Related papers: Multifractal processes: Definition, properties and…
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…
We define a large class of continuous time multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined…
We study the local regularity and multifractal nature of the sample paths of jump diffusion processes, which are solutions to a class of stochastic differential equations with jumps. This article extends the recent work of Barral {\it et…
Multiplicative cascades have been introduced in turbulence to generate random or deterministic fields having intermittent values and long-range power-law correlations. Generally this is done using discrete construction rules leading to…
We define a new type of self-similarity for one-parameter families of stochastic processes, which applies to a number of important families of processes that are not self-similar in the conventional sense. This includes a new class of…
Among the statistical models employed to approximate nonlinear interactions in biological and psychological processes, one prominent framework is that of cascades. Despite decades of empirical work using multifractal formalisms, a…
This paper investigates new properties concerning the multifractal structure of a class of statistically self-similar measures. These measures include the well-known Mandelbrot multiplicative cascades, sometimes called independent random…
The Lamperti transform offers a powerful bridge between self-similar processes and stationary dynamics, making it especially useful for analyzing anomalous diffusion models that lack stationary increments. In this paper we examine the…
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…
Random Wavelet Series form a class of random processes with multifractal properties. We give three applications of this construction. First, we synthesize a random function having any given spectrum of singularities satisfying some…
We define a large class of multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined log-normal…
The concept of multifractality offers a powerful formal tool to filter out multitude of the most relevant characteristics of complex time series. The related studies thus far presented in the scientific literature typically limit themselves…
B. Mandelbrot gave a new birth to the notions of scale invariance, selfsimilarity and non-integer dimensions, gathering them as the founding corner-stones used to build up fractal geometry. The first purpose of the present contribution is…
We find that multifractal scaling is a robust property of a large class of continuous stochastic processes, constructed as exponentials of long-memory processes. The long memory is characterized by a power law kernel with tail exponent…
We undertake a general study of multifractal phenomena for functions. We show that the existence of several kinds of multifractal functions can be easily deduced from an abstract statement, leading to new results. This general approach does…
Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…
We consider two models (A and B) which can describe both two dimensional fragmentation and stochastic fractals. Model A exhibits multifractality on a unique support when describing a fragmentation process and on one of infinitely many…
Discrete multiplicative turbulent cascades are described using a formalism involving infinitely divisible random measures. This permits to consider the continuous limit of a cascade developed on a continuum of scales, and to provide the…
Multifractal analysis of multiplicative random cascades is revisited within the framework of {\em mixed asymptotics}. In this new framework, statistics are estimated over a sample which size increases as the resolution scale (or the…
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…