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Related papers: On the Dynamical Foundation of Multifractality

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Complex systems are characterized by a huge number of degrees of freedom often interacting in a non-linear manner. In many cases macroscopic states, however, can be characterized by a small number of order parameters that obey stochastic…

Data Analysis, Statistics and Probability · Physics 2012-02-20 David Kleinhans

In complex systems, external parameters often determine the phase in which the system operates, i.e., its macroscopic behavior. For nearly a century, statistical physics has extensively studied systems' transitions across phases,…

A central concern across the natural sciences is a quantitative understanding of the mechanism governing rare transitions between two metastable states. Recent research has uncovered a fundamental equality between the time-reversal…

Statistical Mechanics · Physics 2024-12-30 Miranda D. Louwerse , David A. Sivak

Complex systems are often characterized by the interplay of multiple interconnected dynamical processes operating across a range of temporal scales. This phenomenon is widespread in both biological and artificial scenarios, making it…

Statistical Mechanics · Physics 2025-09-08 Giorgio Nicoletti , Daniel M. Busiello

Understanding how urban systems and traffic dynamics co-evolve is crucial for advancing sustainable and resilient cities. However, their bidirectional causal relationships remain underexplored due to challenges of simultaneously inferring…

Physics and Society · Physics 2025-10-30 Yatao Zhang , Ye Hong , Song Gao , Martin Raubal

Multifractal processes are a relatively new tool of stock market analysis. Their power lies in the ability to take multiple orders of autocorrelations into account explicitly. In the first part of the paper we discuss the framework of the…

Other Condensed Matter · Physics 2008-12-02 Zoltan Eisler , Janos Kertesz

The dynamics based on information transfer is proposed as an underlying mechanism for the scale-invariant dynamic critical behavior observed in a variety of systems. We apply the dynamics to the globally-coupled Ising model, which is…

Statistical Mechanics · Physics 2009-11-10 M. Y. Choi , B. J. Kim , B. -G. Yoon , H. Park

A principled approach to cyclicality and intransitivity in paired comparison data is developed. The proposed methodology enables more precise estimation of the underlying preference profile and facilitates the identification of all cyclic…

Methodology · Statistics 2025-10-08 Rahul Singh , Ori Davidov

Complex-dynamical fractal is a hierarchy of permanently, chaotically changing versions of system structure, obtained as the unreduced, causally probabilistic general solution of arbitrary interaction problem (physics/0305119,…

General Physics · Physics 2007-05-23 Andrei P. Kirilyuk

Multifractal analysis of stochastic processes deals with the fine scale properties of the sample paths and seeks for some global scaling property that would enable extracting the so-called spectrum of singularities. In this paper we…

Probability · Mathematics 2014-06-12 Danijel Grahovac , Nikolai N. Leonenko

The occurrence of some extreme events (such as marine heatwaves or exceptional circulations) can cause other extreme events (such as heatwave, drought and flood). These concurrent extreme events have a great impact on environment and human…

Atmospheric and Oceanic Physics · Physics 2025-09-08 Siyang Yu , Yu Huang , Zuntao Fu

The creativity and emergence of biological and psychological behavior are nonlinear. However, that does not necessarily mean only that the measurements of the behaviors are curvilinear. Furthermore, the linear model might fail to reduce…

Data Analysis, Statistics and Probability · Physics 2021-05-28 Damian G. Kelty-Stephen , Elizabeth Lane , Madhur Mangalam

The universal concept of complexity by the dynamic redundance paradigm and the ensuing concept of extended dynamic fractality (physics/9806002) are applied here to higher levels of complexity corresponding to living systems. After recalling…

General Physics · Physics 2007-05-23 Andrei P. Kirilyuk

Macroscopic systems often display phase transitions where certain physical quantities are singular or self-similar at different (spatial) scales. Such properties of systems are currently characterized by some order parameters and a few…

Statistical Mechanics · Physics 2013-04-12 Zhi Chen , Xiao Xu

Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation…

Statistical Finance · Quantitative Finance 2015-10-20 Rafal Rak , Pawel Zięba

Recent studies have shown that novel collective behaviors emerge in complex systems due to the presence of higher-order interactions. However, how the collective behavior of a system is influenced by the microscopic organization of its…

Physics and Society · Physics 2025-07-01 Federico Malizia , Santiago Lamata-Otín , Mattia Frasca , Vito Latora , Jesús Gómez-Gardeñes

We investigate the relationship between complexity, information transfer and the emergence of collective behaviors, such as synchronization and nontrivial collective behavior, in a network of globally coupled chaotic maps as a simple model…

Chaotic Dynamics · Physics 2010-10-26 M. Escalona-Morán , G. Paredes , M. G. Cosenza

We derive the extended fluctuation theorems in presence of multiple measurements and feedback, when the system is governed by Hamiltonian dynamics. We use only the forward phase space trajectories in the derivation. However, to obtain an…

Statistical Mechanics · Physics 2016-04-20 Sourabh Lahiri , A. M. Jayannavar

'Causal' direction is of great importance when dealing with complex systems. Often big volumes of data in the form of time series are available and it is important to develop methods that can inform about possible causal connections between…

Statistical Mechanics · Physics 2014-01-24 Fatimah Abdul Razak , Henrik Jeldtoft Jensen

The exchange of "information" between a system and its environment based on the reduced dynamics is investigated. The association of trace distance with information cannot be stated, because of lack of symmetry between leakage from the…

Quantum Physics · Physics 2016-04-05 Filip A. Wudarski , Francesco Petruccione