Related papers: Multifractal analysis with the probability density…
Based on heuristic arguments we conjecture that an intimate relation exists between the eigenfunction multifractal dimensions $D_q$ of the eigenstates of critical random matrix ensembles $D_{q'} \approx qD_q[q'+(q-q')D_q]^{-1}$, $1\le q \le…
We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition…
The purpose of the present paper is to derive a partial differential equation (PDE) for the single-time single-point probability density function (PDF) of the velocity field of a turbulent flow. The PDF PDE is a highly non-linear…
The behavior of the probability density function (PDF) transport equation at the limits of the probability space is studied from the point of view of fluid mechanics. Different boundary conditions are considered depending on the nature of…
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…
We examine the equations to obtain atomic pair distribution functions (PDFs) from x-ray, neutron and electron powder diffraction data with a view to obtaining reliable and accurate PDFs from the raw data using a largely \emph{ad hoc}…
In this paper, we study the fractal dimension of the graph of a fractal transformation and also determine the quantization dimension of a probability measure supported on the graph of the fractal transformation. Moreover, we estimate the…
We investigate the wave-packet dynamics of the power-law bond disordered one-dimensional Anderson model with hopping amplitudes decreasing as $H_{nm}\propto |n-m|^{-\alpha}$. We consider the critical case ($\alpha=1$). Using an exact…
Many examples of signals and images cannot be modeled by locally bounded functions, so that the standard multifractal analysis, based on the H\"older exponent, is not feasible. We present a multifractal analysis based on another quantity,…
Paper [1] derived the probability density function (PDF) of a sum of products of two correlated complex Gaussian zero-mean random variables (RVs) that has been applied to calculate the error probabilities of a \emph{M}-ary phase shift…
Most signal processing problems involve the challenging task of multidimensional probability density function (PDF) estimation. In this work, we propose a solution to this problem by using a family of Rotation-based Iterative…
Multifractal analysis aims to characterize signals, functions, images or fields, via the fluctuations of their local regularity along time or space, hence capturing crucial features of their temporal/spatial dynamics. Multifractal analysis…
A theoretical formula for the probability density function (PDF) of velocity derivatives in a fully developed turbulent flow is derived with the multifractal aspect based on the generalized measures of entropy, i.e., the extensive Renyi…
The joint probability distribution function (PDF) of the density within multiple concentric spherical cells is considered. It is shown how its cumulant generating function can be obtained at tree order in perturbation theory as the Legendre…
We present a discussion on the methods for extracting a given parameter from measurements of hadronic data, with particular focus on determinations of the strong coupling constant. We show that when the PDF dependency on the determination…
For Poisson-Delaunay triangulations in $d$-dimensional Euclidean space $\mathbb{R}^{d}$, a structured and computationally efficient form of the probability density function (PDF) of the volume of a typical cell is analytically derived in…
The multifractal nature of drop breakup in air-blast nozzle atomization process has been studied. We apply the multiplier method to extract the negative and the positive parts of the f(alpha) curve with the data of drop size distribution…
In a recent letter, Christian Beck described a theoretical link between a family of stochastic differential equations and the probability density functions (PDF) derived from the formalism of nonextensive statistical mechanics. He applied…
The likelihood calculation of a vast number of particles is the computational bottleneck for the particle filter in applications where the observation information is rich. For fast computing the likelihood of particles, a numerical fitting…
This paper proposes a comprehensive and unprecedented framework that streamlines the derivation of exact, compact -- yet tractable -- solutions for the probability density function (PDF) and cumulative distribution function (CDF) of the sum…