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Related papers: Multifractal analysis of complex random cascades

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The probability density function (PDF) for critical wavefunction amplitudes is studied in the three-dimensional Anderson model. We present a formal expression between the PDF and the multifractal spectrum f(alpha) in which the role of…

Disordered Systems and Neural Networks · Physics 2009-03-13 Alberto Rodriguez , Louella J. Vasquez , Rudolf A. Roemer

Singularities of even smooth functions are studied. A classification of singular points which appear in typical parametric families of even functions with at most five parameters is given. Bifurcations of singular points near a caustic…

Differential Geometry · Mathematics 2012-12-19 E. A. Kudryavtseva , E. Lakshtanov

A recurrent theme in functional analysis is the interplay between the theory of positive definite functions, and their reproducing kernels, on the one hand, and Gaussian stochastic processes, on the other. This central theme is motivated by…

Functional Analysis · Mathematics 2012-08-15 Daniel Alpay , Palle Jorgensen

In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…

Computation · Statistics 2012-09-04 Efthymios G. Tsionas

Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Stanislaw Drozdz , Jaroslaw Kwapien , Pawel Oswiecimka , Rafal Rak

We estimate the upper and lower bounds of the Hewitt$\textbf{-}$Stromberg dimensions. In particular, these results give new proofs of theorems on the multifractal formalism which is based on the Hewitt$\textbf{-}$Stromberg measures and…

Metric Geometry · Mathematics 2021-12-14 Bilel Selmi

Multiplicative cascades have been used in turbulence to generate fields with multifractal statistics and long-range correlations. Examples of continuous and causal stochastic processes which generate such a random field have been carefully…

Fluid Dynamics · Physics 2020-08-26 G. B. Apolinário , L. Moriconi

In this article, starting from a Gibbs capacity, we build a new random capacity by applying two simple operators, the first one introducing some redundancy and the second one performing a random sampling. Depending on the values of the two…

Metric Geometry · Mathematics 2023-06-02 Julien Barral , Stéphane Seuret

In this paper we study the multiple ergodic averages $$ \frac{1}{n}\sum_{k=1}^n \varphi(x_k, x_{kq}, ..., x_{k q^{\ell-1}}), \qquad (x_n) \in \Sigma_m $$ on the symbolic space $\Sigma_m ={0, 1, ..., m-1}^{\mathbb{N}^*}$ where $m\ge 2,…

Dynamical Systems · Mathematics 2012-12-13 Ai-Hua Fan , Joerg Schmeling , Meng Wu

Some asymptotic properties of a Brownian motion in multifractal time, also called multifractal random walk, are established. We show the almost sure and $L^1$ convergence of its structure function. This is an issue directly connected to the…

Probability · Mathematics 2009-05-22 Laurent Duvernet

In the paper, we investigate the fine multifractal spectrum of a class of self-affine Moran sets with fixed frequencies, and we prove that under certain separation conditions, the fine multifractal spectrum $H(\alpha)$ is given by the…

Classical Analysis and ODEs · Mathematics 2023-09-18 Yifei Gu , Chuanyan Hou , Jun Jie Miao

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…

Disordered Systems and Neural Networks · Physics 2010-06-16 Cecile Monthus , Thomas Garel

Let $x \in [0,1)$ be a real number and denote its continued fraction expansion by $[a_1(x),a_2(x), a_3(x),\cdots]$. The convergence exponent of these partial quotients is defined as \[ \tau(x):= \inf\left\{s \geq 0: \sum_{n \geq 1}…

Number Theory · Mathematics 2019-11-06 Fang Lulu , Song Kunkun

We consider highly heterogeneous random networks with symmetric interactions in the limit of high connectivity. A key feature of this system is that the spectral density of the corresponding ensemble exhibits a divergence within the bulk.…

Disordered Systems and Neural Networks · Physics 2023-11-29 Diego Tapias , Peter Sollich

Three recently suggested random matrix ensembles (RME) are linked together by an exact mapping and plausible conjections. Since it is known that in one of these ensembles the eigenvector statistics is multifractal, we argue that all three…

Condensed Matter · Physics 2009-10-30 V. E. Kravtsov , K. A. Muttalib

We forge connections between the theory of fractal sets obtained as attractors of iterated function systems and process calculi. To this end, we reinterpret Milner's expressions for processes as contraction operators on a complete metric…

Logic in Computer Science · Computer Science 2025-06-25 Todd Schmid , Victoria Noquez , Lawrence S. Moss

Physical systems and signals are often characterized by complex functions of frequency in the harmonic-domain. The extension of such functions to the complex frequency plane has been a topic of growing interest as it was shown that specific…

Anomalous diffusion processes pose a unique challenge in classification and characterization. Previously (Mangalam et al., 2023, Physical Review Research 5, 023144), we established a framework for understanding anomalous diffusion using…

Adaptation and Self-Organizing Systems · Physics 2024-01-23 Henrik Seckler , Ralf Metzler , Damian G. Kelty-Stephen , Madhur Mangalam

We describe the multifractal nature of random weak Gibbs measures on some class of attractors associated with $C^1$ random dynamics semi-conjugate to a random subshift of finite type. This includes the validity of the multifractal…

Dynamical Systems · Mathematics 2016-08-02 Zhihui Yuan

In this article, we investigate the bivariate multifractal analysis of pairs of Borel probability measures. We prove that, contrarily to what happens in the univariate case, the natural extension of the Legendre spectrum does not yield an…

Metric Geometry · Mathematics 2024-11-22 Stéphane Seuret