Related papers: Multifractal analysis of some multiple ergodic ave…
In a previous work [L.Delle Site, J.Phys.A 40, 2787 (2007)] the derivation of an analytic expression for the kinetic functional of a many-body electron system has been proposed. Though analytical, the formula is still non local…
We show the appearance of multifractal wave functions on a one-dimensional quasiperiodic system that has a monofractal energy spectrum. Using the Mantica technique, we construct the model as an inverse problem from the energy spectrum of a…
We propose a version of the Quantum Ergodicity theorem on large regular graphs of fixed valency. This is a property of delocalization of "most" eigenfunctions. We consider expander graphs with few short cycles (for instance random large…
We develop a model-theoretic framework for the study of distal factors of strongly ergodic, measure-preserving dynamical systems of countable groups. Our main result is that all such factors are contained in the (existential) algebraic…
We investigate the recovery dynamics of healthy cardiac activity after physical exertion using multimodal biosignals recorded with a polycardiograph. Multifractal features derived from the singularity spectrum capture the scale-invariant…
We study multifractal decompositions based on Birkhoff averages for sequences of functions belonging to certain classes of symbolically continuous functions. We do this for an expanding interval map with countably many branches, which we…
The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual Minority Game (MG)…
The multifractal behavior for tick data of prices is investigated in Korean financial market. Using the rescaled range analysis(R/S analysis), we show the multifractal nature of returns for the won-dollar exchange rate and the KOSPI. We…
The collective behavior of dislocations in jerky flow is studied in Al-Mg polycrystalline samples subjected to constant strain rate tests. Complementary dynamical, statistical and multifractal analyses are carried out on the stress-time…
In the framework of statistical mechanics the properties of macroscopic systems are deduced starting from the laws of their microscopic dynamics. One of the key assumptions in this procedure is the ergodic property, namely the equivalence…
Given a finite set ${S_1...,S_k}$ of substitution maps acting on a certain finite number (up to translations) of tiles in $\rd$, we consider the multi-substitution tiling space associated to each sequence $\bar a\in {1,...,k}^{\mathbb{N}}$.…
Multifractal analysis of stochastic processes deals with the fine scale properties of the sample paths and seeks for some global scaling property that would enable extracting the so-called spectrum of singularities. In this paper we…
We prove that the skew product over a linearly recurrent interval exchange transformation defined by almost any real-valued, mean-zero linear combination of characteristic functions of intervals is ergodic with respect to Lebesgue measure.
In this paper we consider multivariate time series obtained as solution to multidimensional nonlinear stochastic difference equations whose coefficients are allowed to be locally degenerate and to present discontinuities. We provide simple…
Intermittent maps of the interval are simple and widely-studied models for chaos with slow mixing rates, but have been notoriously resistant to numerical study. In this paper we present an effective framework to compute many ergodic…
Dynamical systems that exhibit diverse behaviors can rarely be completely understood using a single approach. However, by identifying coherent structures in their state spaces, i.e., regions of uniform and simpler behavior, we could hope to…
We study the limiting behavior of multiple ergodic averages involving several not necessarily commuting measure preserving transformations. We work on two types of averages, one that uses iterates along combinatorial parallelepipeds, and…
We prove weighted and vector-valued variational estimates for ergodic averages on $\mathbb{R}^d$. The weighted square function estimate relating ergodic averages to the dyadic martingale is obtained using an $\ell^r$ version of a reverse…
We perform a multifractal analysis of the growth rate of the number of cusp windings for the geodesic flow on hyperbolic surfaces with $m \geq 1$ cusps. Our main theorem establishes a conditional variational principle for the Hausdorff…
We study multifractality in a broad class of disordered systems which includes, e.g., the diluted x-y model. Using renormalized field theory we analyze the scaling behavior of cumulant averaged dynamical variables (in case of the x-y model…