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This article primarily aims to unify the various formalisms of multivariate coefficients of variation, leveraging advanced concepts of generalized means, whether weighted or not, applied to the eigenvalues of covariance matrices. We…

Instrumentation and Detectors · Physics 2024-03-13 Elise Colin , Razvigor Ossikovski

We study $p$-adic multiresolution analyses (MRAs). A complete characterisation of test functions generating MRAs (scaling functions) is given. We prove that only 1-periodic test functions may be taken as orthogonal scaling functions. We…

Classical Analysis and ODEs · Mathematics 2008-02-11 S. Albeverio , S. Evdokimov , M. Skopina

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

We consider the applications of a numerical-analytical approach based on multiscale variational wavelet technique to the systems with collective type behaviour described by some forms of Vlasov-Poisson/Maxwell equations. We calculate the…

Accelerator Physics · Physics 2007-05-23 Antonina N. Fedorova , Michael G. Zeitlin

This article considers a novel and widely applicable approach to modeling high-dimensional dependent data when a large number of explanatory variables are available and the signal-to-noise ratio is low. We postulate that a $p$-dimensional…

Methodology · Statistics 2024-12-09 Zhaoxing Gao , Ruey S. Tsay

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

One of the challenges in phase measuring deflectometry is to retrieve the wavefront from objects that present discontinuities or non-differentiable gradient fields. Here, we propose the integration of such gradients fields based on an…

Numerical Analysis · Mathematics 2023-06-02 Ricardo Legarda-Saenz , Jorge L. Flores , Manuel Servin , Anabel Martin-Gonzalez

We consider a boundary value problem driven by the fractional p-Laplacian operator with a bounded reaction term. By means of barrier arguments, we prove H\"older regularity up to the boundary for the weak solutions, both in the singular…

Analysis of PDEs · Mathematics 2015-04-07 Antonio Iannizzotto , Sunra Mosconi , Marco Squassina

Estimations and applications of factor models often rely on the crucial condition that the number of latent factors is consistently estimated, which in turn also requires that factors be relatively strong, data are stationary and weak…

Statistics Theory · Mathematics 2020-06-05 Jianqing Fan , Yuan Liao

This paper produces various results on $p$-adic multiframelet. Multiframelet is a frame-like sequence generated by multiple functions along with wavelet structure. Various properties of multiframelet in $L^{2}(\mathbb{Q}_{p})$ have been…

Functional Analysis · Mathematics 2020-09-15 Debasis Haldar

We consider a variational problem with boundary singularity and Dirichlet condition. We give a blow-up analysis for sequences of solutions of an equation with exponential nonlinearity. Also, we derive a compactness criterion under some…

Analysis of PDEs · Mathematics 2018-10-26 Samy Skander Bahoura

In this article, we determine the multivariate multifractal Legendre spectra of shifted L{\'e}vy functions. This allows us to explore how the validity of the multivariate multifractal formalism depends on the shift parameter. This article…

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

Multifractal formalism is designed to describe the distribution at small scales of the elements of $\mathcal M^+_c(\R^d)$, the set of positive, finite and compactly supported Borel measures on $\R^d$. It is valid for such a measure $\mu$…

Metric Geometry · Mathematics 2014-09-30 Julien Barral

We show that under quite general conditions, various multifractal spectra may be obtained as Legendre transforms of functions $T\colon \RR\to \RR$ arising in the thermodynamic formalism. We impose minimal requirements on the maps we…

Dynamical Systems · Mathematics 2010-02-04 Vaughn Climenhaga

Recently it has been shown that cumulants significantly simplify the analysis of multipartite weak measurements. Here we consider the mathematical structure that underlies this, and find that it can be formulated in terms of what we call…

Quantum Physics · Physics 2009-07-12 Johan Aberg , Graeme Mitchison

We have performed detailed multifractal analysis on the minutely volatility of two indexes and 1139 stocks in the Chinese stock markets based on the partition function approach. The partition function $\chi_q(s)$ scales as a power law with…

Statistical Finance · Quantitative Finance 2008-12-02 Zhi-Qiang Jiang , Wei-Xing Zhou

A new type of elasticity of random (multifractal) structures is suggested. A closed system of constitutive equations is obtained on the basis of two proposed phenomenological laws of reversible deformations of multifractal structures. The…

Materials Science · Physics 2007-05-23 Alexander S. Balankin

We introduce some new indexes to measure the departure of any multivariate continuous distribution on non-negative orthant from a given reference one such the uncorrelated exponential model, similar to the relative Fisher dispersion indexes…

Statistics Theory · Mathematics 2019-06-25 Célestin C. Kokonendji , Aboubacar Y. Touré , Amadou Sawadogo

We prove norm estimates for multilinear fractional integrals acting on weighted and variable Hardy spaces. In the weighted case we develop ideas we used for multilinear singular integrals [7]. For the variable exponent case, a key element…

Classical Analysis and ODEs · Mathematics 2019-03-06 David Cruz-Uribe , Kabe Moen , Hanh Nguyen

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…

Data Analysis, Statistics and Probability · Physics 2015-06-16 Dariusz Grech , Grzegorz Pamuła