Related papers: High values of disorder-generated multifractals an…
Through a combination of rigorous analytical derivations and extensive numerical simulations, this work reports an exotic multifractal behavior, dubbed "logarithmic multifractality", in effectively infinite-dimensional systems undergoing…
Multivariate statistical analysis is concerned with observations on several variables which are thought to possess some degree of inter-dependence. Driven by problems in genetics and the social sciences, it first flowered in the earlier…
We review recent progress relating to the extreme value statistics of the characteristic polynomials of random matrices associated with the classical compact groups, and of the Riemann zeta-function and other $L$-functions, in the context…
We discuss the problem for detecting long-range correlations in sequences of values obtained by generators of pseudo-random numbers. The basic idea is that the H{\"o}lder exponent for a sufficiently long sequence of uncorrelated random…
Multifractal Detrended Fluctuation Analysis stands out as one of the most reliable methods for unveiling multifractal properties, specially when real-world time series are under analysis. However, little is known about how several aspects,…
Latent factor models that integrate data from multiple sources/studies or modalities have garnered considerable attention across various disciplines. However, existing methods predominantly focus either on multi-study integration or…
Problems involving disordered systems are usually analyzed for systems with random disorder. However, there are many systems in which the main disorder involves clusters with correlated differences between their properties and those of the…
We study quantitatively the level of false multifractal signal one may encounter while analyzing multifractal phenomena in time series within multifractal detrended fluctuation analysis (MF-DFA). The investigated effect appears as a result…
Recently, based on heuristic arguments, it was conjectured that an intimate relation exists between any multifractal dimensions, $D_q$ and $D_{q'}$, of the eigenstates of critical random matrix ensembles: $D_{q'} \approx…
Random multifractals occur in particular at critical points of disordered systems. For Anderson localization transitions, Mirlin and Evers [PRB 62,7920 (2000)] have proposed the following scenario (a) the Inverse Participation Ratios…
We define a large class of multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined log-normal…
We study the critical behavior near the integer quantum Hall plateau transition by focusing on the multifractal (MF) exponents $X_q$ describing the scaling of the disorder-average moments of the point contact conductance $T$ between two…
While quantum multifractality has been widely studied in the physics literature and is by now well understood from the point of view of physics, there is little work on this subject in the mathematical literature. I will report on a proof…
Disordered systems are very rich laboratories for exploring complex systems. In particular, disordered magnetic systems have been extremely important in the last five decades for understanding a wide range of phenomena. In this work, we use…
We reconsider the model of the randomly pinned planar flux array (or the two-dimensional XY-model with random fields and no vortices) in extensive Monte Carlo simulations. We show that contrary to what has been reported recently [Phys.\…
We establish a notion of random entropy solution for degenerate fractional conservation laws incorporating randomness in the initial data, convective flux and diffusive flux. In order to quantify the solution uncertainty, we design a…
Determining causal relationship between high dimensional observations are among the most important tasks in scientific discoveries. In this paper, we revisited the \emph{linear trace method}, a technique proposed…
Multifractal processes are a relatively new tool of stock market analysis. Their power lies in the ability to take multiple orders of autocorrelations into account explicitly. In the first part of the paper we discuss the framework of the…
In lattice QCD the calculation of disconnected quark loops from the trace of the inverse quark matrix has large noise variance. A multilevel Monte Carlo method is proposed for this problem that uses different degree polynomials on a…
We consider the GUE minor process, where a sequence of GUE matrices is drawn from the corner of a doubly infinite array of i.i.d. standard normal variables subject to the symmetry constraint. From each matrix, we take its largest…