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The structure of the turbulence-driven power fluctuations in a wind farm is fundamentally described from basic concepts. A derived tuning-free model, supported with experiments, reveals the underlying spectral content of the power fluctuations of a wind farm. It contains two power-law trends and oscillations in the relatively low- and high-frequency ranges. The former is mostly due to the turbulent interaction between the flow and the turbine properties; whereas the latter is due to the advection between turbine pairs. The spectral wind-farm scale power fluctuations $Phi_P$ exhibits a power-law decay proportional to $f^{-5/3-2}$ in the region corresponding to the turbulence inertial subrange and at relatively large scales, $Phi_Psim f^{-2}$. Due to the advection and turbulent diffusion of large-scale structures, a spectral oscillation exists with the product of a sinusoidal behavior and an exponential decay in the frequency domain.
Many time series produced by complex systems are empirically found to follow power-law distributions with different exponents $alpha$. By permuting the independently drawn samples from a power-law distribution, we present non-trivial bounds on the me
In a network, we define shell $ell$ as the set of nodes at distance $ell$ with respect to a given node and define $r_ell$ as the fraction of nodes outside shell $ell$. In a transport process, information or disease usually diffuses from a random node
The spectra of empirical correlation matrices, constructed from multivariate data, are widely used in many areas of sciences, engineering and social sciences as a tool to understand the information contained in typically large datasets. In the last t
To evaluate the performance of prediction of missing links, the known data are randomly divided into two parts, the training set and the probe set. We argue that this straightforward and standard method may lead to terrible bias, since in real biolog
Starting from inhomogeneous time scaling and linear decorrelation between successive price returns, Baldovin and Stella recently proposed a way to build a model describing the time evolution of a financial index. We first make it fully explicit by us