Related papers: Fractal Properties of Multiagent News Diffusion Mo…
The work presents results of a numerical study of fractal characteristics of multifractal stream at addition of stream, which does not have multifractal properties. They showed that the generalized Hurst exponent of total stream tends to…
Fractal behavior and long-range dependence have been observed in an astonishing number of physical systems. Either phenomenon has been modeled by self-similar random functions, thereby implying a linear relationship between fractal…
A method is proposed for generating compact fractal disordered media, by generalizing the random midpoint displacement algorithm. The obtained structures are invasive stochastic fractals, with the Hurst exponent varying as a continuous…
The wavelet spectra is a common starting point for estimating the Hurst exponent of a self-similar signal using wavelet-based techniques. The decay of the $\log_2$ average energy of the detail wavelet coefficients as a function of the level…
This paper deals with the problem of inference associated with linear fractional diffusion process with random effects in the drift. In particular we are concerned with the maximum likelihood estimators (MLE) of the random effect…
Analysis of experimental kinetic dependences and results of the computer modeling of pairwise interactions in the heterogeneous system have shown that a character of its fractal property variation in the evolution process would be different…
Considering that both the entropy-based market information and the Hurst exponent are useful tools for determining whether the efficient market hypothesis holds for a given asset, we study the link between the two approaches. We thus…
We investigate the influence of fractal structure on material properties. We calculate the statistical correlation functions of fractal media defined by level-cut Gaussian random fields. This allows the modeling of both surface fractal and…
We review the time evolution of wavepackets at the metal-insulator transition in two- and three-dimensional disordered systems. The importance of scale invariance and multifractal eigenfunction fluctuations is stressed. The implications of…
The study of human dynamics has attracted much interest from many fields recently. In this paper, the fractal characteristic of human behaviors is investigated from the perspective of time series constructed with the amount of library…
A numerical study of the transfer across random fractal surfaces shows that their responses are very close to the response of deterministic model geometries with the same fractal dimension. The simulations of several interfaces with…
Many models and real complex systems possess critical thresholds at which the systems shift from one sate to another. The discovery of the early warnings of the systems in the vicinity of critical point are of great importance to estimate…
We propose a new method for (global) Hurst exponent determination based on wavelets. Using this method, we analyze synthetic data with predefined Hurst exponents, fracture surfaces and data from economy. The results are compared with those…
If a point particle moves chaotically through a periodic array of scatterers the associated transport coefficients are typically irregular functions under variation of control parameters. For a piecewise linear two-parameter map we analyze…
Hurst exponent is an important feature summarizing the noisy high-frequency data when the inherent scaling pattern cannot be described by standard statistical models. In this paper, we study the robust estimation of Hurst exponent based on…
A modification of the Drude dispersive model based on fractional time derivative is presented. The dielectric susceptibility is calculated analytically and simulated numerically, showing a good agreement between theoretical description and…
We study the fractal structure of language, aiming to provide a precise formalism for quantifying properties that may have been previously suspected but not formally shown. We establish that language is: (1) self-similar, exhibiting…
We have experimentally investigated the fracture process in paper samples submitted to a uniaxial force. Five types of paper sheets (newsprint, towel, sulfite, silk and couche papers) were fractured along two orthogonal orientations. In…
In this paper we present a thorough analysis of the nature of news in different mediums across the ages, introducing a unique mathematical model to fit the characteristics of information spread. This model enhances the information diffusion…
We investigate an opinion model consisting of a large group of interacting agents, whose opinions are represented as numbers in $[-1,1]$. At each update time, two random agents are selected, and the opinion of the first agent is updated…