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Ole E Barndorff-Nielsen

Publications and source records attributed to Ole E Barndorff-Nielsen.

3 recordsLinked to original sources

Finite-size scaling of two-point statistics and the turbulent energy cascade generators.

Within the framework of random multiplicative energy cascade models of fully developed turbulence, finite-size-scaling expressions for two-point correlators and cumulants are derived, taking into account the observationally unavoidable conversion from an ultrametric to an Euclidean two-point distance. The comparison with two-point statistics of the surrogate energy dissipation, extracted from various wind tunnel and atmospheric boundary layer records, allows an accurate deduction of multiscaling exponents and cumulants, even at moderate Reynolds numbers for which simple power-law fits are not feasible. The extracted exponents serve as input for parametric estimates of the probabilistic cascade generator. Various cascade generators are evaluated.

Journal Article↗

Lévy laws in free probability.

This article and its sequel outline recent developments in the theory of infinite divisibility and Lévy processes in free probability, a subject area belonging to noncommutative (or quantum) probability. The present paper discusses the classes of infinitely divisible probability measures in classical and free probability, respectively, via a study of the Bercovici-Pata bijection between these classes.

Journal Article↗

Lévy processes in free probability.

This is the continuation of a previous article that studied the relationship between the classes of infinitely divisible probability measures in classical and free probability, respectively, via the Bercovici-Pata bijection. Drawing on the results of the preceding article, the present paper outlines recent developments in the theory of Lévy processes in free probability.

Journal Article↗