Related papers: Rank-ordered Multifractal Spectrum for Intermitten…
We present a general method to identify an arbitrary number of fluctuating quantities which satisfy a detailed fluctuation theorem for all times within the framework of time-inhomogeneous Markovian jump processes. In doing so we provide a…
Random multifractals occur in particular at critical points of disordered systems. For Anderson localization transitions, Mirlin and Evers [PRB 62,7920 (2000)] have proposed the following scenario (a) the Inverse Participation Ratios…
Collisionless suspensions of inertial particles (finite-size impurities) are studied in 2D and 3D spatially smooth flows. Tools borrowed from the study of random dynamical systems are used to identify and to characterise in full generality…
The problem of inverse statistics (statistics of distances for which the signal fluctuations are larger than a certain threshold) in differentiable signals with power law spectrum, $E(k) \sim k^{-\alpha}$, $3 \le \alpha < 5$, is discussed.…
Fractals and multifractals and their associated scaling laws provide a quantification of the complexity of a variety of scale invariant complex systems. Here, we focus on lattice multifractals which exhibit complex exponents associated with…
This paper is about statistical properties of quasistatic dynamical systems. These are a class of non-stationary systems that model situations where the dynamics change very slowly over time due to external influence. We focus on the case…
Hidden stochastic effects acting uniformly on a many-particle system can generate strong correlations and macroscopic relative fluctuations that persist at large system sizes, even when the particles themselves remain causally independent.…
A new notion of stochastic ordering is introduced to compare multivariate stochastic risk models with respect to extreme portfolio losses. In the framework of multivariate regular variation comparison criteria are derived in terms of…
We apply Tsallis's q-indexed nonextensive entropy to formulate a random matrix theory (RMT), which may be suitable for systems with mixed regular-chaotic dynamics. We consider the super-extensive regime of q < 1. We obtain analytical…
We introduce a complex-plane generalization of the consecutive level-spacing distribution, used to distinguish regular from chaotic quantum spectra. Our approach features the distribution of complex-valued ratios between nearest- and…
For a smooth, stationary, planar Gaussian field, we consider the number of connected components of its excursion set (or level set) contained in a large square of area $R^2$. The mean number of components is known to be of order $R^2$ for…
We study an underdamped oscillator with shot-noise frequency fluctuations. The oscillator spectrum is determined by the interference of the susceptibilities for different eigenfrequencies. Depending on the parameters, it has a fine…
The factorial moments analyses are performed to study the scaling properties of the dynamical fluctuations of contacts and nodes in temporal networks based on empirical data sets. The intermittent behaviors are observed in the fluctuations…
We study the global and local regularity properties of random wavelet series whose coefficients exhibit correlations given by a tree-indexed Markov chain. We determine the law of the spectrum of singularities of these series, thereby…
One-flip stable configurations of an Ising-model on a random graph with fluctuating connectivity are examined. In order to perform the quenched average of the number of stable configurations we introduce a global order-parameter function…
Multifractal analysis is a forecasting technique used to study the scaling regularity properties of financial returns, to analyze the long-term memory and predictability of financial markets. In this paper, we propose a novel structural…
We consider linear elliptic equations in divergence form with stationary random coefficients of integrable correlations. We characterize the fluctuations of a macroscopic observable of a solution to relative order $\frac{d}{2}$, where $d$…
We study regularity properties of frequency measures arising from random substitutions, which are a generalisation of (deterministic) substitutions where the substituted image of each letter is chosen independently from a fixed finite set.…
We propose to verify relations between quantities which characterize scaling properties of high energy density fluctuations in terms of factorial moments and newly introduced associated frequency moments. Typical examples are presented in…
Multifractal scaling analysis of nuclear giant resonance transition probability distributions is performed within the approximation which takes into account the one-particle-one-hole (1p-1h) and 2p-2h states. A new measure to determine the…