93 citations · 258 across the 10 of their papers we have counts for
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Matthias Waechter, Alexei Kouzmitchev, Joachim Peinke
It is common for scale-dependent analysis of stochastic data to use the increment Δ(t,r)=ξ(t+r)−ξ(t) of a data set ξ(t) as a stochastic measure, where r denotes the scale…