Related papers: Multifractal cross wavelet analysis
The properties of q-dependent cross-correlation matrices of stock market have been analyzed by using the random matrix theory and complex network. The correlation structures of the fluctuations at different magnitudes have unique…
A multivariate dispersion control chart monitors changes in the process variability of multiple correlated quality characteristics. In this article, we investigate and compare the performance of charts designed to monitor variability based…
This article introduces a novel construction of the two-dimensional fractional Brownian motion (2D fBm) with dependent components. Unlike similar models discussed in the literature, our approach uniquely accommodates the full range of model…
Human brains exhibit highly organized multiscale neurophysiological dynamics. Understanding those dynamic changes and the neuronal networks involved is critical for understanding how the brain functions in health and disease. Functional…
Fractal dimensions of eigenfunctions for various critical random matrix ensembles are investigated in perturbation series in the regimes of strong and weak multifractality. In both regimes we obtain expressions similar to those of the…
We present a theoretical framework for understanding the wavefunctions and spectrum of an extensively studied paradigm for quasiperiodic systems, namely the Fibonacci chain. Our analytical results, which are obtained in the limit of strong…
We perform a multifractal detrended fluctuation analysis of the magnetoconductance data of two standard types of mesoscopic systems: a disordered nanowire and a ballistic chaotic billiard, with two different lattice structures. We observe…
We study a version of the mathematical Ruijsenaars-Schneider model, and reinterpret it physically in order to describe the spreading with time of quantum wave packets in a system where multifractality can be tuned by varying a parameter. We…
Recent years have seen a surge in data-driven surrogates for dynamical systems that can be orders of magnitude faster than numerical solvers. However, many machine learning-based models such as neural operators exhibit spectral bias,…
We introduce wavelet-based methodology for estimation of realized variance allowing its measurement in the time-frequency domain. Using smooth wavelets and Maximum Overlap Discrete Wavelet Transform, we allow for the decomposition of the…
We investigate Tx/Rx joint beamforming in millimeter-wave communications (MMWC). As the multipath components (MPCs) have different steering angles and independent fadings, beamforming aims at achieving array gain as well as diversity gain…
The motivation of this article is to estimate multifractality classification and model selection parameters: the first-order scaling exponent $c_1$ and the second-order scaling exponent (or intermittency coefficient) $c_2$. These exponents…
The subject of this note is the mixed Katugampola fractional integral of a bivariate function defined on a rectangular region in the Cartesian plane. This is a natural extension of the Katugampola fractional integral of a univariate…
The analysis of multivariate time series data is challenging due to the various frequencies of signal changes that can occur over both short and long terms. Furthermore, standard deep learning models are often unsuitable for such datasets,…
It is challenging for full-waveform inversion to determine geologically informative models from field data. An inaccurate wavelet can make it more complicated. We develop a novel misfit function, entitled deconvolutional double-difference…
We achieve the multifractal analysis of a class of complex valued statistically self-similar continuous functions. For we use multifractal formalisms associated with pointwise oscillation exponents of all orders. Our study exhibits new…
A transverse multipole expansion is derived, including the longitudinal components necessarily present in regions of varying magnetic field profile. It can be used for exact numerical orbit following through the fringe field regions of…
In this paper we introduce the concept of multiple bipolar fuzzy measures as a generalization of a bipolar fuzzy measure. We also propose a new definition of a group, which is based on the multidimensional bipolar fuzzy relations of its…
Many financial variables are found to exhibit multifractal nature, which is usually attributed to the influence of temporal correlations and fat-tailedness in the probability distribution (PDF). Based on the partition function approach of…
While multiband systems are usually considered for flat-band physics, here we study one-band models that have flat portions in the dispersion to explore correlation effects in the 2D repulsive Hubbard model in an intermediate coupling…