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Multifractality is ubiquitously observed in complex natural and socioeconomic systems. Multifractal analysis provides powerful tools to understand the complex nonlinear nature of time series in diverse fields. Inspired by its striking…

Statistical Finance · Quantitative Finance 2022-08-23 Zhi-Qiang Jiang , Wen-Jie Xie , Wei-Xing Zhou , Didier Sornette

In the canonical framework, we propose an alternative approach for the multifractal analysis based on the detrending moving average method (MF-DMA). We define a canonical measure such that the multifractal mass exponent $\tau(q)$ is related…

Statistical Finance · Quantitative Finance 2019-02-13 Hai-Chuan Xu , Gao-Feng Gu , Wei-Xing Zhou

In this work, we investigate the H\"older spectrum of typical measures (in the Baire category sense) in a general compact set and we compute the multifractal spectrum of a typical measures supported by a self-similar set. Such mesures…

Dynamical Systems · Mathematics 2012-06-05 Moez Ben Abid

We examine both the dynamical and the multifractal properties at the chaos threshold of logistic maps with general nonlinearity $z>1$. First we determine analytically the sensitivity to initial conditions $\xi_{t}$. Then we consider a…

Statistical Mechanics · Physics 2013-08-29 E. Mayoral , A. Robledo

An empirical algorithm is used here to study the stochastic and multifractal nature of nonlinear time series. A parameter can be defined to quantitatively measure the deviation of the time series from a Wiener process so that the…

Statistical Finance · Quantitative Finance 2014-01-08 Chih-Hao Lin , Chia-Seng Chang , Sai-Ping Li

Preliminary results of extensive numerical experiments on a simple model specified by the smooth canonical strongly chaotic 2D-map with global virtual invariant curves (VICs) are presented and discussed. We focus on the statistics of the…

Chaotic Dynamics · Physics 2009-11-07 B. V. Chirikov , V. V. Vecheslavov

We establish multilinear $L^p$ bounds for a class of maximal multilinear averages of functions on one variable, reproving and generalizing the bilinear maximal function bounds of Lacey. As an application we obtain almost everywhere…

Classical Analysis and ODEs · Mathematics 2024-07-02 Ciprian Demeter , Terence Tao , Christoph Thiele

Given pseudo-random binary sequence of length $L$, assuming it consists of $k$ sub-sequences of length $N$. We estimate how $k$ scales with growing $N$ to obtain a {\it limiting} ergodic behaviour, to fulfill the basic definition of…

Statistical Mechanics · Physics 2009-04-22 M. Süzen

The aim of this article is to study the behaviour of the multifractal packing function $B_\mu(q)$ under projections in Euclidean space for $q>1$. We show that $B_\mu(q)$ is preserved under almost every orthogonal projection. As an…

Metric Geometry · Mathematics 2019-11-20 Bilel Selmi

The stochastic processes underlying the growth and stability of biological and psychological systems reveal themselves when far from equilibrium. Far from equilibrium, nonergodicity reigns. Nonergodicity implies that the average outcome for…

Methodology · Statistics 2022-02-03 Madhur Mangalam , Damian G. Kelty-Stephen

This paper addresses structures of state space in quasiperiodically forced dynamical systems. We develop a theory of ergodic partition of state space in a class of measure-preserving and dissipative flows, which is a natural extension of…

Dynamical Systems · Mathematics 2020-10-01 Yoshihiko Susuki , Igor Mezić

Dynamical zeta functions provide a powerful method to analyze low dimensional dynamical systems when the underlying symbolic dynamics is under control. On the other hand even simple one dimensional maps can show an intricate structure of…

Chaotic Dynamics · Physics 2007-05-23 G. Cristadoro

We study a variance reduction strategy based on control variables for simulating the averaged macroscopic behavior of a stochastic slow-fast system. We assume that this averaged behavior can be written in terms of a few slow degrees of…

Numerical Analysis · Mathematics 2016-09-16 Ward Melis , Giovanni Samaey

This paper deals with analyzing structural breaks in the covariance operator of sequentially observed functional data. For this purpose, procedures are developed to segment an observed stretch of curves into periods for which second-order…

Methodology · Statistics 2018-04-11 Alexander Aue , Gregory Rice , Ozan Sönmez

The tight-binding model for a chain, where the hopping constants follow a Fibonacci sequence, predicts multifractality in the spectrum and wavefunctions. Experimentally, we realize this model by chains of small dielectric resonators with…

Disordered Systems and Neural Networks · Physics 2023-08-28 Mattis Reisner , Yanel Tahmi , Frédéric Piéchon , Ulrich Kuhl , Fabrice Mortessagne

We study randomly coloured graphs embedded into Euclidean space, whose vertex sets are infinite, uniformly discrete subsets of finite local complexity. We construct the appropriate ergodic dynamical systems, explicitly characterise ergodic…

Spectral Theory · Mathematics 2007-09-07 Peter Müller , Christoph Richard

In this paper, we study the pointwise convergence of centain continuous-time polynomial ergodic averages. Our approach is based on the topological models of measurable flows. One of the main results of this paper is as follows: Let $a\in…

Dynamical Systems · Mathematics 2025-02-14 Wen Huang , Song Shao , Rongzhong Xiao

The Oseledets Multiplicative Ergodic theorem is a basic result with numerous applications throughout dynamical systems. These notes provide an introduction to this theorem, as well as subsequent generalizations. They are based on lectures…

Dynamical Systems · Mathematics 2019-03-27 Simion Filip

Recent evidence suggests that physiological signals under healthy conditions may have a fractal temporal structure. We investigate the possibility that time series generated by certain physiological control systems may be members of a…

We study random dynamical systems of certain continuous functions on the unit interval. We use bounded variation to provide sufficient conditions for unique ergodicity of these systems. Several classes of examples are provided.

Dynamical Systems · Mathematics 2024-10-25 Sander C. Hille , Hanna Oppelmayer , Tomasz Szarek
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