TY - JOUR

T1 - Multifractal analysis of light scattering-intensity fluctuations

AU - Shayeganfar, F.

AU - Jabbari-Farouji, S.

AU - Movahed, M.S.

AU - Jafari, G.R.

AU - Tabar, M.R.R.

PY - 2009

Y1 - 2009

N2 - We provide a simple interpretation of non-Gaussian nature of the light scattering-intensity fluctuations from an aging colloidal suspension of Laponite using the multiplicative cascade model, Markovian method, and volatility correlations. The cascade model and Markovian method enable us to reproduce most of recent empirical findings: long-range volatility correlations and non-Gaussian statistics of intensity fluctuations. We provide evidence that the intensity increments ¿x (t) =I (t+t) -I (t), upon different delay time scales t, can be described as a Markovian process evolving in t. Thus, the t dependence of the probability density function p (¿x,t) on the delay time scale t can be described by a Fokker-Planck equation. We also demonstrate how drift and diffusion coefficients in the Fokker-Planck equation can be estimated directly from the data. © 2009 The American Physical Society.

AB - We provide a simple interpretation of non-Gaussian nature of the light scattering-intensity fluctuations from an aging colloidal suspension of Laponite using the multiplicative cascade model, Markovian method, and volatility correlations. The cascade model and Markovian method enable us to reproduce most of recent empirical findings: long-range volatility correlations and non-Gaussian statistics of intensity fluctuations. We provide evidence that the intensity increments ¿x (t) =I (t+t) -I (t), upon different delay time scales t, can be described as a Markovian process evolving in t. Thus, the t dependence of the probability density function p (¿x,t) on the delay time scale t can be described by a Fokker-Planck equation. We also demonstrate how drift and diffusion coefficients in the Fokker-Planck equation can be estimated directly from the data. © 2009 The American Physical Society.

U2 - 10.1103/PhysRevE.80.061126

DO - 10.1103/PhysRevE.80.061126

M3 - Article

C2 - 20365137

VL - 80

SP - 061126-1/8

JO - Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

JF - Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

SN - 1539-3755

IS - 6

M1 - 061126

ER -