861 citations
- University of BremenDE8 papers
- Centre National de la Recherche ScientifiqueFR5 papers
- National University of Ireland, MaynoothIE5 papers
- Sharif University of TechnologyIR5 papers
- The Abdus Salam International Centre for Theoretical Physics (ICTP)IT5 papers
- University of GöttingenDE5 papers
- Institute of Photonic SciencesES4 papers
- Jagiellonian UniversityPL4 papers
- Max Planck Institute for the Physics of Complex SystemsDE4 papers
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6 papers · 1 filter
Conformal Invariance of Iso-height Lines in two-dimensional KPZ Surface
A. A. Saberi, M. D. Niry, S. M. Fazeli +2
The statistics of the iso-height lines in (2+1)-dimensional Kardar-Parisi-Zhang (KPZ) model is shown to be conformal invariant and equivalent to those of self-avoiding random walks…
Prior-predictive value from fast growth simulations
Holger Ahlers, Andreas Engel
Building on a variant of the Jarzynski equation we propose a new method to numerically determine the prior-predictive value in a Bayesian inference problem. The method generalizes…
Markov properties in presence of measurement noise
David Kleinhans, Rudolf Friedrich, Matthias Waechter +1
Recently, several powerful tools for the reconstruction of stochastic differential equations from measured data sets have been proposed [e.g. Siegert et al., Physics Letters A 243,…
Medium and Small Scale Analysis of Financial Data
Andreas P. Nawroth, Joachim Peinke
A stochastic analysis of financial data is presented. In particular we investigate how the statistics of log returns change with different time delays . The scale dependent beha…
Multiscale reconstruction of time series
A. P. Nawroth, J. Peinke
A new method is proposed which allows a reconstruction of time series based on higher order multiscale statistics given by a hierarchical process. This method is able to model the…
Stochastic analysis of different rough surfaces
M. Waechter, F. Riess, Th. Schimmel +2
This paper shows in detail the application of a new stochastic approach for the characterization of surface height profiles, which is based on the theory of Markov processes. With…