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We investigate the asymptotic and effective static and dynamic critical behavior of (d=3)-dimensional magnets with quenched extended defects, correlated in $\epsilon_d$ dimensions (which can be considered as the dimensionality of the…

Disordered Systems and Neural Networks · Physics 2009-11-11 V. Blavats'ka , M. Dudka , R. Folk , Yu. Holovatch

The spectral properties of interacting strongly chaotic systems are investigated for growing interaction strength. A very sensitive transition from Poisson statistics to that of random matrix theory is found. We introduce a new random…

A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…

Chaotic Dynamics · Physics 2009-11-11 P. Manimaran , Prasanta K. Panigrahi , P. Anantha Lakshmi

We discuss the universal scaling laws of order parameter fluctuations in any system in which the second-order critical behavior can be identified. These scaling laws can be derived rigorously for equilibrium systems when combined with the…

Nuclear Theory · Physics 2007-05-23 R. Botet , M. Ploszajczak

I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…

Disordered Systems and Neural Networks · Physics 2008-02-03 Giorgio Parisi

Statistics of the inverse participation ratio (IPR) at the critical point of the localization transition is studied numerically for the power-law random banded matrix model. It is shown that the IPR distribution function is scale-invariant,…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 F. Evers , A. D. Mirlin

Critical exponents have been obtained for a 3D spin particle system. Clusters are formed and system reaches a critical behavior when fragment size distribution follows a power law, as predicted by Fisher Liquid Droplet Model. Also,…

Condensed Matter · Physics 2007-05-23 A. Barrañón , J. A. López , C. Dorso , Fr. de L. Castillo

The multifractal analysis of disorder induced localization-delocalization transitions is reviewed. Scaling properties of this transition are generic for multi parameter coherent systems which show broadly distributed observables at…

Condensed Matter · Physics 2015-06-25 Martin Janssen

We study the volatility time series of 1137 most traded stocks in the US stock markets for the two-year period 2001-02 and analyze their return intervals $\tau$, which are time intervals between volatilities above a given threshold $q$. We…

Statistical Finance · Quantitative Finance 2009-03-05 Fengzhong Wang , Kazuko Yamasaki , Shlomo Havlin , H. Eugene Stanley

We show that the probability distribution function that best fits the distribution of return times between two consecutive visits of a chaotic trajectory to finite size regions in phase space deviates from the exponential statistics by a…

Chaotic Dynamics · Physics 2015-05-13 Murilo S. Baptista , Dariel M. Maranhao , Jose C. Sartorelli

We study the scaling properties of critical particle systems confined by a potential. Using renormalization-group arguments, we show that their critical behavior can be cast in the form of a trap-size scaling, resembling finite-size scaling…

Statistical Mechanics · Physics 2013-05-29 Massimo Campostrini , Ettore Vicari

Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…

Fluid Dynamics · Physics 2021-06-30 L. Moriconi

Multifractal dimensions allow for characterizing the localization properties of states in complex quantum systems. For ergodic states the finite-size versions of fractal dimensions converge to unity in the limit of large system size.…

Statistical Mechanics · Physics 2019-10-30 Arnd Bäcker , Masudul Haque , Ivan M. Khaymovich

A critically enhanced decay of the Loschmidt echo is characteristic of sudden quench dynamics near a quantum phase transition. Here, we demonstrate that the decay and revival of the Loschmidt echo follows power-law scaling in the system…

Quantum Physics · Physics 2019-04-23 Myung-Joong Hwang , Bo-Bo Wei , Susana F. Huelga , Martin B. Plenio

We analyze, both analytically and numerically, the time-dependence of the return probability in closed systems of interacting particles. Main attention is paid to the interplay between two regimes, one of which is characterized by the…

Disordered Systems and Neural Networks · Physics 2009-11-11 F. M. Izrailev , A. Castaneda-Mendoza

We propose a new method to analyze fluctuations in the strength function phenomena in highly excited nuclei. Extending the method of multifractal analysis to the cases where the strength fluctuations do not obey power scaling laws, we…

Nuclear Theory · Physics 2009-10-31 Hirokazu Aiba , Masayuki Matsuo

The problem of inverse statistics (statistics of distances for which the signal fluctuations are larger than a certain threshold) in differentiable signals with power law spectrum, $E(k) \sim k^{-\alpha}$, $3 \le \alpha < 5$, is discussed.…

Chaotic Dynamics · Physics 2009-11-07 L. Biferale , M. Cencini , A. Lanotte , D. Vergni , A. Vulpiani

We consider an ensemble of $2\times 2$ normal matrices with complex entries representing operators in the quantum mechanics of 2 - level parity-time reversal (PT) symmetric systems. The randomness of the ensemble is endowed by obtaining…

Mathematical Physics · Physics 2025-01-14 Stalin Abraham , A. Bhagwat , Sudhir Ranjan Jain

In this paper, we investigate the scaling invariance of survival probability in the Caputo fractional standard map of the order $1<\alpha<2$ considered on a cylinder. We consider relatively large values of the nonlinearity parameter $K$ for…

Chaotic Dynamics · Physics 2024-02-22 Daniel Borin

A new universal {\it empirical} function that depends on a single critical exponent (acceleration exponent) is proposed to describe the scaling behavior in a dissipative kicked rotator. The scaling formalism is used to describe two regimes…

Chaotic Dynamics · Physics 2015-05-27 Diego F. M. Oliveira , Marko Robnik , Edson D. Leonel