Fractional generalized Cauchy process.

This paper presents a fractional generalized Cauchy process (FGCP) with an additive and a multiplicative Gaussian white noise for describing subordinated anomalous fluctuations. The FGCP displays intermittent dynamics on random time durations, whose analytical representation is given by the Ito[over ̂] stochastic integral. The associated probability density function is given by a generalized Cauchy distribution at the stationary state. A fractional Feynman-Kac formula is utilized to show that weak ergodicity breaking of the FGCP depends on the existence of the subordinator and/or the divergence of variance.

Anomalous velocity fluctuation in one-dimensional defect turbulence.

In this paper various eccentric hole dynamics are presented in defect turbulence of the one-dimensional complex Ginzburg-Landau equation. Each hole shows coherent particlelike motion with nonconstant velocity. On the other hand, successive hole velocities without discriminating each hole exhibit anomalous intermittent motions being subject to multi-time-scale non-Gaussian statistics. An alternate non-Markov stochastic differential equation is proposed, by which all these observed statistical properties can be described successfully.

Log-amplitude statistics for Beck-Cohen superstatistics.

As a possible generalization of Beck-Cohen superstatistical processes, we study non-Gaussian processes with temporal heterogeneity of local variance. To characterize the variance heterogeneity, we define log-amplitude cumulants and log-amplitude autocovariance and derive closed-form expressions of the log-amplitude cumulants for χ(2), inverse χ(2), and log-normal superstatistical distributions. Furthermore, we show that χ(2) and inverse χ(2) superstatistics with degree 2 are closely related to an extreme value distribution, called the Gumbel distribution. In these cases, the corresponding superstatistical distributions result in the q-Gaussian distribution with q=5/3 and the bilateral exponential distribution, respectively. Thus, our finding provides a hypothesis that the asymptotic appearance of these two special distributions may be explained by a link with the asymptotic limit distributions involving extreme values. In addition, as an application of our approach, we demonstrated that non-Gaussian fluctuations observed in a stock index futures market can be well approximated by the χ(2) superstatistical distribution with degree 2.

Identification of a degradation product in stressed tablets of olmesartan medoxomil by the complementary use of HPLC hyphenated techniques.

An unknown degradation product (DP-1) increased in olmesartan medoxomil (OLM) tablets stored at 40 degrees C/75% r.h., reaching 0.72% after 6 months. The molecular weight and fragment information obtained by LC-MS suggested that DP-1 was a dehydrated dimer of olmesartan (OL) and the presence of ester carbonyl group was indicated by solvent-elimination LC-IR analysis. LC-(1)H NMR confirmed the structure of DP-1 as an esterified dimer of OL. Rapid and accurate identification of the degradation product was achieved by the complementary use of HPLC hyphenated techniques without complicated isolation or purification processes.