Related papers: Rank-ordered Multifractal Spectrum for Intermitten…
We investigate spectral fluctuations in multilayer networks within the random matrix theory (RMT) framework to characterize universal and non-universal features. The adjacency matrix of a multilayer network exhibits a block structure, with…
Fluctuation-dominated phase ordering refers to a steady state in which the magnitude of long-range order varies strongly owing to fluctuations, and to the associated coarsening phenomena during the approach to steady state. Strong…
The presence of a phase transition in a finite system can be deduced, together with its order, from the shape of the distribution of the order parameter. This issue has been extensively studied in multifragmentation experiments, with…
Nonequilibrium complex systems are often effectively described by the mixture of different dynamics on different time scales. Superstatistics, which is "statistics of statistics" with two largely separated time scales, offers a consistent…
The higher order moments of the fluctuations for the thermodynamical systems in the presence of fields are investigated in the framework of a theoretical method. The metod uses a generalized statistical ensemble consonant with the adequate…
Spectra of ordered eigenvalues of finite Random Matrices are interpreted as a time series. Dataadaptive techniques from signal analysis are applied to decompose the spectrum in clearly differentiated trend and fluctuation modes, avoiding…
Quantum optomechanics describes the interaction between a confined field and a fluctuating wall due to radiation pressure. The dynamics of this system is typically understood using perturbation theory up to second order in the small…
Multifractal analysis has become a powerful signal processing tool that characterizes signals or images via the fluctuations of their pointwise regularity, quantified theoretically by the so-called multifractal spectrum. The practical…
Although classical spectral analysis is a natural approach to characterise linear systems, it cannot describe a chaotic dynamics. Here, we propose the ordinal spectrum, a method based on a spectral transformation of symbolic sequences, to…
The dynamics of complex-valued fractional-order neuronal networks are investigated, focusing on stability, instability and Hopf bifurcations. Sufficient conditions for the asymptotic stability and instability of a steady state of the…
Level fluctuations in quantum system have been used to characterize quantum chaos using random matrix models. Recently time series methods were used to relate level fluctuations to the classical dynamics in the regular and chaotic limit. In…
The problem of inferring the distribution of a random vector given that its norm is large requires modeling a homogeneous limiting density. We suggest an approach based on graphical models which is suitable for high-dimensional vectors. We…
The work approaches the study of the fluctuations for the thermodynamic systems in the presence of the fields. The approach is of phenomenological nature and developed in a Gaussian approximation. The study is exemplified on the cases of a…
It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…
We generalize the generalized-squeezing problem to include fractional values of the squeezing order $n$. This approach allows us to determine the locations of critical points at which qualitative changes in behaviour occur and accurately…
Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation…
The Random Parameters model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we…
Recent discussion of the possibility to study intermittency in individual events of high multiplicity by A. Bialas and myself is reported. In the framework of $\alpha-$model it is found that, for a cascade long enough, the dispersion of…
We develop a general method for calculating statistical properties of the speckle pattern of coherent waves propagating in disordered media. In some aspects this method is similar to the Boltzmann-Langevin approach for the calculation of…
The spectral fluctuations of complex quantum systems, in appropriate limit, are known to be consistent with that obtained from random matrices. However, this relation between the spectral fluctuations of physical systems and random matrices…