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Related papers: Rank-ordered Multifractal Spectrum for Intermitten…

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Rank-Ordered Multifractal Analysis (ROMA), a recently developed technique that combines the ideas of parametric rank ordering and one parameter scaling of monofractals, has the capabilities of deciphering the multifractal characteristics of…

Earth and Planetary Astrophysics · Physics 2014-11-20 Sunny W. Y. Tam , Tom Chang , Paul M. Kintner , Eric M. Klatt

A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…

Chaotic Dynamics · Physics 2009-11-11 P. Manimaran , Prasanta K. Panigrahi , P. Anantha Lakshmi

Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…

Chaotic Dynamics · Physics 2009-11-07 N. Hadyn , J. Luevano , G. Mantica , S. Vaienti

Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…

Fluid Dynamics · Physics 2021-06-30 L. Moriconi

The statistical properties of the quantum chaotic spectra have been studied, so far, only up to the second order correlation effects. The numerical as well as the analytical evidence that random matrix theory can successfully model the…

Condensed Matter · Physics 2009-10-28 Pragya Shukla

Small-scale intermittency is a defining feature of fully developed fluid turbulence, marked by rare and extreme fluctuations of velocity increments and gradients that defy mean-field descriptions. Existing multifractal descriptions of…

Fluid Dynamics · Physics 2026-01-21 Dhawal Buaria

We study the geometrical features of the order parameter's fluctuations near the critical point of mixed-order phase transitions in randomly interdependent spatial networks. In contrast to continuous transitions, where the structure of the…

Disordered Systems and Neural Networks · Physics 2023-01-04 Bnaya Gross , Ivan Bonamassa , Shlomo Havlin

This is a review of the properties of spectral fluctations in disordered metals, their relation with Random Matrix Theory and semiclassical picture. We also review the physics of persistent currents in mesoscopic isolated rings, the…

Mesoscale and Nanoscale Physics · Physics 2008-02-03 Gilles Montambaux

When the complete understanding of a complex system is not available, as, e.g., for systems considered in the real-world, we need a top-down approach to complexity. In this approach one may start with the desire to understand general…

Statistical Mechanics · Physics 2019-05-22 Joachim Peinke , Mohammad Reza Rahimi Tabar , Matthias Wächter

We study multifractal properties of wave functions for a one-parameter family of quantum maps displaying the whole range of spectral statistics intermediate between integrable and chaotic statistics. We perform extensive numerical…

Chaotic Dynamics · Physics 2008-03-18 J. Martin , O. Giraud , B. Georgeot

An approach is suggested for treating multiscale fluctuations in macromolecular systems. The emphasis is on the statistical properties of such fluctuations. The approach is illustrated by a macromolecular system with mesoscopic fluctuations…

Chemical Physics · Physics 2012-08-07 V. I. Yukalov , E. P. Yukalova

We compare the statistical fluctuation properties of the baryon and meson experimental mass spectra with those obtained from theoretical models (quark models and lattice QCD). We find that for the experimental spectra the statistical…

High Energy Physics - Phenomenology · Physics 2025-01-31 L. Muñoz , A. Relaño

This article is dedicated to the following class of problems. Start with an $N\times N$ Hermitian matrix randomly picked from a matrix ensemble - the reference matrix. Applying a rank-$t$ perturbation to it, with $t$ taking the values $1\le…

Statistical Mechanics · Physics 2020-12-30 Barbara Dietz , Holger Schanz , Uzy Smilansky , Hans Weidenmüller

Random matrix theory (RMT) provides a framework to study the spectral fluctuations in physical systems. RMT is capable of making predictions for the fluctuations only after the removal of the secular properties of the spectrum. Spectral…

Statistical Mechanics · Physics 2018-03-02 Sherif M. Abuelenin

We present experimental and numerical results for the long-range fluctuation properties in the spectra of quantum graphs with chaotic classical dynamics and preserved time-reversal invariance. Such systems are generally believed to provide…

Chaotic Dynamics · Physics 2017-05-10 Barbara Dietz , Vitalii Yunko , Malgorzata Bialous , Szymon Bauch , Michal Lawniczak , Leszek Sirko

We study the spectrum of a random matrix, whose elements depend on the Euclidean distance between points randomly distributed in space. This problem is widely studied in the context of the Instantaneous Normal Modes of fluids and is…

Disordered Systems and Neural Networks · Physics 2009-10-31 M. Mezard , G. Parisi , A. Zee

Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…

Data Analysis, Statistics and Probability · Physics 2008-04-07 Jan W. Kantelhardt

The possibility to study intermittency in a single event of high multiplicity is investigated in the framework of the $\alpha-$model. It is found that, for cascade long enough, the dispersion of intermittency exponents obtained from…

High Energy Physics - Phenomenology · Physics 2009-10-28 A. Bialas , B. Ziaja

Log-normal continuous random cascades form a class of multifractal processes that has already been successfully used in various fields. Several statistical issues related to this model are studied. We first make a quick but extensive review…

Statistical Finance · Quantitative Finance 2008-12-02 E. Bacry , A. Kozhemyak , J. -F. Muzy

The spectral properties of interacting strongly chaotic systems are investigated for growing interaction strength. A very sensitive transition from Poisson statistics to that of random matrix theory is found. We introduce a new random…

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