462 citations · 1.1k across the 7 of their papers we have counts for
7 papers
Long time correlations in Lagrangian dynamics: a key to intermittency in turbulence
N. Mordant, J. Delour, E. Leveque +2
New aspects of turbulence are uncovered if one considers flow motion from the perspective of a fluid particle (known as the Lagrangian approach) rather than in terms of a velocity…
Should we abandon cascade models to describe the spatial complexity of fully developed turbulence velocity profiles ?
J. Delour, J. F. Muzy, A. Arneodo
We perform one- and two-points magnitude cumulant analysis of one-dimensional longitudinal velocity profiles stemming from three different experimental set-ups and covering a broad…
Multifractal returns and Hierarchical Portfolio Theory
J. -F. Muzy, D. Sornette, J. Delour +1
We extend and test empirically the multifractal model of asset returns based on a multiplicative cascade of volatilities from large to small time scales. The multifractal descripti…
A multifractal random walk
E. Bacry, J. Delour, J. F. Muzy
We introduce a class of multifractal processes, referred to as Multifractal Random Walks (MRWs). To our knowledge, it is the first multifractal processes with continuous dilation i…
Modelling fluctuations of financial time series: from cascade process to stochastic volatility model
J. F. Muzy, J. Delour, E. Bacry
In this paper, we provide a simple, ``generic'' interpretation of multifractal scaling laws and multiplicative cascade process paradigms in terms of volatility correlations. We sho…
Velocity statistics in excited granular media
W. Losert, D. G. W. Cooper, J. Delour +2
We present an experimental study of velocity statistics for a partial layer of inelastic colliding beads driven by a vertically oscillating boundary. Over a wide range of parameter…