Robust non-Gaussian statistics and long-range correlation of total ozone
نویسندگان
چکیده
منابع مشابه
Correlation Statistics of Gaussian Noise
In order to detect correlation of Gaussian signals, linear, rank, and sign correlation are developed. Magnitude of correlation coefficients, significance, and two-sided significance are computed and compared for each test. Programs are written as macro files, in c++, that are run in ROOT. Efficiencies of correlation tests are calculated resulting in a relative length equation, and methods of ac...
متن کاملNon-Gaussian equilibrium in a long-range Hamiltonian system.
We study the dynamics of a system of N classical spins with infinite-range interaction. We show that, if the thermodynamic limit is taken before the infinite-time limit, the system does not relax to the Boltzmann-Gibbs equilibrium, but exhibits different equilibrium properties, characterized by stable non-Gaussian velocity distributions, Lévy walks, and dynamical correlation in phase space.
متن کاملA semiempirical long-range corrected exchange correlation functional including a short-range Gaussian attenuation (LCgau-B97)
We applied an improved long-range correction scheme including a short-range Gaussian attenuation (LCgau) to the Becke97 (B97) exchange correlation functional. In the optimization of LCgau-B97 functional, the linear parameters are determined by least squares fitting. Optimizing μ parameter (0.2) that controls long-range portion of Hartree-Fock (HF) exchange to excitation energies of large molecu...
متن کاملLong-range correlations of extrapolar total ozone are determined by the global atmospheric circulation
TOMS (Version 8) ozone records are analysed between latitudes 60 S and 60 N, in order to extract autocorrelation properties with high spatial resolution. After the removal of semi-annual, annual, and quasi-biennial background oscillations, the residuals are evaluated by detrended fluctuation analysis. Long-range correlations are detected everywhere. Surprisingly, the latitude dependence of zona...
متن کاملLog-amplitude statistics of non-Gaussian fluctuations
To quantify heavy-tailed distributions observed in financial time series, we propose a general method to characterize symmetric non-Gaussian distributions. In our approach, an observed time series is assumed to be described by the multiplication of Gaussian and amplitude random variables, where the amplitude variable describes fluctuations of the standard deviation. Based on this framework, it ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Atmospheric Science Letters
سال: 2001
ISSN: 1530-261X
DOI: 10.1006/asle.2001.0042