Related papers: Multifractal analysis based on p-exponents and lac…
We undertake a general study of multifractal phenomena for functions. We show that the existence of several kinds of multifractal functions can be easily deduced from an abstract statement, leading to new results. This general approach does…
B. Mandelbrot gave a new birth to the notions of scale invariance, selfsimilarity and non-integer dimensions, gathering them as the founding corner-stones used to build up fractal geometry. The first purpose of the present contribution is…
Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…
We study the multifractal analysis of a class of self-similar measures with overlaps. This class, for which we obtain explicit formulae for the L^q spectrum tau(q) as well as the singularity spectrum f(alpha), is sufficiently large to point…
In this paper we develop with considerable details a theory of multivector functions of a $p$-vector variable. The concepts of limit, continuity and differentiability are rigorously studied. Several important types of derivatives for these…
Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…
We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition…
We investigate stochastic processes possessing scale invariance properties which we refer to as multifractal processes. The examples of such processes known so far do not go much beyond the original cascade construction of Mandelbrot. We…
The analysis of the linearization effect in multifractal analysis, and hence of the estimation of moments for multifractal processes, is revisited borrowing concepts from the statistical physics of disordered systems, notably from the…
Multifractal analysis of multiplicative random cascades is revisited within the framework of {\em mixed asymptotics}. In this new framework, statistics are estimated over a sample which size increases as the resolution scale (or the…
Wavelets provide the flexibility to analyse stochastic processes at different scales. Here, we apply them to multivariate point processes as a means of detecting and analysing unknown non-stationarity, both within and across data streams.…
We give an overview of certain aspects of tractability analysis of multivariate problems. This paper is not intended to give a complete account of the subject, but provides an insight into how the theory works for particular types of…
Random Wavelet Series form a class of random processes with multifractal properties. We give three applications of this construction. First, we synthesize a random function having any given spectrum of singularities satisfying some…
The notion of wavelets is defined. It is briefly described {\it what} are wavelets, {\it how} to use them, {\it when} we do need them, {\it why} they are preferred and {\it where} they have been applied. Then one proceeds to the…
We discuss the evaluation of the real part of the elementary amplitudes in the context of a multiple diffraction model for $pp$ elastic scattering earlier developed. The framework is based on the concepts of analyticity and polynomial…
Consider a set of multiple, multimodal sensors capturing a complex system or a physical phenomenon of interest. Our primary goal is to distinguish the underlying sources of variability manifested in the measured data. The first step in our…
By calculating the non-equilibrium parameter of the probability distribution function and the singularity spectrum of multifractal we have quantified the dynamical heterogeneity in strongly correlated many-body systems.
We propose a generalization of multifractal analysis that is applicable to the critical regime of the Anderson localization-delocalization transition. The approach reveals that the behavior of the probability distribution of wavefunction…
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…
We study the local dimensions and local multifractal properties of measures on doubling metric spaces. Our aim is twofold. On one hand, we show that there are plenty of multifractal type measures in all metric spaces which satisfy only mild…