Related papers: Multifractality Breaking from Bounded Random Measu…
We study the eigenstates of quantum systems with large Hilbert spaces, via their distribution of wavefunction amplitudes in a real-space basis. For single-particle 'quantum billiards', these real-space amplitudes are known to have Gaussian…
Complex systems often involve random fluctuations for which self-similar properties in space and time play an important role. Fractional Brownian motions, characterized by a single scaling exponent, the Hurst exponent $H$, provide a…
Previous studies indicate that nonlinear properties of Gaussian time series with long-range correlations, $u_i$, can be detected and quantified by studying the correlations in the magnitude series $|u_i|$, i.e., the ``volatility''. However,…
The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…
Quantum chaotic and integrable systems are known to exhibit a characteristic $1/f$ and $1/f^{2}$ noise, respectively, in the power spectrum associated to their spectral fluctuations. A recent work [R. Riser, V. A. Osipov, and E. Kanzieper,…
Multiplicative processes and multifractals have earned increased popularity in applications ranging from hydrodynamic turbulence to computer network traffic, from image processing to economics. We analyse the multifractality of the recently…
Recent investigations of turbulent circulation fluctuations have uncovered substantial insights into the statistical organization of flow structures and revealed unexpected geometric features of turbulent intermittency. Of particular…
We consider the analysis of continuous repeated measurement outcomes that are collected through time, also known as longitudinal data. A standard framework for analysing data of this kind is a linear Gaussian mixed-effects model within…
We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…
Pairs of numerically computed trajectories of a chaotic system may coalesce because of finite arithmetic precision. We analyse an example of this phenomenon, showing that it occurs surprisingly frequently. We argue that our model belongs to…
We show that hyperscaling and finite-size scaling imply that the probability distribution of the order parameter in finite size critical systems exhibit data collapse. We consider the examples of equilibrium critical systems, and a…
Galaxies and clusters distributions show two major properties: (i) the positions of galaxies and clusters are characterized by a power law distribution indicating properties with respect to their positions. (ii) The distribution of masses…
Martensites subjected to quasistatic deformation are known to exhibit power law distributed acoustic emission in a broad range of scales, however, the origin of the observed scaling behavior and the mechanism of self-organization towards…
Collisionless suspensions of inertial particles (finite-size impurities) are studied in 2D and 3D spatially smooth flows. Tools borrowed from the study of random dynamical systems are used to identify and to characterise in full generality…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
Multifractal processes are a relatively new tool of stock market analysis. Their power lies in the ability to take multiple orders of autocorrelations into account explicitly. In the first part of the paper we discuss the framework of the…
We investigate a zero-range process where the underlying one-particle stationary distribution has multifractality. The multiparticle stationary probability measure can be written in a factorized form. If the number of the particles is…
For generic systems exhibiting power law behaviors, and hence multiscale dependencies, we propose a new, and yet simple, tool to analyze multifractality and intermittency, after noticing that these concepts are directly related to the…
In rotationally constrained percolation models, a site of a percolation cluster could be occupied more than once from different directions due to the nature of the rotational constraint. A state variable $s_i$ is assigned to each lattice…
A random field composed by Poisson distributed Brownian vortex filaments is constructed. The filament have a random thickness, length and intensity, governed by a measure $\gamma$. Under appropriate assumptions on $\gamma$ we compute the…