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We present a multifractal formalism for measures on infinite dimensional metric spaces, in terms of scales instead of dimensions in the classical multifractal analysis. We prove a multifractal formalism with a suitable scaling, called…

Probability · Mathematics 2026-02-16 Aihua Fan , Mathieu Helfter

We study numerically multifractal properties of two models of one-dimensional quantum maps, a map with pseudointegrable dynamics and intermediate spectral statistics, and a map with an Anderson-like transition recently implemented with cold…

Chaotic Dynamics · Physics 2010-10-18 John Martin , Ignacio Garcia-Mata , Olivier Giraud , Bertrand Georgeot

The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of non-stationary time series and the long-range correlations of fractal surfaces, which contains a parameter $\theta$…

Statistical Finance · Quantitative Finance 2010-08-03 Gao-Feng Gu , Wei-Xing Zhou

Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…

Dynamical Systems · Mathematics 2019-10-02 Théophile Caby , Davide Faranda , Giorgio Mantica , Sandro Vaienti , Pascal Yiou

We investigate a zero-range process where the underlying one-particle stationary distribution has multifractality. The multiparticle stationary probability measure can be written in a factorized form. If the number of the particles is…

Statistical Mechanics · Physics 2016-09-13 Hiroshi Miki

The statistical analysis of group studies in neuroscience is particularly challenging due to the complex spatio-temporal nature of the data, its multiple levels and the inter-individual variability in brain responses. In this respect,…

Methodology · Statistics 2025-05-15 Nicolò Margaritella , Vanda Inácio , Ruth King

The simulation of the physical movement of multi-body systems at an atomistic level, with forces calculated from a quantum mechanical description of the electrons, motivates a graph partitioning problem studied in this article. Several…

Fractional dynamics is a field of study in physics and mechanics investigating the behavior of objects and systems that are characterized by power-law non-locality, power-law long-term memory or fractal properties by using integrations and…

General Physics · Physics 2015-03-12 Vasily E. Tarasov

Multi-dimensional functional data arises in numerous modern scientific experimental and observational studies. In this paper we focus on longitudinal functional data, a structured form of multidimensional functional data. Operating within a…

Methodology · Statistics 2019-09-20 John Shamshoian , Damla Senturk , Shafali Jeste , Donatello Telesca

Motivated by modern observational studies, we introduce a class of functional models that expands nested and crossed designs. These models account for the natural inheritance of correlation structure from sampling design in studies where…

Applications · Statistics 2013-04-26 Haochang Shou , Vadim Zipunnikov , Ciprian M. Crainiceanu , Sonja Greven

Obtaining accurate field statistics continues to be one of the major challenges in turbulence theory and modeling. From the various existing modeling approaches, multifractal models have been successful in capturing intermittency in…

Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…

Statistics Theory · Mathematics 2012-01-05 Yuqiang Li , Hongshuai Dai

By using Jet Calculus as a consistent framework to describe multiparton dynamics we explain the peculiar evolution equation of fracture functions by means of the recently introduced extended fracture functions.

High Energy Physics - Phenomenology · Physics 2014-11-17 G. Camici , M. Grazzini , L. Trentadue

We compute the partition function for the $N=1$ spinning particle, including pictures and the large Hilbert space, and show that it counts the dimension of the BRST cohomology in two- and four-dimensional target space. We also construct a…

High Energy Physics - Theory · Physics 2025-04-07 Eugenia Boffo , Pietro Antonio Grassi , Ondřej Hulík , Ivo Sachs

Seamless situational awareness provided by modern radar systems relies on effective methods for multiobject tracking (MOT). This paper presents a graph-based Bayesian method for nonlinear and high-dimensional MOT problems that embeds…

Signal Processing · Electrical Eng. & Systems 2021-03-17 Wenyu Zhang , Florian Meyer

In a previous work [L.Delle Site, J.Phys.A 40, 2787 (2007)] the derivation of an analytic expression for the kinetic functional of a many-body electron system has been proposed. Though analytical, the formula is still non local…

Quantum Physics · Physics 2009-11-13 Luca M. Ghiringhelli , Luigi Delle Site

We conduct cluster analysis on a class of locally asymptotically self-similar stochastic processes, which includes multifractional Brownian motion as a representative. When the true number of clusters is supposed to be known, a new…

Machine Learning · Statistics 2020-01-15 Qidi Peng , Nan Rao , Ran Zhao

Complex systems often involve random fluctuations for which self-similar properties in space and time play an important role. Fractional Brownian motions, characterized by a single scaling exponent, the Hurst exponent $H$, provide a…

Fluid Dynamics · Physics 2021-05-10 J. Friedrich , J. Peinke , A. Pumir , R. Grauer

We apply the macroscopic fluctuation theory (MFT) to study the large-scale dynamical properties of Brownian particles with arbitrary pairwise interaction. By combining it with standard results of equilibrium statistical mechanics for the…

Statistical Mechanics · Physics 2026-05-19 Aurélien Grabsch , Davide Venturelli , Olivier Bénichou

We investigate the two-points correlation function for several boundary-driven interacting particle systems. Our goal is to show that the time evolution of that correlation function is solution to a partial differential equation that can be…

Probability · Mathematics 2024-10-24 P. Gonçalves , B. Salvador