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Fractal plays an important role in nonlinear science. The most important parameter to model fractal is fractal dimension. Existing information dimension can calculate the dimension of probability distribution. However, given a mass function…

Information Theory · Computer Science 2022-10-26 Chenhui Qiang , Yong Deng , Kang Hao Cheong

Within framework of the quantum calculus, we represent the partition function and the mass exponent of a multifractal, as well as the average of random variables distributed over self-similar set, on the basis of the deformed expansion in…

Statistical Mechanics · Physics 2009-07-24 Alexander Olemskoi , Irina Shuda

On the basis of the deformed series in quantum calculus, we generalize the partition function and the mass exponent of a multifractal, as well as the average of a random variable distributed over self-similar set. For the partition…

Statistical Mechanics · Physics 2015-05-18 Alexander Olemskoi , Irina Shuda , Vadim Borisyuk

The probability density function (PDF) for critical wavefunction amplitudes is studied in the three-dimensional Anderson model. We present a formal expression between the PDF and the multifractal spectrum f(alpha) in which the role of…

Disordered Systems and Neural Networks · Physics 2009-03-13 Alberto Rodriguez , Louella J. Vasquez , Rudolf A. Roemer

For a certain moment, the information volume represented in a probability space can be accurately measured by Shannon entropy. But in real life, the results of things usually change over time, and the prediction of the information volume…

Information Theory · Computer Science 2020-12-15 Qianli Zhou , Yong Deng

Multifractal analysis is one of the important approaches that enables us to measure the complexity of various data via the scaling properties. We compare the most common techniques used for multifractal exponents estimation from both…

Statistical Finance · Quantitative Finance 2016-10-25 Petr Jizba , Jan Korbel

The R\'enyi function plays an important role in the analysis of multifractal random fields. For random fields on the sphere, there are three models in the literature where the R\'enyi function is known explicitly. The theoretical part of…

Probability · Mathematics 2020-11-11 Nikolai Leonenko , Ravindi Nanayakkara , Andriy Olenko

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 notion of probability density for a random function is not as straightforward as in finite-dimensional cases. While a probability density function generally does not exist for functional data, we show that it is possible to develop the…

Statistics Theory · Mathematics 2010-03-01 Aurore Delaigle , Peter Hall

A new multiplicity distribution with multifractal properties which can be used in high-energy physics and quantum optics is proposed. It may be considered as a generalization of the negative-binomial distribution. We find the structure of…

High Energy Physics - Phenomenology · Physics 2008-11-26 S. V. Chekanov , V. I. Kuvshinov

The asymptotic correspondence between the probability mass function of the $q$-deformed multinomial distribution and the $q$-generalised Kullback-Leibler divergence, also known as Tsallis relative entropy, is established. The probability…

Statistical Mechanics · Physics 2025-03-10 Keisuke Okamura

We discuss how luminosity and space distribution of galaxies are naturally linked in view of their multifractal properties. In particular we show that the mass (luminosity) function corresponding to a multifractal distribution in a given…

Astrophysics · Physics 2009-10-28 Francesco Sylos Labini , Luciano Pietronero

We show that the R\'enyi entropies of single particle, extended wave functions for disordered systems contain information about the multifractal spectrum. It is shown for moments of the R\'enyi entropy, $S_{n}$, where $|n|<1$, it is…

Mesoscale and Nanoscale Physics · Physics 2013-02-04 Xiao Chen , Benjamin Hsu , Taylor L. Hughes , Eduardo Fradkin

We discuss basic statistical properties of systems with multifractal structure. This is possible by extending the notion of the usual Gibbs--Shannon entropy into more general framework - Renyi's information entropy. We address the…

Statistical Mechanics · Physics 2007-05-23 Petr Jizba , Toshihico Arimitsu

We introduce multifractal pressure and dynamical multifractal zeta-functions providing precise information of a very general class of multifractal spectra, including, for example, the fine multifractal spectra of self-conformal measures and…

Dynamical Systems · Mathematics 2013-10-01 Lars Olsen

We undertake a general study of multifractal phenomena for functions. We show that the existence of several kinds of multifractal functions can be easily deduced from an abstract statement, leading to new results. This general approach does…

Classical Analysis and ODEs · Mathematics 2016-10-05 Frédéric Bayart , Yanick Heurteaux

The matrix-based Renyi's \alpha-order entropy functional was recently introduced using the normalized eigenspectrum of a Hermitian matrix of the projected data in a reproducing kernel Hilbert space (RKHS). However, the current theory in the…

Information Theory · Computer Science 2019-08-01 Shujian Yu , Luis Gonzalo Sanchez Giraldo , Robert Jenssen , Jose C. Principe

Two main features of the observable distribution of visible matter are the space correlations of galaxy positions and the mass function of galaxies. As discussed in Pietronero and Sylos Labini on this issue ([1], see also [2],[3]), the…

Astrophysics · Physics 2016-08-30 F. Sylos Labini , L. Pietronero

We calculate the multiplicity function of matter condensations by directly considering the actual, deeply non-linear density field, which we compare to the popular Press-Schechter approximation. We show the mass function is a function of a…

Astrophysics · Physics 2007-05-23 Patrick Valageas , Richard Schaeffer

Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation…

Statistical Finance · Quantitative Finance 2015-10-20 Rafal Rak , Pawel Zięba
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