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This paper studies random fields on the unit sphere. Traditionally, isotropic Gaussian random fields are considered as the underlying statistical model of the cosmic microwave background (CMB) data. This paper discusses the generalized…

General Physics · Physics 2021-04-30 Phil Broadbridge , Ravindi Nanayakkara , Andriy Olenko

The paper studies multifractal random measures on the sphere $\mathbb{S}^d$ constructed via multifractal products of random fields. It presents new limit theorems for multifractal products of spherical fields and conditions for the…

Probability · Mathematics 2026-02-11 Illia Donhauzer

We show that the R\'enyi entropies of single particle, extended wave functions for disordered systems contain information about the multifractal spectrum. It is shown for moments of the R\'enyi entropy, $S_{n}$, where $|n|<1$, it is…

Mesoscale and Nanoscale Physics · Physics 2013-02-04 Xiao Chen , Benjamin Hsu , Taylor L. Hughes , Eduardo Fradkin

Multifractal analysis is one of the important approaches that enables us to measure the complexity of various data via the scaling properties. We compare the most common techniques used for multifractal exponents estimation from both…

Statistical Finance · Quantitative Finance 2016-10-25 Petr Jizba , Jan Korbel

The multifractal scaling exponents are calculated for the critical wave function of a two-dimensional Dirac fermion in the presence of a random magnetic field. It is shown that the problem of calculating the multifractal spectrum maps into…

Mesoscale and Nanoscale Physics · Physics 2009-10-30 Horacio E. Castillo , Claudio de C. Chamon , Eduardo Fradkin , Paul M. Goldbart , Christopher Mudry

The problem of constructing flexible stochastic models to describe the variability in shape of solid particles is challenging. Natural objects often exhibit mono- or multi-fractal features, i.e. irregular shapes and self-similar patterns.…

Statistics Theory · Mathematics 2019-01-24 Alfredo Alegría

Numerous entropy-type characteristics (functionals) generalizing R\'enyi entropy are widely used in mathematical statistics, physics, information theory, and signal processing for characterizing uncertainty in probability distributions and…

Statistics Theory · Mathematics 2011-03-28 David Källberg , Nikolaj Leonenko , Oleg Seleznjev

In the framework of Multifractal Diffusion Entropy Analysis we propose a method for choosing an optimal bin-width in histograms generated from underlying probability distributions of interest. The method presented uses techniques of…

Statistical Finance · Quantitative Finance 2014-07-25 Petr Jizba , Jan Korbel

The paper investigates random fields in the ball. It studies three types of such fields: restrictions of scalar random fields in the ball to the sphere, spin, and vector random fields. The review of the existing results and new spectral…

Probability · Mathematics 2021-07-30 N. Leonenko , A. Malyarenko , A. Olenko

Multifractal plays an important role in many fields. However, there is few attentions about mass function, which can better deal with uncertain information than probability. In this paper, we proposed multifractal of mass function. Firstly,…

Information Theory · Computer Science 2021-10-19 Chenhui Qiang , Yong Deng

Spin (spherical) random fields are very important in many physical applications, in particular they play a key role in Cosmology, especially in connection with the analysis of the Cosmic Microwave Background radiation. These objects can be…

Probability · Mathematics 2022-07-19 Antonio Lerario , Domenico Marinucci , Maurizia Rossi , Michele Stecconi

R\'enyi entropy is a one-parameter generalization of Shannon entropy, which has been used in various fields of physics. Despite its wide applicability, the physical interpretations of the R\'enyi entropy are not widely known. In this paper,…

Statistical Mechanics · Physics 2024-08-29 Misaki Ozawa , Nina Javerzat

Random fields on the sphere play a fundamental role in the natural sciences. This paper presents a simulation algorithm parenthetical to the spectral turning bands method used in Euclidean spaces, for simulating scalar- or vector-valued…

Statistics Theory · Mathematics 2020-03-31 Alfredo Alegría , Xavier Emery , Christian Lantuéjoul

This paper considers a multivariate spatial random field, with each component having univariate marginal distributions of the skew-Gaussian type. We assume that the field is defined spatially on the unit sphere embedded in $\mathbb{R}^3$,…

Statistics Theory · Mathematics 2017-10-05 Alfredo Alegría , Sandra Caro , Moreno Bevilacqua , Emilio Porcu , Jorge Clarke

Series expansions of isotropic Gaussian random fields on $\mathbb{S}^2$ with independent Gaussian coefficients and localized basis functions are constructed. Such representations with multilevel localised structure provide an alternative to…

Probability · Mathematics 2022-06-27 Markus Bachmayr , Ana Djurdjevac

The multi-entropy and dihedral measures are a class of tractable measures for multi-partite entanglement, which are labeled by the R\'enyi index (or replica number) $n$ as in the R\'enyi entanglement entropy. The purpose of this article is…

High Energy Physics - Theory · Physics 2025-06-13 Jonathan Harper , Ali Mollabashi , Tadashi Takayanagi , Kenya Tasuki

While quantum multifractality has been widely studied in the physics literature and is by now well understood from the point of view of physics, there is little work on this subject in the mathematical literature. I will report on a proof…

Mathematical Physics · Physics 2023-09-27 Henrik Ueberschaer

The R\'enyi entropy is a generalization of the Shannon entropy and is widely used in mathematical statistics and applied sciences for quantifying the uncertainty in a probability distribution. We consider estimation of the quadratic R\'enyi…

Statistics Theory · Mathematics 2013-03-08 David Källberg , Nikolaj Leonenko , Oleg Seleznjev

We introduce a method of estimating parameters associated with a fractal random scattering medium, which utilizes the multiscale properties of the scattered field. The example of ray-density fluctuations beyond a phase screen with fractal…

Optics · Physics 2012-04-04 John F. A. Fletcher

Configurational entropy, or complexity, plays a critical role in characterizing disordered systems such as glasses, yet its measurement often requires significant computational resources. Recently, R\'enyi entropy, a one-parameter…

Disordered Systems and Neural Networks · Physics 2025-08-27 Nina Javerzat , Eric Bertin , Misaki Ozawa
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