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Fractals and multifractals and their associated scaling laws provide a quantification of the complexity of a variety of scale invariant complex systems. Here, we focus on lattice multifractals which exhibit complex exponents associated with…

Statistical Mechanics · Physics 2009-04-14 W. -X. Zhou , D. Sornette

The problem of inverse statistics (statistics of distances for which the signal fluctuations are larger than a certain threshold) in differentiable signals with power law spectrum, $E(k) \sim k^{-\alpha}$, $3 \le \alpha < 5$, is discussed.…

Chaotic Dynamics · Physics 2009-11-07 L. Biferale , M. Cencini , A. Lanotte , D. Vergni , A. Vulpiani

We look into the fluctuations caused by disturbances in power systems. In the linearized system of the power systems, the disturbance is modeled by a Brownian motion process, and the fluctuations are described by the covariance matrix of…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Xian Wu , Kaihua Xi , Aijie Cheng , Hai Xiang Lin , Jan H van Schuppen , Chenghui Zhang

The long-term behavior of a supercritical branching random walk can be described and analyzed with the help of Biggins' martingales, parametrized by real or complex numbers. The study of these martingales with complex parameters is a rather…

Probability · Mathematics 2018-08-17 Alexander Iksanov , Konrad Kolesko , Matthias Meiners

Multifractal formalisms provide an apt framework to study random cascades in which multifractal spectrum width $\Delta\alpha$ fluctuates depending on the number of estimable power-law relationships. Then again, multifractality without…

Adaptation and Self-Organizing Systems · Physics 2023-12-12 Madhur Mangalam , Aaron D Likens , Damian G Kelty-Stephen

It is shown that fractional derivatives of the (integrated) invariant measure of the Feigenbaum map at the onset of chaos have power-law tails in their cumulative distributions, whose exponents can be related to the spectrum of…

Chaotic Dynamics · Physics 2007-05-23 U. Frisch , K. Khanin , T. Matsumoto

The critical dynamics of conformal field theories on random surfaces is investigated beyond the previously studied dynamics of the overall area and the genus. It is found that the evolution of the order parameter in physical time performs a…

High Energy Physics - Theory · Physics 2025-11-04 Christof Schmidhuber

Multiplicative random cascade model naturally reproduces the intermittency or multifractality, which is frequently shown among hierarchical complex systems such as turbulence and financial markets. As described herein, we investigate the…

Statistical Finance · Quantitative Finance 2018-09-05 Jun-ichi Maskawa , Koji Kuroda , Joshin Murai

The characterization of intermittency in turbulence has its roots in the K62 theory, and if no proper definition is to be found in the literature, statistical properties of intermittency were studied and models were developed in attempt to…

Fluid Dynamics · Physics 2021-07-14 Roxane Letournel , Ludovic Goudenège , Rémi Zamansky , Aymeric Vié , Marc Massot

We consider two random matrix ensembles which are relevant for describing critical spectral statistics in systems with multifractal eigenfunction statistics. One of them is the Gaussian non-invariant ensemble which eigenfunction statistics…

Disordered Systems and Neural Networks · Physics 2009-11-04 V. E. Kravtsov

An approach is suggested for treating multiscale fluctuations in macromolecular systems. The emphasis is on the statistical properties of such fluctuations. The approach is illustrated by a macromolecular system with mesoscopic fluctuations…

Chemical Physics · Physics 2012-08-07 V. I. Yukalov , E. P. Yukalova

We investigate the scaling properties of products of the exponential of birth--death processes with certain given marginal discrete distributions and covariance structures. The conditions on the mean, variance and covariance functions of…

Statistics Theory · Mathematics 2009-06-15 Vo V. Anh , Nikolai N. Leonenko , Narn-Rueih Shieh

Complex systems are often non-stationary, typical indicators are continuously changing statistical properties of time series. In particular, the correlations between different time series fluctuate. Models that describe the multivariate…

Disordered Systems and Neural Networks · Physics 2021-05-26 Thomas Guhr , Andreas Schell

We study multifractal properties in time evolution of a single particle subject to repeated measurements. For quantum systems, we consider circuit models consisting of local unitary gates and local projective measurements. For classical…

Quantum Physics · Physics 2024-10-28 Kohei Yajima , Hisanori Oshima , Ken Mochizuki , Yohei Fuji

Multifractal scaling of critical wave functions at a disorder-driven (Anderson) localization transition is modified near boundaries of a sample. Here this effect is studied for the example of the spin quantum Hall plateau transition using…

Mesoscale and Nanoscale Physics · Physics 2008-12-07 Arvind R. Subramaniam , Ilya A. Gruzberg , Andreas W. W. Ludwig

We show that the statistics of tunnelling can be dramatically affected by scarring and derive distributions quantifying this effect. Strong deviations from the prediction of random matrix theory can be explained quantitatively by modifying…

Chaotic Dynamics · Physics 2009-11-07 Stephen C. Creagh , Soo-Young Lee , Niall D. Whelan

The scaling of acceleration statistics in turbulence is examined by combining data from the literature with new data from well-resolved direct numerical simulations of isotropic turbulence, significantly extending the Reynolds number range.…

Fluid Dynamics · Physics 2022-06-13 Dhawal Buaria , Katepalli R. Sreenivasan

We investigate the effect of repeated measurement for quantum dynamics of the suppressed systems which classical counterparts exhibit chaos. The essential feature of such systems is the quantum localization phenomena strongly limiting…

Quantum Physics · Physics 2008-02-03 B. Kaulakys

Random multifractals occur in particular at critical points of disordered systems. For Anderson localization transitions, Mirlin and Evers [PRB 62,7920 (2000)] have proposed the following scenario (a) the Inverse Participation Ratios…

Disordered Systems and Neural Networks · Physics 2010-06-16 Cecile Monthus , Thomas Garel

Quantum multifractality is a fundamental property of systems such as non-interacting disordered systems at an Anderson transition and many-body systems in Hilbert space. Here we discuss the origin of the presence or absence of a fundamental…

Disordered Systems and Neural Networks · Physics 2021-06-16 A. M. Bilen , B. Georgeot , O. Giraud , G. Lemarié , I. García-Mata