2000/12/14 by J. Delour, Delour, J., Jean–François Muzy +5
Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #FOS: Physical sciences #Financial Risk and Volatility Modeling #Statistical Mechanics (cond-mat.stat-mech) #Theoretical and Computational Physics #cond-mat.stat-mech
paper · pdf · doi:10.48550/arxiv.cond-mat/0012267
10 pages, 3 figures, uses RevTex; changed the presentation of the results
openalex publication_date 2000/12/14 · arxiv created 2001/02/28 · arxiv updated 2009/11/30 · openalex created_date 2016/06/24 · openalex updated_date 2026/07/28
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 range of Taylor scaled Reynolds numbers from 89 to 2500. While the first-order cumulant behavior is found to strongly depend on Reynolds number and experimental conditions, the second-order cumulant and the magnitude connected correlation functions are shown to display respectively universal scale and space-lag behavior. Despite the fact that the Extended Self-Similarity (ESS) hypothesis is not consistent with these findings, when extrapolating our results to the limit of infinite Reynolds number, one confirms the validity of the log-normal multifractal description of the intermittency phenomenon with a well defined intermittency parameter C2 = 0.025 +/- 0.003. But the convergence to zero of the magnitude connected correlation functions casts doubt on the asymptotic existence of an underlying multiplicative cascading spatial structure.