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Related papers: Multifractal analysis based on p-exponents and lac…

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We propose a wavelet based method for the characterization of the scaling behavior of non-stationary time series. It makes use of the built-in ability of the wavelets for capturing the trends in a data set, in variable window sizes.…

Chaotic Dynamics · Physics 2009-11-10 P. Manimaran , Prasanta K. Panigrahi , Jitendra C. Parikh

We consider polynomial equations, or systems of polynomial equations, with integer coefficients, modulo prime numbers $p$. We offer an elementary approach based on a counting method. The outcome is a weak form of the Lang-Weil lower bound…

Number Theory · Mathematics 2023-01-10 Arnaud Bodin , Pierre Dèbes , Salah Najib

We determine the $1$-exponent (according to the Calder\'on-Zygmund definition) of the Brjuno function $B$ everywhere, thus showing that it is a new example of multifractal function. We also discuss various notions of pointwise regularity of…

Number Theory · Mathematics 2017-11-15 Stéphane Jaffard , Bruno Martin

The wavelet transform modulus maxima (WTMM) used in the singularity analysis of one fractal function is extended to study the fractal correlation of two multifractal functions. The technique is developed in the framework of joint partition…

Data Analysis, Statistics and Probability · Physics 2009-11-13 D. C. Lin , A. Sharif

We take a wavelet based approach to the analysis of point processes and the estimation of the first order intensity under a continuous time setting. A multiresolution analysis of a point process is formulated which motivates the definition…

Methodology · Statistics 2018-04-02 Youssef Taleb , Edward A. K. Cohen

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 study the asymptotic power means of the coefficients associated with the Schneider continued fraction map on $p\mathbb{Z}_p$. Using tools from thermodynamic formalism, we compute the Hausdorff dimension of the corresponding level sets…

Dynamical Systems · Mathematics 2026-05-11 Matias Alvarado , Nicolás Arévalo-Hurtado

Differential analysis aims at inferring global properties of nonlinear behaviors from the local analysis of the linearized dynamics. The paper motivates and illustrates the use of differential analysis on the nonlinear pendulum model, an…

Systems and Control · Computer Science 2016-11-15 Fulvio Forni , Rodolphe Sepulchre

Complex functions have multiple uses in various fields of study, so analyze their characteristics it is of extensive interest to other sciences. This work begins with a particular class of rational functions of a complex variable; over this…

Econometrics · Economics 2019-07-16 Guillermo Daniel Scheidereiter , Omar Roberto Faure

We define a new multivariate time series model by generalizing the ARMAX process in a multivariate way. We give conditions on stationarity and analyze local dependence and domains of attraction. As a consequence of the obtained result, we…

Statistics Theory · Mathematics 2012-12-11 Marta Ferreira , Helena Ferreira

A usual classification tool to study a fractal interface is the computation of its fractal dimension. But a recent method developed by Y. Heurteaux and S. Jaffard proposes to compute either weak and strong accessibility exponents or local…

Classical Analysis and ODEs · Mathematics 2014-07-24 Mourad Ben Slimane , Clothilde Melot

We use multifractal finite-size scaling to perform a high-precision numerical study of the critical properties of the Anderson localization-delocalization transition in the unitary symmetry class, considering the Anderson model including a…

Disordered Systems and Neural Networks · Physics 2017-10-11 Jakob Lindinger , Alberto Rodríguez

We study the sets of points where a L\'evy function and a translated L\'evy function share a given couple of H\''older exponents, and we investigate how their Hausdorff dimensions depend on the translation parameter.

Dynamical Systems · Mathematics 2025-05-15 Stéphane Jaffard , Lingmin Liao , Qian Zhang

In this article we develop a concentration compactness type principle in a variable exponent setup. As an application of this principle we discuss a problem involving fractional `{\it $(p(x),p^+)$-Laplacian}' and power nonlinearities with…

Analysis of PDEs · Mathematics 2021-03-24 Akasmika Panda , Debajyoti Choudhuri

Texture characterization is a central element in many image processing applications. Multifractal analysis is a useful signal and image processing tool, yet, the accurate estimation of multifractal parameters for image texture remains a…

Data Analysis, Statistics and Probability · Physics 2015-05-27 Sébastien Combrexelle , Herwig Wendt , Nicolas Dobigeon , Jean-Yves Tourneret , Steve McLaughlin , Patrice Abry

Multifractality is ubiquitously observed in complex natural and socioeconomic systems. Multifractal analysis provides powerful tools to understand the complex nonlinear nature of time series in diverse fields. Inspired by its striking…

Statistical Finance · Quantitative Finance 2022-08-23 Zhi-Qiang Jiang , Wen-Jie Xie , Wei-Xing Zhou , Didier Sornette

We introduce a method for calculating \(p\)-values to test causal hypotheses in qualitative research \emph{a la} process tracing. As in an experiment, our \(p\)-value tells us how often one would make the same or more compelling…

Methodology · Statistics 2025-08-04 Matias Lopez , Jake Bowers

In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…

Probability · Mathematics 2010-07-07 Gyorgy Steinbrecher , Xavier Garbet , Boris Weyssow

We address the challenge of estimating the hyperuniformity exponent $\alpha$ of a spatial point process, given only one realization of it. Assuming that the structure factor $S$ of the point process follows a vanishing power law at the…

Statistics Theory · Mathematics 2024-07-25 Gabriel Mastrilli , Bartłomiej Błaszczyszyn , Frédéric Lavancier

We analyze the sequence of polynomials defined by the differential-difference equation $P_{n+1}(x)=P_{n}^{\prime}(x)+x(n+1)P_{n}(x)$ asymptotically as $n\to\infty$. The polynomials $P_{n}(x)$ arise in the computation of higher derivatives…

Classical Analysis and ODEs · Mathematics 2008-11-17 Diego Dominici , Charles Knessl
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