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The statistical properties of wave functions at the critical point of the spin quantum Hall transition are studied. The main emphasis is put onto determination of the spectrum of multifractal exponents $\Delta_q$ governing the scaling of…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 A. D. Mirlin , F. Evers , A. Mildenberger

We use multifractal finite-size scaling to perform a high-precision numerical study of the critical properties of the Anderson localization-delocalization transition in the unitary symmetry class, considering the Anderson model including a…

Disordered Systems and Neural Networks · Physics 2017-10-11 Jakob Lindinger , Alberto Rodríguez

Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…

Probability · Mathematics 2021-12-24 Gabriel B. Apolinário , Laurent Chevillard , Jean-Christophe Mourrat

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…

Mathematical Physics · Physics 2015-05-13 Julien Barral , Xiong Jin

Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…

Dynamical Systems · Mathematics 2019-10-02 Théophile Caby , Davide Faranda , Giorgio Mantica , Sandro Vaienti , Pascal Yiou

The probability density function of velocity fluctuations of {\em glanulence} observed by Radjai and Roux in their two-dimensional simulation of a slow granular flow under homogeneous quasistatic shearing is studied by the multifractal…

Soft Condensed Matter · Physics 2007-05-23 N. Arimitsu , T. Arimitsu

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…

Chaotic Dynamics · Physics 2009-11-07 N. Hadyn , J. Luevano , G. Mantica , S. Vaienti

The transitional and well-developed regimes of turbulent shear flows exhibit a variety of remarkable scaling laws that are only now beginning to be systematically studied and understood. In the first part of this article, we summarize…

Fluid Dynamics · Physics 2017-01-04 Nigel Goldenfeld , Hong-Yan Shih

Gaussian multiplicative chaos (GMC) is a canonical random fractal measure obtained by exponentiating log-correlated Gaussian processes, first constructed in the seminal work of Kahane (1985). Since then it has served as an important…

Probability · Mathematics 2025-02-25 Mriganka Basu Roy Chowdhury , Shirshendu Ganguly

In this paper, we use the generalized Hurst exponent approach to study the multi- scaling behavior of different financial time series. We show that this approach is robust and powerful in detecting different types of multiscaling. We…

Statistical Finance · Quantitative Finance 2012-05-25 Jozef Barunik , Tomaso Aste , Tiziana Di Matteo , Ruipeng Liu

We study toy aging processes in hierarchically decomposed phase spaces where the equilibrium probability distributions are multifractal. We found that the an auto-correlation function, survival-return probability, shows crossover behavior…

Disordered Systems and Neural Networks · Physics 2016-08-31 Hajime Yoshino

We study the probability densities of finite-time or \local Lyapunov exponents (LLEs) in low-dimensional chaotic systems. While the multifractal formalism describes how these densities behave in the asymptotic or long-time limit, there are…

chao-dyn · Physics 2009-10-31 Awadhesh Prasad , Ramakrishna Ramaswamy

To understand the sample-to-sample fluctuations in disorder-generated multifractal patterns we investigate analytically as well as numerically the statistics of high values of the simplest model - the ideal periodic $1/f$ Gaussian noise. By…

Statistical Mechanics · Physics 2015-06-05 Yan V. Fyodorov , Pierre Le Doussal , Alberto Rosso

Lagrangian properties obtained from a Particle Tracking Velocimetry experiment in a turbulent flow at intermediate Reynolds number are presented. Accurate sampling of particle trajectories is essential in order to obtain the Lagrangian…

Fluid Dynamics · Physics 2015-05-13 Jacob Berg , Soren Ott , Jakob Mann , Beat Luthi

It was recently noticed that high-energy scattering processes in QCD have a stochastic nature. An event-by-event scattering amplitude is characterised by a saturation scale which is a random variable. The statistical ensemble of saturation…

High Energy Physics - Phenomenology · Physics 2008-11-26 C. Marquet , G. Soyez , Bo-Wen Xiao

The method of iterated conformal maps allows to study the harmonic measure of Diffusion Limited Aggregates with unprecedented accuracy. We employ this method to explore the multifractal properties of the measure, including the scaling of…

Statistical Mechanics · Physics 2009-11-07 Mogens H. Jensen , Anders Levermann , Joachim Mathiesen , Itamar Procaccia

We demonstrate that diffusively coupled limit-cycle oscillators on random networks can exhibit various complex dynamical patterns. Reducing the system to a network analog of the complex Ginzburg-Landau equation, we argue that uniform…

Pattern Formation and Solitons · Physics 2009-04-06 Hiroya Nakao , Alexander S. Mikhailov

It is demonstrated that in low multiplicity sample, the increase of the fluctuation of event-factorial-moments with the diminishing of phase space scale, called ``erraticity'', are dominated by the statistical fluctuations. The erraticity…

High Energy Physics - Phenomenology · Physics 2007-05-23 Fu Jinghua , Wu Yuanfang , Liu Lianshou

In this paper we revisit an idea originally proposed by Mandelbrot about the possibility to observe ``negative dimensions'' in random multifractals. For that purpose, we define a new way to study scaling where the observation scale $\tau$…

Data Analysis, Statistics and Probability · Physics 2009-11-13 J. F. Muzy , E. Bacry , R. Baile , P. Poggi

Under the formalism of annealed averaging of the partition function, two types of random multifractal measures with their probability of multipliers satisfying power distribution and triangular distribution are investigated mathematically.…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Wei-Xing Zhou , Hai-Feng Liu , Zun-Hong Yu
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