Related papers: On the multifractal effects generated by monofract…
We study numerically multifractal properties of two models of one-dimensional quantum maps, a map with pseudointegrable dynamics and intermediate spectral statistics, and a map with an Anderson-like transition recently implemented with cold…
We consider the "multi-frequency" periodogram, in which the putative signal is modelled as a sum of two or more sinusoidal harmonics with idependent frequencies. It is useful in the cases when the data may contain several periodic…
Detrended fluctuation analysis (DFA), suitable for the analysis of nonstationary time series, has confirmed the existence of persistent long-range correlations in healthy heart rate variability data. In this paper, we present the…
We show that under quite general conditions, various multifractal spectra may be obtained as Legendre transforms of functions $T\colon \RR\to \RR$ arising in the thermodynamic formalism. We impose minimal requirements on the maps we…
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…
In this paper we will try to assess the multifractality displayed by the high-frequency returns of Madrid's Stock Exchange IBEX35 index. A Multifractal Detrended Fluctuation Analysis shows that this index has a wide singularity spectrum…
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…
To understand the sample-to-sample fluctuations in disorder-generated multifractal patterns we investigate analytically as well as numerically the statistics of high values of the simplest model - the ideal periodic $1/f$ Gaussian noise. By…
Complex systems, such as the power grid, are essential for our daily lives. Many complex systems display (multi-)fractal behavior, correlated fluctuations and power laws. Whether the power-grid frequency, an indicator about the balance on…
Multifractal properties of wave functions in a disordered system can be derived from self-consistent theory of localization by Vollhardt and Woelfle. A diagrammatic interpretation of results allows to obtain all scaling relations used in…
The finite sample effect on the Hurst exponent (HE) of realized volatility time series is examined using Bitcoin data. This study finds that the HE decreases as the sampling period $\Delta$ increases and a simple finite sample ansatz…
Methods connecting dynamical systems and graph theory have attracted increasing interest in the past few years, with applications ranging from a detailed comparison of different kinds of dynamics to the characterisation of empirical data.…
We present a mathematical analysis of propagation-induced distortions in the spectro-temporal properties of Fast Radio Bursts (FRBs). Within the Triggered Relativistic Dynamical Model, we derive a centroid-based formulation of the sub-burst…
In the framework of Symbolic Data Analysis (SDA), distribution-variables are a particular case of multi-valued variables: each unit is represented by a set of distributions (e.g. histograms, density functions or quantile functions), one for…
We introduce a class of models containing robust and analytically demonstrable multifractality induced by disorder correlations. Specifically, we investigate the statistics of eigenstates of disordered tight-binding models on two classes of…
We investigate how extreme loss of data affects the scaling behavior of long-range power-law correlated and anti-correlated signals applying the DFA method. We introduce a segmentation approach to generate surrogate signals by randomly…
Many complex systems generate multifractal time series which are long-range cross-correlated. Numerous methods have been proposed to characterize the multifractal nature of these long-range cross correlations. However, several important…
In Refs. [1,2] we have shown how a combination of modern linear-scaling DFT, together with a subsequent use of large, effective tight-binding Hamiltonians, allows to compute multifractal wave functions yielding the critical properties of…
We prove a complete realization theorem for multifractal entropy spectra of continuous potentials on a broad class of dynamical systems. More precisely, for every $H>0$ and every continuous concave function on a compact interval with…
Many studies have shown that we can gain additional information on time series by investigating their accompanying complex networks. In this work, we investigate the fundamental topological and fractal properties of recurrence networks…