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Related papers: An introduction to Mandelbrot cascades

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The class of stochastically self-similar sets contains many famous examples of random sets, e.g. Mandelbrot percolation and general fractal percolation. Under the assumption of the uniform open set condition and some mild assumptions on the…

Metric Geometry · Mathematics 2019-12-23 Sascha Troscheit

We construct a subset of the Mandelbrot set which is dense on the boundary of the Mandelbrot set and which consists of only infinitely renormalizable points such that the Mandelbrot set is locally connected at every point of this subset. We…

Dynamical Systems · Mathematics 2016-09-06 Yunping Jiang

Multiplicative cascades have been used in turbulence to generate fields with multifractal statistics and long-range correlations. Examples of continuous and causal stochastic processes which generate such a random field have been carefully…

Fluid Dynamics · Physics 2020-08-26 G. B. Apolinário , L. Moriconi

Fractal percolation has been introduced by Mandelbrot in 1974. We study the two-dimensional case, with integer subdivision index M and survival probability p. It is well known that there exists a non-trivial critical value p_c(M) such that…

Probability · Mathematics 2016-09-23 Henk Don

Velocity increments over a distance r and turbulent energy dissipation on a box of size r are well described by the multifractal models of fully developed turbulence. These quantities and models however, do not involve time-correlations and…

chao-dyn · Physics 2008-02-03 R. Lima , R. Vilela Mendes

This article focuses on the dynamics of the different tridimensional principal slices of the multicomplex Multibrot sets. First, we define an equivalence relation between those slices. Then, we characterize them in order to establish…

Dynamical Systems · Mathematics 2020-03-17 Guillaume Brouillette , Dominic Rochon

We give an invariant nondegeneracy condition for CR--maps between generic submanifolds in different dimensions and use it to prove a reflection principle for these maps.

Complex Variables · Mathematics 2007-05-23 Bernhard Lamel

We introduced a new continued fraction expansions in our previous paper. For these expansions, we show formulae of probability about incomplete quotients. Furthermore, we prove the existence of invariant measures with respect to the…

Number Theory · Mathematics 2010-11-24 Dan Lascu , Katsunori Kawamura

Our first experience of dimension typically comes in the intuitive Euclidean sense: a line is one dimensional, a plane is two-dimensional, and a volume is three-dimensional. However, following the work of Mandelbrot \cite{mandelbrot},…

Physics Education · Physics 2022-09-05 Charles E. Creffield

A multiplicative cascade can be thought of as a randomization of a measure on the boundary of a tree, constructed from an iid collection of random variables attached to the tree vertices. Given an initial measure with certain regularity…

Probability · Mathematics 2013-05-28 Tom Alberts , Ben Rifkind

In this article a collection of random self-similar fractal dendrites is constructed, and their Hausdorff dimension is calculated. Previous results determining this quantity for random self-similar structures have relied on geometrical…

Probability · Mathematics 2012-10-23 David A. Croydon

We discuss the formation of stochastic fractals and multifractals using the kinetic equation of fragmentation approach. We also discuss the potential application of this sequential breaking and attempt to explain how nature creats fractals.

Condensed Matter · Physics 2007-05-23 M. K. Hassan

This paper aims at reviewing and analysing the method of reflections. The latter is an iterative procedure designed to linear boundary value problems set in multiply connected domains. Being based on a decomposition of the domain boundary,…

Analysis of PDEs · Mathematics 2021-06-25 Philippe Laurent , Guillaume Legendre , Julien Salomon

We propose a new application of random tensor theory to studies of non-linear random flows in many variables. Our focus is on non-linear resonant systems which often emerge as weakly non-linear approximations to problems whose linearized…

Mathematical Physics · Physics 2020-03-12 Stéphane Dartois , Oleg Evnin , Luca Lionni , Vincent Rivasseau , Guillaume Valette

The n-point statistics of singularity strength variables for multiplicative branching processes is calculated from an analytic expression of the corresponding multivariate generating function. The key ingredient is a branching generating…

Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Stanislaw Drozdz , Jaroslaw Kwapien , Pawel Oswiecimka , Rafal Rak

We introduce a class of multifractal processes, referred to as Multifractal Random Walks (MRWs). To our knowledge, it is the first multifractal processes with continuous dilation invariance properties and stationary increments. MRWs are…

Condensed Matter · Physics 2009-10-31 E. Bacry , J. Delour , J. F. Muzy

In this paper we extend Hochman and Shmerkin's projection theorem to product measures of Mandelbrot cascades acting on ergodic measures imaged through canonical mappings of one-dimensional iterated function systems without any separation…

Dynamical Systems · Mathematics 2023-11-20 Catherine Bruce , Xiong Jin

The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null…

Statistics Theory · Mathematics 2018-01-12 Tatsushi Oka , Pierre Perron

In this paper we revisit an idea originally proposed by Mandelbrot about the possibility to observe ``negative dimensions'' in random multifractals. For that purpose, we define a new way to study scaling where the observation scale $\tau$…

Data Analysis, Statistics and Probability · Physics 2009-11-13 J. F. Muzy , E. Bacry , R. Baile , P. Poggi
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