述：stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的别名。渐近，贝叶斯推论，决策理论，估计，基础，推论，检验。
--

---
英文摘要：
  Using the Markovian method, we study the stochastic nature of electrical discharge current fluctuations in the Helium plasma. Sinusoidal trends are extracted from the data set by the Fourier-Detrended Fluctuation analysis and consequently cleaned data is retrieved. We determine the Markov time scale of the detrended data set by using likelihood analysis. We also estimate the Kramers-Moyal's coefficients of the discharge current fluctuations and derive the corresponding Fokker-Planck equation. In addition, the obtained Langevin equation enables us to reconstruct discharge time series with similar statistical properties compared with the observed in the experiment. We also provide an exact decomposition of temporal correlation function by using Kramers-Moyal's coefficients. We show that for the stationary time series, the two point temporal correlation function has an exponential decaying behavior with a characteristic correlation time scale. Our results confirm that, there is no definite relation between correlation and Markov time scales. However both of them behave as monotonic increasing function of discharge current intensity. Finally to complete our analysis, the multifractal behavior of reconstructed time series using its Keramers-Moyal's coefficients and original data set are investigated. Extended self similarity analysis demonstrates that fluctuations in our experimental setup deviates from Kolmogorov (K41) theory for fully developed turbulence regime.
---
PDF链接：
https://arxiv.org/pdf/710.527

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：马尔可夫 等离子体 等离子 set 数据 函数 using 性质