Probabilistic methods applied to fluctuating systems

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dc.contributor.advisorBritton, David Ten_ZA
dc.contributor.advisorHärting, Margiten_ZA
dc.contributor.authorCorker, Lloyd Aen_ZA
dc.date.accessioned2014-12-27T19:55:19Z
dc.date.available2014-12-27T19:55:19Z
dc.date.issued2012en_ZA
dc.description.abstractIn this work the hierarchical structure of three diverse stochastic systems is studied by investigating the probability densities of their scale-dependent measures across various scales. In the first system studied, velocity increments are used to investigate the order of complexity and disorder of wind turbulence. The second system investigates the disorders of skeletal muscles and the nervous system by considering the fluctuation of electric potentials of skeletal muscles. The last system studied is a non-physical system where price increments are used to classify the financial markets in terms of predictability of price changes and market efficiency. In all three stochastic systems a Fokker-Planck equation is used to describe how the scale-dependent measure is correlated across nested scales.en_ZA
dc.identifier.apacitationCorker, L. A. (2012). <i>Probabilistic methods applied to fluctuating systems</i>. (Thesis). University of Cape Town ,Faculty of Science ,Department of Physics. Retrieved from http://hdl.handle.net/11427/10320en_ZA
dc.identifier.chicagocitationCorker, Lloyd A. <i>"Probabilistic methods applied to fluctuating systems."</i> Thesis., University of Cape Town ,Faculty of Science ,Department of Physics, 2012. http://hdl.handle.net/11427/10320en_ZA
dc.identifier.citationCorker, L. 2012. Probabilistic methods applied to fluctuating systems. University of Cape Town.en_ZA
dc.identifier.ris TY - Thesis / Dissertation AU - Corker, Lloyd A AB - In this work the hierarchical structure of three diverse stochastic systems is studied by investigating the probability densities of their scale-dependent measures across various scales. In the first system studied, velocity increments are used to investigate the order of complexity and disorder of wind turbulence. The second system investigates the disorders of skeletal muscles and the nervous system by considering the fluctuation of electric potentials of skeletal muscles. The last system studied is a non-physical system where price increments are used to classify the financial markets in terms of predictability of price changes and market efficiency. In all three stochastic systems a Fokker-Planck equation is used to describe how the scale-dependent measure is correlated across nested scales. DA - 2012 DB - OpenUCT DP - University of Cape Town LK - https://open.uct.ac.za PB - University of Cape Town PY - 2012 T1 - Probabilistic methods applied to fluctuating systems TI - Probabilistic methods applied to fluctuating systems UR - http://hdl.handle.net/11427/10320 ER - en_ZA
dc.identifier.urihttp://hdl.handle.net/11427/10320
dc.identifier.vancouvercitationCorker LA. Probabilistic methods applied to fluctuating systems. [Thesis]. University of Cape Town ,Faculty of Science ,Department of Physics, 2012 [cited yyyy month dd]. Available from: http://hdl.handle.net/11427/10320en_ZA
dc.language.isoengen_ZA
dc.publisher.departmentDepartment of Physicsen_ZA
dc.publisher.facultyFaculty of Scienceen_ZA
dc.publisher.institutionUniversity of Cape Town
dc.subject.otherPhysicsen_ZA
dc.titleProbabilistic methods applied to fluctuating systemsen_ZA
dc.typeDoctoral Thesis
dc.type.qualificationlevelDoctoral
dc.type.qualificationnamePhDen_ZA
uct.type.filetypeText
uct.type.filetypeImage
uct.type.publicationResearchen_ZA
uct.type.resourceThesisen_ZA
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