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It has often been observed that the Multifractal Formalism and the Large Deviation Principles are intimately related. In fact, Multifractal Formalism was heuristically derived using the Large Deviations ideas. In numerous examples in which…

Dynamical Systems · Mathematics 2025-11-11 Mirmukhsin Makhmudov , Evgeny Verbitskiy , Qian Xiao

We consider the set of monofractals within a multifractal related to the phase space being the support of a generalized thermostatistics. The statistical weight exponent $\tau(q)$ is shown to can be modeled by the hyperbolic tangent…

Statistical Mechanics · Physics 2007-05-23 A. I. Olemskoi , V. O. Kharchenko

Many complex systems generate multifractal time series which are long-range cross-correlated. Numerous methods have been proposed to characterize the multifractal nature of these long-range cross correlations. However, several important…

Statistical Finance · Quantitative Finance 2015-10-14 Wen-Jie Xie , Zhi-Qiang Jiang , Gao-Feng Gu , Xiong Xiong , Wei-Xing Zhou

We present a coupled cluster and linear response theory to compute properties of many-electron systems at non-zero temperatures. For this purpose, we make use of the thermofield dynamics, which allows for a compact wavefunction…

Chemical Physics · Physics 2020-05-14 Gaurav Harsha , Thomas M. Henderson , Gustavo E. Scuseria

Let $f$ be a holomorphic endomorphism of $\mathbb{C}\mathbb{P}^k$ of algebraic degree at least $2$ and let $X \subseteq \mathbb{C}\mathbb{P}^k$ be an uniformly expanding set. In this paper, we study multifractal analysis of equilibrium…

Dynamical Systems · Mathematics 2025-12-10 Nathan Dalaklis , Yan Mary He

We discuss basic statistical properties of systems with multifractal structure. This is possible by extending the notion of the usual Gibbs--Shannon entropy into more general framework - Renyi's information entropy. We address the…

Statistical Mechanics · Physics 2007-05-23 Petr Jizba , Toshihico Arimitsu

We investigate multifractal regularity for infinite conformal iterated function systems (cIFS). That is we determine to what extent the multifractal spectrum depends continuously on the cIFS and its thermodynamic potential. For this we…

Dynamical Systems · Mathematics 2014-06-16 Johannes Jaerisch , Marc Kesseböhmer

By calculating the non-equilibrium parameter of the probability distribution function and the singularity spectrum of multifractal we have quantified the dynamical heterogeneity in strongly correlated many-body systems.

Statistical Mechanics · Physics 2009-11-10 O. Narikiyo , W. Sakikawa

It is known that all uniformly expanding or hyperbolic dynamics have no phase transition with respect to H\"older continuous potentials. In \cite{BC21}, is proved that for all transitive $C^{1+\alpha}-$local diffeomorphism $f$ on the…

Dynamical Systems · Mathematics 2023-01-25 Thiago Bomfim , Victor Carneiro , Afonso Fernandes

We review the central results concerning wavelet methods in multifractal analysis, which consists in analysis of the pointwise singularities of a signal, and we describe its recent extension to multivariate multifractal analysis, which…

Signal Processing · Electrical Eng. & Systems 2022-09-30 Stéphane Jaffard , Guillaume Saës , Wejdene Ben Nasr , Florent Palacin , Véronique Billat

Multifractals are inhomogeneous measures (or functions) which are typically described by a full spectrum of real dimensions, as opposed to a single real dimension. Results from the study of fractal strings in the analysis of their geometry,…

Mathematical Physics · Physics 2008-10-07 Michel L. Lapidus , John A. Rock

In the present work we develop a strictly Hamiltonian approach to Thermodynamics. A thermodynamic description based on symplectic geometry is introduced, where all thermodynamic processes can be described within the framework of Analytic…

High Energy Physics - Theory · Physics 2016-08-02 M. C. Baldiotti , R. Fresneda , C. Molina

The Thermodynamic Formalism provides a rigorous mathematical framework to study quantitative and qualitative aspects of dynamical systems. At its core there is a variational principle corresponding, in its simplest form, to the Maximum…

Neurons and Cognition · Quantitative Biology 2020-12-30 Rodrigo Cofré , Cesar Maldonado , Bruno Cessac

The creativity and emergence of biological and psychological behavior are nonlinear. However, that does not necessarily mean only that the measurements of the behaviors are curvilinear. Furthermore, the linear model might fail to reduce…

Data Analysis, Statistics and Probability · Physics 2021-05-28 Damian G. Kelty-Stephen , Elizabeth Lane , Madhur Mangalam

We discuss a basic thermodynamic properties of systems with multifractal structure. This is possible by extending the notion of Gibbs-Shannon's entropy into more general framework - Renyi's information entropy. We show a connection of…

Statistical Mechanics · Physics 2009-11-07 Petr Jizba , Toshihico Arimitsu

In the field of classical discrete systems, specifically substitutional alloys, this study introduces a stochastic thermodynamic approach to address nonlinearity within a canonical ensemble. This approach establishes a nonlinear…

Statistical Mechanics · Physics 2025-12-15 Koretaka Yuge

Multifractal analysis is one of the important approaches that enables us to measure the complexity of various data via the scaling properties. We compare the most common techniques used for multifractal exponents estimation from both…

Statistical Finance · Quantitative Finance 2016-10-25 Petr Jizba , Jan Korbel

We introduce a local multifractal formalism adapted to functions, measures or distributions which display multifractal characteristics that can change with time, or location. We develop this formalism in a general framework and we work out…

Classical Analysis and ODEs · Mathematics 2012-09-19 Julien Barral , Arnaud Durand , Stéphane Jaffard , Stéphane Seuret

For the system with inhomogeneous distribution of macroscopic parameters we obtain thermodynamic relation which depends on the spatial point (coordinate). In our approach, to obtain such a relation we use the basic ideas of the method of…

Statistical Mechanics · Physics 2025-09-24 A. P. Rebesh , B. I. Lev , A. G. Zagorodny

The usual formulation of thermodynamics is based on the additivity of macroscopic systems. However, there are numerous examples of macroscopic systems that are not additive, due to the long-range character of the interaction among the…

Statistical Mechanics · Physics 2022-06-22 Ivan Latella , Agustín Pérez-Madrid , Alessandro Campa , Lapo Casetti , Stefano Ruffo