Related papers: Self-Excited Multifractal Dynamics
The inverse structure functions of exit distances have been introduced as a novel diagnostic of turbulence which emphasizes the more laminar regions [1-4]. Using Taylor's frozen field hypothesis, we investigate the statistical properties of…
The Equivalent Effect Function (EEF) is defined as having the identical integral values on the control points of the original time series data; the EEF can be obtained from the derivative of the spline function passing through the integral…
Most of the econometric and econophysics models have been borrowed from the statistical physics, and as a cosequence, a new interdisciplinary science called econophysics has emerged. In this paper we planned to extend the analogy between…
Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics. The core of the extended multifractal analysis is the…
Inflationary scenarios motivated by high-energy physics generically contain a plethora of degrees of freedom beyond the primordial curvature perturbation. The latter interacts in a simple way with what we name "inflationary flavor…
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…
We develop a theoretical framework that aims to link micro-level option hedging and stock-specific factor exposure with macro-level market turbulence and explain endogenous volatility amplification during gamma-squeeze events. By explicitly…
This work introduces a self and mutually exciting point process that embeds flexible residuals and intensity with discretely Markovian dynamics. By allowing the integration of diverse residual distributions, this model serves as an…
The superscaling observed in inclusive electron scattering is described within the dilute Fermi gas model with interaction between the particles. The comparison with the relativistic Fermi gas (RFG) model without interaction shows an…
Brain metabolism is controlled by complex regulation mechanisms. As part of their nature many complex systems show scaling behavior in their timeseries data. Corresponding scaling exponents can sometimes be used to characterize these…
We consider systems of fermions evolved by non-interacting unitary circuits with correlated on-site potentials. When these potentials are drawn from the eigenvalue distribution of a circular random matrix ensemble, the single-particle…
We provide an alternative method for analysis of multifractal properties of time series. The new approach takes into account the behaviour of the whole multifractal profile of the generalized Hurst exponent $h(q)$ for all moment orders $q$,…
Multifractal detrended fluctuation analysis (MFDFA) has become a central method to characterise the variability and uncertainty in empiric time series. Extracting the fluctuations on different temporal scales allows quantifying the strength…
The earth's ionosphere is well recognized as a dynamical system and non-linearly coupled with the magnetosphere above and natural atmosphere below.The shape and time variability of the ionosphere indeed shows chaos, pattern formation,…
This work presents the application of Multifractal Detrended Fluctuation Analysis for the surface electromyography signals obtained from the patients suffering from rectal cancer. The electrical activity of an external anal sphincter at…
An approach to modeling the dynamics of x-ray amplified spontaneous emission and superfluorescence -- the phenomenon of collective x-ray emission initiated by intense pulses of X-ray Free Electron Lasers -- is developed based on stochastic…
The crucial aspect of this demonstration is the discovery of renewal events, hidden in the computed dynamics of a multifractal metronome, which enables the replacement of the phenomenon of strong anticipation with a time delayed…
A version of ``preferential attachment'' random graphs, corresponding to linear ``weights'' with random ``edge additions,'' which generalizes some previously considered models, is studied. This graph model is embedded in a continuous-time…
Fractals are self-similar and scale-invariant patterns found ubiquitously in nature. A lot of evidences implying fractal properties such as 1/f power spectrums have been also observed in resting state fMRI time series. To explain the…
We discuss the interplay between the degree of dynamical stochasticity, memory persistence and violation of the self-averaging property in the aging kinetics of quenched ferromagnets. We show that, in general, the longest possible memory…