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By means of the multifractal analysis (MFA), the expressions of the probability density functions (PDFs) are unified in a compact analytical formula which is valid for various quantities in turbulence. It is shown that the formula can…

Statistical Mechanics · Physics 2009-11-10 Toshihico Arimitsu , Naoko Arimitsu

We propose a generalization of multifractal analysis that is applicable to the critical regime of the Anderson localization-delocalization transition. The approach reveals that the behavior of the probability distribution of wavefunction…

Disordered Systems and Neural Networks · Physics 2010-08-02 Alberto Rodriguez , Louella J. Vasquez , Keith Slevin , Rudolf A. Römer

The formula for probability density functions (PDFs) has been extended to include PDF for energy dissipation rates in addition to other PDFs such as for velocity fluctuations, velocity derivatives, fluid particle accelerations, energy…

Statistical Mechanics · Physics 2009-11-11 T. Arimitsu , N. Arimitsu

We use multifractal finite-size scaling to perform a high-precision numerical study of the critical properties of the Anderson localization-delocalization transition in the unitary symmetry class, considering the Anderson model including a…

Disordered Systems and Neural Networks · Physics 2017-10-11 Jakob Lindinger , Alberto Rodríguez

The statistics of critical wave functions at the Anderson transition in three and four dimensions are studied numerically. The distribution of the inverse participation ratios (IPR) $P_q$ is shown to acquire a scale-invariant form in the…

Disordered Systems and Neural Networks · Physics 2009-11-07 A. Mildenberger , F. Evers , A. D. Mirlin

Many financial variables are found to exhibit multifractal nature, which is usually attributed to the influence of temporal correlations and fat-tailedness in the probability distribution (PDF). Based on the partition function approach of…

Statistical Finance · Quantitative Finance 2012-01-13 Wei-Xing Zhou

We study the multifractal analysis (MFA) of electronic wavefunctions at the localisation-delocalisation transition in the 3D Anderson model for very large system sizes up to $240^3$. The singularity spectrum $f(\alpha)$ is numerically…

Disordered Systems and Neural Networks · Physics 2008-11-12 Alberto Rodriguez , Louella J. Vasquez , Rudolf A. Roemer

The view that the probability density function (PDF) of a key statistical variable, anomalously scaled by size or time, could furnish a hallmark of universal behavior contrasts with the circumstance that such density sensibly depends on…

Statistical Mechanics · Physics 2025-04-01 Gianluca Teza , Attilio L. Stella

The framework of multifractal analysis (MFA) is distilled to the most sophisticated one. Within this transparent framework, it is shown that the harmonious representation of MFA utilizing two distinct Tsallis distribution functions, one for…

Statistical Mechanics · Physics 2009-11-10 T. Arimitsu , N. Arimitsu

Critical fluctuations of wave functions and energy levels at the Anderson transition are studied for the family of the critical power-law random banded matrix ensembles. It is shown that the distribution functions of the inverse…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 A. D. Mirlin , F. Evers

The intention of this manuscript is twofold. First, the mode-width probability density function (PDF) is introduced as a powerful statistical tool to study and compare the transverse Anderson localization properties of a disordered one…

Optics · Physics 2016-11-08 Behnam Abaie , Arash Mafi

The multifractality of the critical eigenstate at the metal to insulator transition (MIT) in the three-dimensional Anderson model of localization is characterized by its associated singularity spectrum f(alpha). Recent works in 1D and 2D…

Disordered Systems and Neural Networks · Physics 2008-11-12 Louella J. Vasquez , Alberto Rodriguez , Rudolf A. Roemer

We describe a new multifractal finite size scaling (MFSS) procedure and its application to the Anderson localization-delocalization transition. MFSS permits the simultaneous estimation of the critical parameters and the multifractal…

Disordered Systems and Neural Networks · Physics 2011-11-02 Alberto Rodriguez , Louella J. Vasquez , Keith Slevin , Rudolf A. Roemer

The normalized probability density function (PDF) of global measures of a large class of highly correlated systems has previously been demonstrated to fall on a single non-Gaussian "universal" curve. We derive the functional form of the…

Statistical Mechanics · Physics 2007-05-23 Sandra Chapman , George Rowlands , Nicholas Watkins

In Refs. [1,2] we have shown how a combination of modern linear-scaling DFT, together with a subsequent use of large, effective tight-binding Hamiltonians, allows to compute multifractal wave functions yielding the critical properties of…

Disordered Systems and Neural Networks · Physics 2019-02-27 Edoardo G. Carnio , Nicholas D. M. Hine , Rudolf A. Römer

Two types of parameter dependent generalizations of classical matrix ensembles are defined by their probability density functions (PDFs). As the parameter is varied, one interpolates between the eigenvalue PDF for the superposition of two…

Mathematical Physics · Physics 2007-05-23 Peter J. Forrester , Eric M. Rains

Fusing probabilistic information is a fundamental task in signal and data processing with relevance to many fields of technology and science. In this work, we investigate the fusion of multiple probability density functions (pdfs) of a…

Signal Processing · Electrical Eng. & Systems 2023-01-20 Günther Koliander , Yousef El-Laham , Petar M. Djurić , Franz Hlawatsch

The probability density function (PDF) of some global average quantity plays a fundamental role in critical and highly correlated systems. We explicitly compute this quantity as a function of the magnetization for the two dimensional XY…

High Energy Physics - Lattice · Physics 2009-12-03 G. Palma , D. Zambrano

The probability density function (PDF) of a global measure in a large class of highly correlated systems has been suggested to be of the same functional form. Here, we identify the analytical form of the PDF of one such measure, the order…

A probability density function (PDF) of a spatially dependent field provides a means of calculating moments of the field or, equivalently, the proportion of a spatial domain that is mapped to a given set of values. This paper describes a…

Fluid Dynamics · Physics 2025-01-10 Paul M. Mannix , David A. Ham , John Craske
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