An intensity-expansion method to treat non-stationary time series: an application to the distance between prime numbers
Nicola Scafetta, Timothy Imholt, J. A. Roberts, Bruce J. West
Abstract
We study the fractal properties of the distances between consecutive primes. The distance sequence is found to be well described by a non-stationary exponential probability distribution. We propose an intensity-expansion method to treat this non-stationarity and we find that the statistics underlying the distance between consecutive primes is Gaussian and that, by transforming the distance sequence into a stationary one, the range of Gaussian randomness of the sequence increases.
Create a lesson
Related papers
Competitive scaling of small-subsystem-optimization heuristics for LABS
Ginger E. Lau, Adil A. Gangat
IceCube data for astrophysical neutrinos exhibit q-statistical behavior
Constantino Tsallis, Ugur Tirnakli
Robust Golden Ratio universality as a consequence of a circulant symmetry
Luka Paljk, Johannes Schmidt, Vladislav Popkov
Replica Transition at Measurement-Altered Ising Criticality
Kabir Khanna, Sara Murciano, Romain Vasseur
Scalene Yang-Baxter triples realize all nearest-neighbour Hamiltonians with global additive symmetries
Pramod Padmanabhan, Somnath Maity, Akash Sinha et al.
Graph-theoretic framework for semi-Markov networks: transient and stationary occupation probabilities, hitting times and weak ergodicity breaking
Julian Voits