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Intermittent stochastic fields and space-time symmetry

By Ole E. Barndorff-Nielsen and Jürgen Schmiegel
Thiele Research Reports
No. 06, September 2015
Abstract:
We present a spatio-temporal modelling framework for stochastic fields that obey exact symmetry in space and time, i.e. the field amplitude considered as a stochastic process in time at a fixed position in space is identical, as a stochastic process, to the field amplitude considered as a stochastic process in space at a fixed time point. The stochastic fields are given in explicit form and include intermittency as a basic ingredient. A causal version is discussed with respect to turbulence modelling and in relation to Taylor's Frozen Flow Hypothesis.
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