Related papers: Multifractality of the multiplicative autoregressi…
We study the local regularity and multifractal nature of the sample paths of jump diffusion processes, which are solutions to a class of stochastic differential equations with jumps. This article extends the recent work of Barral {\it et…
We study multifractal properties in time evolution of a single particle subject to repeated measurements. For quantum systems, we consider circuit models consisting of local unitary gates and local projective measurements. For classical…
Nonlinear stochastic differential equations provide one of the mathematical models yielding 1/f noise. However, the drawback of a single equation as a source of 1/f noise is the necessity of power-law steady-state probability density of the…
Multistable processes, that is, processes which are, at each "time", tangent to a stable process, but where the index of stability varies along the path, have been recently introduced as models for phenomena where the intensity of jumps is…
Among the statistical models employed to approximate nonlinear interactions in biological and psychological processes, one prominent framework is that of cascades. Despite decades of empirical work using multifractal formalisms, a…
Multifractal analysis has become a powerful signal processing tool that characterizes signals or images via the fluctuations of their pointwise regularity, quantified theoretically by the so-called multifractal spectrum. The practical…
We investigate stochastic processes possessing scale invariance properties which we refer to as multifractal processes. The examples of such processes known so far do not go much beyond the original cascade construction of Mandelbrot. We…
We present a multifractal analysis of time series data obtained by repeatedly running a single-qubit quantum circuit on IBM superconducting quantum computers, in which the measurement outcomes are recorded as the number of zeros. By…
The noise of signals or currents consisting from a sequence of pulses, elementary events or moving discrete objects (particles) is analyzed. A simple analytically solvable model is investigated in detail both analytically and numerically.…
Multiplicative random cascade model naturally reproduces the intermittency or multifractality, which is frequently shown among hierarchical complex systems such as turbulence and financial markets. As described herein, we investigate the…
Processes occurring in real open systems are far from equilibrium state and they can lead to synergetic effects, which are caused by coordinated behavior of system units. Traditional methods of analysis often just establish such behavior,…
Stochastic fluid dynamics governs the long time tails of hydrodynamic correlation functions, and the critical slowing down of relaxation phenomena in the vicinity of a critical point in the phase diagram. In this work we study the role of…
The work presents results of a numerical study of fractal characteristics of multifractal stream at addition of stream, which does not have multifractal properties. They showed that the generalized Hurst exponent of total stream tends to…
Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…
Stochastic point processes with refractoriness appear frequently in the quantitative analysis of physical and biological systems, such as the generation of action potentials by nerve cells, the release and reuptake of vesicles at a synapse,…
Multiparticle production processes provide valuable information about the mechanism of the conversion of the initial energy of projectiles into a number of secondaries by measuring their multiplicity distributions and their distributions in…
To understand the sample-to-sample fluctuations in disorder-generated multifractal patterns we investigate analytically as well as numerically the statistics of high values of the simplest model - the ideal periodic $1/f$ Gaussian noise. By…
We use a multifractal formalism to study the effect of stochastic resonance in a noisy bistable system driven by various input signals. To characterize the response of a stochastic bistable system we introduce a new measure based on the…
An efficient method for the construction of a multiaffine process, with prescribed scaling exponents, is presented. At variance with the previous proposals, this method is sequential and therefore it is the natural candidate in numerical…
Geometrical random multiplicative cascade processes are often used to model positive-valued multifractal fields such as for example the energy dissipation field of fully developed turbulence. A dynamical generalisation of these models is…