English
Related papers

Related papers: On the multifractal effects generated by monofract…

200 papers

We study the multifractal analysis (MFA) of electronic wavefunctions at the localisation-delocalisation transition in the 3D Anderson model for very large system sizes up to $240^3$. The singularity spectrum $f(\alpha)$ is numerically…

Disordered Systems and Neural Networks · Physics 2008-11-12 Alberto Rodriguez , Louella J. Vasquez , Rudolf A. Roemer

We perform an analysis of fractal properties of the positive and the negative changes of the German DAX30 index separately using Multifractal Detrended Fluctuation Analysis (MFDFA). By calculating the singularity spectra $f(\alpha)$ we show…

Statistical Finance · Quantitative Finance 2008-12-02 P. Oswiecimka , J. Kwapien , S. Drozdz , A. Z. Gorski , R. Rak

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 multifractal properties of wave functions for a one-parameter family of quantum maps displaying the whole range of spectral statistics intermediate between integrable and chaotic statistics. We perform extensive numerical…

Chaotic Dynamics · Physics 2008-03-18 J. Martin , O. Giraud , B. Georgeot

Influence of the weak electric field on the electronic structure of the Fibonacci superlattice is considered. The electric field produces a nonlinear dynamics of the energy spectrum of the aperiodic superlattice. Mechanism of the…

Mesoscale and Nanoscale Physics · Physics 2012-01-16 Maciej Woloszyn , Bartlomiej J. Spisak

The miltifractal properties and scaling behaviour of the exchange rate variations of the Iranian rial against the US dollar from a daily perspective is numerically investigated. For this purpose the multifractal detrended fluctuation…

Data Analysis, Statistics and Probability · Physics 2009-11-11 P. Norouzzadeh

Scaling temporal dynamics in functional MRI (fMRI) signals have been evidenced for a decade as intrinsic characteristics of ongoing brain activity (Zarahn et al., 1997). Recently, scaling properties were shown to fluctuate across brain…

Statistics Theory · Mathematics 2013-08-21 P. Ciuciu , G. Varoquaux , P. Abry , S. Sadaghiani , A. Kleinschmidt

The brain criticality hypothesis has largely only characterized brain dynamics in terms of their self-similarity, although experimental evidence suggests that the brain exhibits significant multifractality. To understand how multifractality…

Disordered Systems and Neural Networks · Physics 2026-02-03 Merlin Dumeur , Sheng H. Wang , J. Matias Palva , Philippe Ciuciu

The multifractal scaling exponents are calculated for the critical wave function of a two-dimensional Dirac fermion in the presence of a random magnetic field. It is shown that the problem of calculating the multifractal spectrum maps into…

Mesoscale and Nanoscale Physics · Physics 2009-10-30 Horacio E. Castillo , Claudio de C. Chamon , Eduardo Fradkin , Paul M. Goldbart , Christopher Mudry

Multifractal Detrended Fluctuation Analysis (MFDFA) has emerged as a standard tool for characterizing scale invariance in complex systems, yet its application to discrete spin models is frequently marred by reports of ``spurious…

Statistical Mechanics · Physics 2026-04-01 Sebastian Jaroszewicz , Nahuel Mendez , Maria P. Beccar-Varela , Maria Cristina Mariani

Detrended fluctuation analysis (DFA) is a scaling analysis method used to estimate long-range power-law correlation exponents in noisy signals. Many noisy signals in real systems display trends, so that the scaling results obtained from the…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Kun Hu , Plamen Ch. Ivanov , Zhi Chen , Pedro Carpena , H. Eugene Stanley

The method of iterated conformal maps allows to study the harmonic measure of Diffusion Limited Aggregates with unprecedented accuracy. We employ this method to explore the multifractal properties of the measure, including the scaling of…

Statistical Mechanics · Physics 2009-11-07 Mogens H. Jensen , Anders Levermann , Joachim Mathiesen , Itamar Procaccia

In this paper, we consider daily financial data of a collection of different stock market indices, exchange rates, and interest rates, and we analyze their multi-scaling properties by estimating a simple specification of the…

Statistical Finance · Quantitative Finance 2009-11-13 Ruipeng Liu , T. Di Matteo , Thomas Lux

Multifractal analysis and extensive statistical tests are performed upon intraday minutely data within individual trading days for four stock market indexes (including HSI, SZSC, S&P500, and NASDAQ) to check whether the indexes (instead of…

Statistical Finance · Quantitative Finance 2008-12-02 Zhi-Qiang Jiang , Wei-Xing Zhou

Long-range temporal and spatial correlations have been reported in a remarkable number of studies. In particular power-law scaling in neural activity raised considerable interest. We here provide a straightforward algorithm not only to…

Quantitative Methods · Quantitative Biology 2015-12-09 Robert Ton , Andreas Daffertshofer

We consider a self-similar phase space with specific fractal dimension $d$ being distributed with spectrum function $f(d)$. Related thermostatistics is shown to be governed by the Tsallis formalism of the non-extensive statistics, where the…

Statistical Mechanics · Physics 2009-11-13 A. I. Olemskoi , V. O. Kharchenko , V. N. Borisyuk

A thin layer of liquid in a horizontal cell is subjected to a periodic vertical force with two control parameters: acceleration and frequency. The influence of the rheological behavior of the fluid was considered over the empirically…

Mathematical Physics · Physics 2008-04-24 M. Rosen , M. Piacquadio

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

In present paper, we investigate the multifractality signatures in hourly time series extracted from CoRoT spacecraft database. Our analysis is intended to highlight the possibility that astrophysical time series can be members of a…

This work aimed, to determine the characteristics of activity series from fractal geometry concepts application, in addition to evaluate the possibility of identifying individuals with fibromyalgia. Activity level data were collected from…

Chaotic Dynamics · Physics 2018-09-28 Lucas Gabriel Souza França , Pedro Montoya , José Garcia Vivas Miranda
‹ Prev 1 4 5 6 7 8 10 Next ›