Related papers: Multifractal analysis of complex random cascades
We study the characteristic function and moments of the integer-valued random variable $\lfloor X+\alpha\rfloor$, where $X$ is a continuous random variables. The results can be regarded as exact versions of Sheppard's correction. Rounded…
This paper introduces the notion of referring forms as a new metric for analyzing sequential circuits from a functional perspective. Sequential circuits are modeled as causal stream functions, the outputs of which depend solely on the past…
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…
We determine the $1$-exponent (according to the Calder\'on-Zygmund definition) of the Brjuno function $B$ everywhere, thus showing that it is a new example of multifractal function. We also discuss various notions of pointwise regularity of…
Some problems in the theory and applications of stochastic processes can be reduced to solving integral equations. While explicit solutions for these equations are often elusive, valuable insights can be gained through their asymptotic…
We present a novel method for determining multi-fractal properties from experimental data. It is based on maximising the likelihood that the given finite data set comes from a particular set of parameters in a multi-parameter family of well…
In rotationally constrained percolation models, a site of a percolation cluster could be occupied more than once from different directions due to the nature of the rotational constraint. A state variable $s_i$ is assigned to each lattice…
We formulate the statistics of the discrete multicomponent fragmentation event using a methodology borrowed from statistical mechanics. We generate the ensemble of all feasible distributions that can be formed when a single integer…
In this article, we investigate the pointwise behaviors of functions on the Heisenberg group. We find wavelet characterizations for the global and local H\"older exponents. Then we prove some a priori upper bounds for the multifractal…
We develop a comprehensive theory of the stable representation categories of several sequences of groups, including the classical and symmetric groups, and their relation to the unstable categories. An important component of this theory is…
We prove that for conformal expanding maps the return time does have constant multifractal spectrum. This is the counterpart of the result by Feng and Wu in the symbolic setting.
We study the class of affine self-similar and continuous on interval $[0;1]$ functions. Formulas for the H\"{o}lder exponents are obtained in terms of self-similarity parameters.
We construct and study the class of continuous on $[0, 1]$ functions with continuum set of peculiarities (singular, nowhere monotonic, and non-differentiable functions are among them). The representative of this class is the function…
Towards the end of the last century, B. Mandelbrot saw the importance, revealed the beauty, and robustly promoted (multi-)fractals. Multiplicative cascades are closely related and provide simple models for the study of turbulence and chaos.…
In this paper, we perform a multifractal analysis of Birkhoff averages for interval maps with finitely many branches and parabolic fixed points. Using the thermodynamic approach, we strengthen the results of Johansson et al. on the…
We define the class of multivariate group entropies as a novel set of information - theoretical measures, which extends significantly the family of group entropies. We propose new examples related to the "super-exponential" universality…
This survey provides a self-contained account of $M$-estimation of multivariate scatter. In particular, we present new proofs for existence of the underlying $M$-functionals and discuss their weak continuity and differentiability. This is…
In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…
We have performed detailed multifractal analysis on the minutely volatility of two indexes and 1139 stocks in the Chinese stock markets based on the partition function approach. The partition function $\chi_q(s)$ scales as a power law with…
The multifractal formalism for measures in its original formulation is checked for special classes of measures such as doubling, self-similar, and Gibbs-like ones. Out of these classes, suitable conditions should be taken into account to…