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Scaling properties of time series are usually studied in terms of the scaling laws of empirical moments, which are the time average estimates of moments of the dynamic variable. Nonlinearities in the scaling function of empirical moments…

Probability · Mathematics 2023-04-24 Marco Zamparo

In this paper we investigate the multifractal decomposition of the limit set of a finitely generated, free Fuchsian group with respect to the mean cusp winding number. We will completely determine its multifractal spectrum by means of a…

Dynamical Systems · Mathematics 2018-04-19 Johannes Jaerisch , Marc Kesseböhmer , Sara Munday

The goal of this work is to study the space of continuous functions whose ergodic averages converge everywhere towards a continuous function. We will connect, as in the case of a metric study, the convergence of the ergodic averages and the…

Dynamical Systems · Mathematics 2013-03-18 Jean-François Bertazzon

Starting with the work of Lapidus and van Frankenhuysen a number of papers have introduced zeta functions as a way of capturing multifractal information. In this paper we propose a new multifractal zeta function and show that under certain…

Dynamical Systems · Mathematics 2015-06-11 Simon Baker

We consider the almost sure asymptotic behavior of the periodogram of stationary and ergodic sequences. Under mild conditions we establish that the limsup of the periodogram properly normalized identifies almost surely the spectral density…

Probability · Mathematics 2012-10-19 Christophe Cuny , Florence Merlevède , Magda Peligrad

Our goal is to show that both the fast and slow versions of the triangle map (a type of multi-dimensional continued fraction algorithm) in dimension $n$ are ergodic, resolving a conjecture of Messaoudi, Noguiera and Schweiger. This…

Dynamical Systems · Mathematics 2024-09-24 Thomas Garrity , Jacob Lehmann Duke

By applying the multifractal detrended fluctuation analysis to the high-frequency tick-by-tick data from Deutsche B\"orse both in the price and in the time domains, we investigate multifractal properties of the time series of logarithmic…

Other Condensed Matter · Physics 2009-11-10 P. Oswiecimka , J. Kwapien , S. Drozdz

In this paper, we construct a digraph structure on $p$-adic dynamical systems defined by rational functions. We study the conditions under which the functions are measure-preserving, invertible and isometric, ergodic, and minimal on…

Dynamical Systems · Mathematics 2011-08-31 Hansheng Diao , Cesar E. Silva

It is shown that there exist a subsequence for which the multiple ergodic averages of commuting invertible measure preserving transformations of a Lebesgue probability space converge almost everywhere provided that the maps are weakly…

Dynamical Systems · Mathematics 2017-04-28 E. H. El Abdalaoui

It is well known that ergodic invariant measures for order preserving two-sided time random dynamical systems(RDS) on the real line $\mathbb R$ are Dirac. In the present note this is shown to hold also for one-sided time RDS.

Dynamical Systems · Mathematics 2026-02-18 Hans Crauel

We describe a new method that is both physically explicable and quantitatively accurate in describing the multifractal characteristics of intermittent events based on groupings of rank-ordered fluctuations. The generic nature of such…

Astrophysics · Physics 2009-06-23 Tom Chang , Cheng-chin Wu

We form a sequence of oblong matrices by evaluating an integrable vector-valued function along the orbit of an ergodic dynamical system. We obtain an almost sure asymptotic result for the permanents of those matrices. We also give an…

Dynamical Systems · Mathematics 2016-10-24 Jairo Bochi , Godofredo Iommi , Mario Ponce

We study invariant ergodic measures for quasiperiodically forced circle homeomorphisms and derive that either the system is uniquely ergodic or any such measure is associated to some invariant multigraph.

Dynamical Systems · Mathematics 2007-05-23 Tobias H. Jaeger

We study the Hausdorff and box-counting dimensions of cookie-cutter-like sets formed by sequential dynamics of a finite number of expanding maps. Under some natural conditions, these dimensions turn out to be the minimum and maximum of the…

Dynamical Systems · Mathematics 2025-11-12 Victor Kleptsyn , Alexandro Luna

Johansson, Jordan, \"Oberg and Pollicott ( Israel J. Math.(2010)) has studied the multifractal analysis of a class of one-dimensional non-uniformly hyperbolic systems, by introducing some new techniques, we extend the results to the case of…

Dynamical Systems · Mathematics 2013-11-21 Ma Guan-Zhong , Yao Xiao

A result for subadditive ergodic cocycles is proved that provides more delicate information than Kingman's subadditive ergodic theorem. As an application we deduce a multiplicative ergodic theorem generalizing an earlier result of…

Dynamical Systems · Mathematics 2015-09-28 Sébastien Gouëzel , Anders Karlsson

We show that quantum wavepackets exhibit a sharp macroscopic peak as they spread in the vicinity of the critical point of the Anderson transition. The peak gives a direct access to the mutifractal properties of the wavefunctions and…

Disordered Systems and Neural Networks · Physics 2019-10-30 Panayotis Akridas-Morel , Nicolas Cherroret , Dominique Delande

We study the multifractal analysis for smooth dynamical systems in dimension one. It is characterized the Hausdorff dimension of the level set obtained from the Birkhoff averages of a continuous function by the local dimensions of…

Dynamical Systems · Mathematics 2008-03-12 Yong Moo Chung

In this letter, we study the purely nonlinear oscillator by the method of action-angle variables of Hamiltonian systems. The frequency of the non-isochronous system is obtained, which agrees well with the previously known result. Exact…

Classical Physics · Physics 2019-07-24 Aritra Ghosh , Chandrasekhar Bhamidipati

We investigate chaotic and multi-fractal properties of a two parameter map of the unit interval onto itself -- the Kim-Kong map. These results are compared with similar properties in well known one parameter maps of the unit interval onto…

Statistical Mechanics · Physics 2007-05-23 Kyungsik Kim , B. O. Shim , Y. S. Kong , B. I. Henry , M. K. Yum