arXiv Analytics

Sign in

arXiv:cond-mat/0307547AbstractReferencesReviewsResources

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

Published 2003-07-22Version 1

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.

Comments: 11 pages, 7 figures, in press on 'Chaos, Solitons & Fractals'
Categories: cond-mat.stat-mech
Related articles: Most relevant | Search more
arXiv:cond-mat/0507525 (Published 2005-07-22, updated 2006-01-03)
An algorithm for counting circuits: application to real-world and random graphs
arXiv:cond-mat/0411450 (Published 2004-11-17)
New Application of Functional Integrals to Classical Mechanics
arXiv:0808.4160 [cond-mat.stat-mech] (Published 2008-08-29)
Using Relative Entropy to Find Optimal Approximations: an Application to Simple Fluids