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Generalized multifractality characterizes system size dependence of pure scaling local observables at Anderson transitions in all ten symmetry classes of disordered systems. Recently, the concept of generalized multifractality has been…

Mesoscale and Nanoscale Physics · Physics 2023-12-08 S. S. Babkin , I. S. Burmistrov

We study multifractal properties of wave functions for a one-parameter family of quantum maps displaying the whole range of spectral statistics intermediate between integrable and chaotic statistics. We perform extensive numerical…

Chaotic Dynamics · Physics 2008-03-18 J. Martin , O. Giraud , B. Georgeot

We study a noise-induced bifurcation in the vicinity of the threshold by using a perturbative expansion of the order parameter, called the Poincar\'e-Lindstedt expansion. Each term of this series becomes divergent in the long time limit if…

Chaotic Dynamics · Physics 2008-07-29 Sebastien Aumaitre , Kirone Mallick , Francois Petrelis

The scaling behaviour of the diffraction intensity near the origin is investigated for (partially) ordered systems, with an emphasis on illustrative, rigorous results. This is an established method to detect and quantify the fluctuation…

Metric Geometry · Mathematics 2021-06-15 Michael Baake , Uwe Grimm

We report on simulations of two-dimensional turbulence in the inverse energy cascade regime. Focusing on the statistics of Lagrangian tracer particles, scaling behavior of the probability density functions of velocity fluctuations is…

Fluid Dynamics · Physics 2009-11-13 Oliver Kamps , Rudolf Friedrich

In problems where the temporal evolution of a nonlinear system cannot be followed, a method for studying the fluctuations of spatial patterns has been developed. That method is applied to well-known problems in deterministic chaos (the…

Nuclear Theory · Physics 2008-11-26 Zhen Cao , Rudolph C. Hwa

Many complex systems generate multifractal time series which are long-range cross-correlated. Numerous methods have been proposed to characterize the multifractal nature of these long-range cross correlations. However, several important…

Statistical Finance · Quantitative Finance 2015-10-14 Wen-Jie Xie , Zhi-Qiang Jiang , Gao-Feng Gu , Xiong Xiong , Wei-Xing Zhou

Multifractal analysis has become a powerful signal processing tool that characterizes signals or images via the fluctuations of their pointwise regularity, quantified theoretically by the so-called multifractal spectrum. The practical…

Functional Analysis · Mathematics 2018-11-09 Roberto Leonarduzzi , Patrice Abry , Herwig Wendt , Stéphane Jaffard , Hugo Touchette

Lagrangian acceleration has been investigated both experimentally and numerically in the past, and it has been shown to exhibit extreme fluctuations, which have been rationalized as events in which tracer particles get trapped into vortical…

Fluid Dynamics · Physics 2025-07-24 Lorenzo Piro , Massimo Cencini , Roberto Benzi

In this paper, we study random features manifested in components of energy eigenfunctions of quantum chaotic systems, given in the basis of unperturbed, integrable systems. Based on semiclassical analysis, particularly on Berry's…

Statistical Mechanics · Physics 2023-03-31 Jiaozi Wang , Wen-ge Wang

We have studied the conductance distribution function of two-dimensional disordered noninteracting systems in the crossover regime between the diffusive and the localized phases. The distribution is entirely determined by the mean…

Disordered Systems and Neural Networks · Physics 2015-05-14 A. M. Somoza , J. Prior , M. Ortuno , I. V. Lerner

We uncover connections between maximum likelihood estimation in statistics and norm minimization over a group orbit in invariant theory. We focus on Gaussian transformation families, which include matrix normal models and Gaussian graphical…

Statistics Theory · Mathematics 2021-08-24 Carlos Améndola , Kathlén Kohn , Philipp Reichenbach , Anna Seigal

We discuss the origin of multiscaling in financial time-series and investigate how to best quantify it. Our methodology consists in separating the different sources of measured multifractality by analysing the multi/uni-scaling behaviour of…

Statistical Finance · Quantitative Finance 2015-09-22 Riccardo Junior Buonocore , Tomaso Aste , Tiziana Di Matteo

We report the experimental study of the bifurcations of a large-scale circulation that is formed over a turbulent flow generated by a spatially periodic forcing. After shortly describing how the flow becomes turbulent through a sequence of…

Fluid Dynamics · Physics 2016-11-23 Guillaume Michel , Johann Herault , François Pétrélis , Stephan Fauve

A class of multivariate spectral representations for real-valued nonstationary random variables is introduced, which is characterised by a general complex Gaussian distribution. In this way, the temporal signal properties -- harmonicity,…

Signal Processing · Electrical Eng. & Systems 2020-07-29 Bruno Scalzo , Ljubisa Stankovic , Danilo P. Mandic

Boundary multifractality of electronic wave functions is studied analytically and numerically for the power-law random banded matrix (PRBM) model, describing a critical one-dimensional system with long-range hopping. The peculiarity of the…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 A. Mildenberger , A. R. Subramaniam , R. Narayanan , F. Evers , I. A. Gruzberg , A. D. Mirlin

Understanding the stochastic properties of conductance fluctuations in disordered mesoscopic systems is fundamental to quantum transport. In this work, we investigate the multifractal and ergodic properties of the fictitious time series of…

Turbulence is a complex spatial and temporal structure created by the strong non-linear dynamics of fluid flows at high Reynolds numbers. Despite being an ubiquitous phenomenon that has been studied for centuries, a full understanding of…

Statistical Mechanics · Physics 2023-11-03 Noam Levi , Yaron Oz

We explore statistical fluctuations over the ensemble of quantum trajectories in a model of two-dimensional free fermions subject to projective monitoring of local charge across the measurement-induced phase transition. Our observables are…

Quantum Physics · Physics 2026-02-11 Igor Poboiko , Igor V. Gornyi , Alexander D. Mirlin

This paper discusses fluctuations of linear spectral statistics of high-dimensional sample covariance matrices when the underlying population follows an elliptical distribution. Such population often possesses high order correlations among…

Statistics Theory · Mathematics 2018-03-22 Jiang Hu , Weiming Li , Zhi Liu , Wang Zhou