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Related papers: Some Aspects of Multifractal analysis

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We study the ergodic properties (recurrence, discrepancy, diffusion coefficients and ergodicity itself) of a class of $\mathbb Z$-extensions over infinite interval exchange transformations called rotated odometers. The choice of a…

Dynamical Systems · Mathematics 2025-03-18 Henk Bruin , Olga Lukina

Detailed study of multifractal characteristics of the financial time series of asset values and of its returns is performed using a collection of the high frequency Deutsche Aktienindex data. The tail index ($\alpha$), the Renyi exponents…

Statistical Mechanics · Physics 2009-11-07 A. Z. Gorski , S. Drozdz , J. Speth

We analyze invariant measures of two coupled piecewise linear and everywhere expanding maps on the synchronization manifold. We observe that though the individual maps have simple and smooth functions as their stationary densities, they…

Chaotic Dynamics · Physics 2017-08-11 Deepak Jalla , Kiran M. Kolwankar

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

In this paper, we determine the almost sure multifractal spectrum of a class of random functions constructed as sums of pulses with random dilations and translations. In addition, the continuity modulii of these functions is investigated.

Classical Analysis and ODEs · Mathematics 2021-11-23 Guillaume Saes , Stéphane Seuret

Multifractal analysis is a powerful approach for characterizing ergodic or localized nature of eigenstates in complex quantum systems. In this context, the eigenvectors of random matrices belonging to invariant ensembles naturally serve as…

Quantum Physics · Physics 2023-10-06 Ayana Sarkar , Ashutosh Dheer , Santosh Kumar

The goals of this paper are first to describe and then to apply an ergodic-theoretic generalization of the Siegel integral formula from the geometry of numbers. The general formula will be seen to serve both as a guide and as a tool for…

Dynamical Systems · Mathematics 2007-05-23 William A. Veech

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, for a discontinuous skew-product transformation with the integrable observation function, we obtain uniform ergodic theorem and semi-uniform ergodic theorem. The main assumptions are that discontinuity sets of transformation…

Dynamical Systems · Mathematics 2017-11-07 Xia Pan , Zuohuan Zheng , Zhe Zhou

Nonstandard ergodic averages can be defined for a measure-preserving action of a group on a probability space, as a natural extension of classical (nonstandard) ergodic averages. We extend the one-dimensional theory, obtaining L^1 pointwise…

Dynamical Systems · Mathematics 2012-06-21 Patrick LaVictoire , Andrew Parrish , Joseph Rosenblatt

Multifractal analysis techniques are applied to patterns in several abstract expressionist artworks, paintined by various artists. The analysis is carried out on two distinct types of structures: the physical patterns formed by a specific…

Popular Physics · Physics 2015-06-26 J. R. Mureika , C. C. Dyer , G. C. Cupchik

In this paper we study multiple ergodic averages for "good" variable polynomials. In particular, under an additional assumption, we show that these averages converge to the expected limit, making progress related to an open problem posted…

Dynamical Systems · Mathematics 2022-07-19 Andreas Koutsogiannis

The creativity and emergence of biological and psychological behavior are nonlinear. However, that does not necessarily mean only that the measurements of the behaviors are curvilinear. Furthermore, the linear model might fail to reduce…

Data Analysis, Statistics and Probability · Physics 2021-05-28 Damian G. Kelty-Stephen , Elizabeth Lane , Madhur Mangalam

A view on the physical meaning of the so called ergodic hypothesis: its role on the foundations of equilibrium statistical mechanics in mid '800, its interpretations and hints at its relevance for modern nonequilibrium statistical…

Statistical Mechanics · Physics 2016-10-06 Giovanni Gallavotti

We find limits of some multiple ergodic averages, generalizing a result of Bergelson to the setting of two commuting transformations and actions of amenable groups.

Dynamical Systems · Mathematics 2008-12-11 John T. Griesmer

We establish pointwise convergence for nonconventional ergodic averages taken along $\lfloor p^c\rfloor$, where $p$ is a prime number and $c\in(1,4/3)$ on $L^r$, $r\in(1,\infty)$. In fact, we consider averages along more general sequences…

Dynamical Systems · Mathematics 2024-12-11 Erik Bahnson , Leonidas Daskalakis , Abbas Dohadwala , Ish Shah

We provide an alternative method for analysis of multifractal properties of time series. The new approach takes into account the behaviour of the whole multifractal profile of the generalized Hurst exponent $h(q)$ for all moment orders $q$,…

Statistical Finance · Quantitative Finance 2013-09-24 Dariusz Grech , Grzegorz Pamuła

Multifractal analysis studies level sets of asymptotically defined quantities in a topological dynamical system. We consider the topological pressure function on such level sets, relating it both to the pressure on the entire phase space…

Dynamical Systems · Mathematics 2013-01-14 Vaughn Climenhaga

Multifractal analysis is one of the important approaches that enables us to measure the complexity of various data via the scaling properties. We compare the most common techniques used for multifractal exponents estimation from both…

Statistical Finance · Quantitative Finance 2016-10-25 Petr Jizba , Jan Korbel

The concept of angle, angle functions, and the question how to measure angles present old and well-established mathematical topics referring to Euclidean space, and there exist also various extensions to non-Euclidean spaces of different…

Metric Geometry · Mathematics 2016-07-26 Vitor Balestro , Ákos G. Horváth , Horst Martini , Ralph Teixeira