# Probability flux as a method for detecting scaling - Physics > Data Analysis, Statistics and Probability

Probability flux as a method for detecting scaling - Physics > Data Analysis, Statistics and Probability - Download this document for free, or read online. Document in PDF available to download.

Abstract: We introduce a new method for detecting scaling in time series. The methoduses the properties of the probability flux for stochastic self-affineprocesses and is called the probability flux analysis PFA. The advantages ofthis method are: 1 it is independent of the finiteness of the moments of theself-affine process; 2 it does not require a binning procedure for numericalevaluation of the the probability density function. These properties make themethod particularly efficient for heavy tailed distributions in which thevariance is not finite, for example, in Levy alpha-stable processes. Thisutility is established using a comparison with the diffusion entropy DEmethod.

Author: ** M. Ignaccolo, P. Grigolini, B. J. West**

Source: https://arxiv.org/