Related papers: Multifractality of the multiplicative autoregressi…
We use princiles of fuzzy logic to develop a general model representing several processes in a system's operation characterized by a degree of vagueness and/or uncertainy. Further, we introduce three altenative measures of a fuzzy system's…
We perform a multifractal detrended fluctuation analysis of the magnetoconductance data of two standard types of mesoscopic systems: a disordered nanowire and a ballistic chaotic billiard, with two different lattice structures. We observe…
We present a new class of multifractal process on R, constructed using an embedded branching process. The construction makes use of known results on multitype branching random walks, and along the way constructs cascade measures on the…
An approach is suggested for treating multiscale fluctuations in macromolecular systems. The emphasis is on the statistical properties of such fluctuations. The approach is illustrated by a macromolecular system with mesoscopic fluctuations…
In particle physics, as in many areas of science, parameter inference relies on simulations to bridge the gap between theory and experiment. Recent developments in simulation-based inference have boosted the sensitivity of analyses;…
We consider the structure functions S^(q)(T), i.e. the moments of order q of the increments X(t+T)-X(t) of the Foreign Exchange rate X(t) which give clear evidence of scaling (S^(q)(T)~T^z(q)). We demonstrate that the nonlinearity of the…
In this paper we examine a number of models that generate random fractals. The models are studied using the tools of computational complexity theory from the perspective of parallel computation. Diffusion limited aggregation and several…
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…
.Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments…
In this short paper, we propose a new multi-fractal flow model, aiming to provide a possible explanation for the crossover phenomena that appear in the estimation of Hurst exponent for network traffic. It is shown that crossover occurs if…
Current quantum technologies are at the cusp of becoming useful, but still face formidable obstacles such as noise. Noise severely limits the ability to scale quantum devices to the point that they would offer an advantage over classical…
In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…
A positive rate of entropy production at steady state is a distinctive feature of truly non-equilibrium processes. Exact results, while being often limited to simple models, offer a unique opportunity to explore the thermodynamic features…
Sparse sequences of neural spikes are posited to underlie aspects of working memory, motor production, and learning. Discovering these sequences in an unsupervised manner is a longstanding problem in statistical neuroscience. Promising…
A modified method is presented to generate artificial magnetic turbulence that is used for test-particle simulations. Such turbulent fields are obtained from the superposition of a set of wave modes with random polarizations and random…
We introduce the self-excited multifractal (SEMF) model, defined such that the amplitudes of the increments of the process are expressed as exponentials of a long memory of past increments. The principal novel feature of the model lies in…
Boltzmann-Gibbs measures generated by logarithmically correlated random potentials are multifractal. We investigate the abrupt change ("pre-freezing") of multifractality exponents extracted from the averaged moments of the measure - the…
Fractal and fractal-rate stochastic point processes (FSPPs and FRSPPs) provide useful models for describing a broad range of diverse phenomena, including electron transport in amorphous semiconductors, computer-network traffic, and…
A multiscale analysis of 1D stochastic bistable reaction-diffusion equations with additive noise is carried out w.r.t. travelling waves within the variational approach to stochastic partial differential equations. It is shown with explicit…
Traffic flows are studied in terms of their noise of sound, which is an easily accessible experimental quantity. The sound noise data is studied making use of scaling properties of wavelet transforms and Hurst exponents are extracted. The…