Can high-order moments be meaningfully estimated from experimental turbulence measurements?

Thierry Dudok de Wit (1)

1 LPC2E - Laboratoire de Physique et Chimie de l'Environnement et de l'Espace

Although high-order moments are widely used in the study of fully developed turbulence, their statistical properties remain poorly known. It is well known that beyond a given order, moment estimates based on finite samples cannot be trusted. We provide an empirical criterion for determining that order and illustrate it using a long record of boundary layer turbulence. The results show that even with modest levels of intermittency, structure functions in the inertial range of turbulence cannot be meaningfully assessed for orders as low as 5 or 6.

Domaines: Astrophysique stellaire et solaire [astro-ph.SR]; Instrumentation et méthodes pour l'astrophysique [astro-ph.IM]; Analyse de données, Statistiques et Probabilités [physics.data-an]; Physique de l'espace [physics.space-ph]; Physique des plasmas [physics.plasm-ph]; Astrophysique [astro-ph]

Thierry Dudok de Wit. Can high-order moments be meaningfully estimated from experimental turbulence measurements?. Physical Review E : Statistical, Nonlinear, and Soft Matter Physics, 2004, 70 (5), ⟨10.1103/PhysRevE.70.055302⟩. ⟨insu-03388610⟩