An intensity-expansion method to treat non-stationary time series: an application to the distance between prime numbers
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.
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