A stochastic model of river discharge fluctuations

Physica A: Statistical Mechanics and its Applications

Volumn 330, Issue 1-2, 2003, Pages 283-290

  Livina, V ^a   Ashkenazy, Y ^b,c   Kizner, Z ^a   Strygin, V ^d   Bunde, A ^e   Havlin, S ^a  

^a BAR ILAN UNIVERSITY   (Israel)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^c WEIZMANN INSTITUTE OF SCIENCE   (Israel)

^d VORONEZH STATE UNIVERSITY   (Russian Federation)

^e JUSTUS LIEBIG UNIVERSITY   (Germany)

Author keywords

DFA; Long term volatility; Nonlinearity; Periodic volatility; Scaling analysis; Stochastic modeling

Indexed keywords

CLIMATOLOGY; CORRELATION METHODS; RANDOM PROCESSES;

SCALING ANALYSIS; STOCHASTIC MODEL;

RIVERS;

EID: 0345412018     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2003.08.012     Document Type: Conference Paper

References (22)

1. Murdock R.U., Gulliver J.S. J. Water Res. Pl-Asce. 119:1993;473.
2. Kroll C.N., Vogel R.M. J. Hydrol. Eng. 7:2002;137.
3. Hurst H.E. T. Am. Soc. Civil Eng. 116:1951;770.
4. Pelletier J.D., Turcotte D.L. J. Hydrol. 203(1-4):1997;198.
5. E. Koscielny-Bunde, J.W. Kantelhardt, P. Braun, A. Bunde, S. Havlin, Water Resour. Res. 2003, submitted for publication; preprint cond-mat/0305078.
6. Tessier Y., et al. J. Geophys. Res. 101:1996;26 427.
7. Pandey G., et al. J. Hydrol. 208:1998;62.
8. J.W. Kantelhardt, D. Rybski, S.A. Zschiegner, P. Braun, E. Koscielny-Bunde, V. Livina, S. Havlin, A. Bunde, Physica A 330 (2003) doi: 10.1016/j.physa.2003.08.019 [these proceedings].
9. A. Bunde, et al., Physica A 330 (2003) doi: 10.1016/j.physa.2003.08.004 [these proceedings].
10. Livina V., Ashkenazy Y., Braun P., Monetti R., Bunde A., Havlin S. Phys. Rev. E. 67:2003;042 101.
11. Peng C.-K., Buldyrev S.V., Havlin S., Simons M., Stanley H.E., Goldeberger A.L. Phys. Rev. E. 49:1994;1685.
12. Kantelhardt J.W., Koscielny-Bunde E., Rego H.A., Havlin S., Bunde A. Physica A. 295:2001;441.
13. Hu K., Ivanov P.Ch., Chen Z., Carpena P., Stanley H.E. Phys. Rev. E. 64:2001;011 114.
14. Chen Z., Ivanov P.Ch., Hu K., Stanley H.E. Phys. Rev. E. 65:2002;041107.
15. Buldyrev S.V., et al. Phys. Rev. E. 51:1995;5084.
16. Peng C.-K., et al. Chaos. 5:1995;82.
17. Bunde A., Havlin S., Kantelhardt J.W., Penzel T., Peter J.-H., Voigt K. Phys. Rev. Lett. 85:2000;3736.
18. Ashkenazy Y., Ivanov P.Ch., Havlin S., Peng C.-K., Goldberger A.L., Stanley H.E. Phys. Rev. Lett. 86:2001;1900.
19. Mantegna R.N., Stanley H.E. An Introduction to Econophysics. 2000;Cambridge University Press, Cambridge.
20. Matia K., Ashkenazy Y., Stanley H.E. Europhys. Lett. 61:2003;422.
21. Schreiber T., Schmitz A. Physica D. 142:2000;346.
22. Ashkenazy Y., Havlin S., Ivanov P.Ch., Peng C.-K., Schulte-Frohlinde V., Stanley H.E. Physica A. 323:2003;19.