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Multifractal dimensions allow for characterizing the localization properties of states in complex quantum systems. For ergodic states the finite-size versions of fractal dimensions converge to unity in the limit of large system size.…

Statistical Mechanics · Physics 2019-10-30 Arnd Bäcker , Masudul Haque , Ivan M. Khaymovich

The theory of Gaussian quantum fluctuations around classical steady states in nonlinear quantum-optical systems (also known as standard linearization) is a cornerstone for the analysis of such systems. Its simplicity, together with its…

Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…

Mathematical Physics · Physics 2022-05-04 Peter J. Forrester

Based on the mathematical arguments formulated within the Multifractal Detrended Fluctuation Analysis (MFDFA) approach it is shown that in the uncorrelated time series from the Gaussian basin of attraction the effects resembling…

Data Analysis, Statistics and Probability · Physics 2023-03-30 Jarosław Kwapień , Pawel Blasiak , Stanisław Drożdż , Paweł Oświęcimka

We investigate the behavior of fluid trajectories in a multifractal extension of the Kraichnan model of turbulent advection. The model couples a one-dimensional, Gaussian, white-in-time random flow to a frozen-in-time Gaussian…

Mathematical Physics · Physics 2025-05-08 André L. P. Considera , Simon Thalabard

Multiplicative cascades have been used in turbulence to generate fields with multifractal statistics and long-range correlations. Examples of continuous and causal stochastic processes which generate such a random field have been carefully…

Fluid Dynamics · Physics 2020-08-26 G. B. Apolinário , L. Moriconi

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…

Chaotic Dynamics · Physics 2011-09-26 E. Bogomolny , O. Giraud

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…

Statistical Mechanics · Physics 2015-06-24 F. Schmitt , D. Marsan

A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…

Statistical Mechanics · Physics 2007-05-23 P. J. Forrester

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…

Statistical Mechanics · Physics 2007-05-23 Francois G. Schmitt

The probability density functions measured by Lewis and Swinney for turbulent Couette-Taylor flow, observed by Bodenschatz and co-workers in the Lagrangian measurement of particle accelerations and those obtained in the DNS by Gotoh et al.…

Soft Condensed Matter · Physics 2007-05-23 Toshihico Arimitsu , Naoko Arimitsu

We describe a new method that is both physically explicable and quantitatively accurate in describing the multifractal characteristics of intermittent events based on groupings of rank-ordered fluctuations. The generic nature of such…

Astrophysics · Physics 2009-06-23 Tom Chang , Cheng-chin Wu

The computation of multifractal scaling properties associated with a critical field theory involves non-local operators and remains an open problem using conventional techniques of field theory. We propose a new description of Gaussian…

Condensed Matter · Physics 2009-10-28 Claudio de C. Chamon , Christopher Mudry , Xiao-Gang Wen

Magnetic field fluctuations in the vicinity of the Earth's bow shock have been investigated with the aim to characterize the intermittent behaviour of strong plasma turbulence. The observed small-scale intermittency may be the signature of…

comp-gas · Physics 2020-01-29 T. Dudok de Wit , V. V. Krasnosel'skikh

It is shown that the Truncated Euler Equations, i.e. a finite set of ordinary differential equations for the amplitude of the large-scale modes, can correctly describe the complex transitional dynamics that occur within the turbulent regime…

Chaotic Dynamics · Physics 2016-12-07 Vishwanath Shukla , Stephan Fauve , Marc Brachet

Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…

Data Analysis, Statistics and Probability · Physics 2008-04-07 Jan W. Kantelhardt

The distribution function of local amplitudes of eigenstates of a two-dimensional disordered metal is calculated. Although the distribution of comparatively small amplitudes is governed by laws similar to those known from the random matrix…

Condensed Matter · Physics 2016-08-31 Vladimir I. Fal'ko , K. B. Efetov

We use the multifractal formalism to describe the effects of dissipation on Lagrangian velocity statistics in turbulent flows. We analyze high Reynolds number experiments and direct numerical simulation (DNS) data. We show that this…

Statistical Mechanics · Physics 2007-05-23 L. Chevillard , S. G. Roux , E. Leveque , N. Mordant , J. -F. Pinton , A. Arneodo

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

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…

Mesoscale and Nanoscale Physics · Physics 2021-12-08 N. L. Pessoa , A. L. R. Barbosa , G. L. Vasconcelos , A. M. S. Macêdo