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In this paper, we determine the almost sure multifractal spectrum of a class of random functions constructed as sums of pulses with random dilations and translations. In addition, the continuity modulii of these functions is investigated.

Classical Analysis and ODEs · Mathematics 2021-11-23 Guillaume Saes , Stéphane Seuret

Multifractals are inhomogeneous measures (or functions) which are typically described by a full spectrum of real dimensions, as opposed to a single real dimension. Results from the study of fractal strings in the analysis of their geometry,…

Mathematical Physics · Physics 2008-10-07 Michel L. Lapidus , John A. Rock

The multifractal formalism characterizes the scaling properties of a physical density rho as a function of the distance L. To each singularity alpha of the field is attributed a fractal dimension for its support f(alpha). An alternative…

Chaotic Dynamics · Physics 2009-11-10 Stephane Roux , Mogens H. Jensen

Multi-fractal patterns occur widely in nature. In developing new algorithms to determine multi-fractal spectra of experimental data I am lead to the conclusion that generalised dimensions $D_q$ of order $q\leq0$, including the Hausdorff…

Pattern Formation and Solitons · Physics 2007-05-23 A. J. Roberts

We consider a self-similar phase space with specific fractal dimension $d$ being distributed with spectrum function $f(d)$. Related thermostatistics is shown to be governed by the Tsallis formalism of the non-extensive statistics, where the…

Statistical Mechanics · Physics 2009-11-13 A. I. Olemskoi , V. O. Kharchenko , V. N. Borisyuk

Recent literature in the last Maximum Entropy workshop introduced an analogy between cumulative probability distributions and normalized utility functions. Based on this analogy, a utility density function can de defined as the derivative…

Artificial Intelligence · Computer Science 2009-11-10 Ali E. Abbas

By adopting Multifractal detrended fluctuation (MF-DFA) analysis methods, the multifractal nature is revealed in the high-frequency data of two typical indexes, the Shanghai Stock Exchange Composite 180 Index (SH180) and the Shenzhen Stock…

Statistical Finance · Quantitative Finance 2018-06-21 Xin-Lan Fu , Xing-Lu Gao , Zheng Shan , Zhi-Qiang Jiang , Wei-Xing Zhou

For a positive measure set of nonuniformly expanding quadratic maps on the interval we effect a multifractal formalism, i.e., decompose the phase space into level sets of time averages of a given observable and consider the associated {\it…

Dynamical Systems · Mathematics 2019-02-20 Yong Moo Chung , Hiroki Takahasi

We introduce derangetropy, a novel functional measure designed to characterize the dynamics of information within probability distributions. Unlike scalar measures such as Shannon entropy, derangetropy offers a functional representation…

Information Theory · Computer Science 2025-06-17 Masoud Ataei , Xiaogang Wang

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

Dynamical Systems · Mathematics 2013-07-19 Vuksan Mijovic , Lars Olsen

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

Several new network information dimension definitions have been proposed in recent decades, expanding the scope of applicability of this seminal tool. This paper proposes a new definition based on Deng entropy and d-summability (a concept…

Information Theory · Computer Science 2023-09-07 Aldo Ramirez-Arellano , Juan Bory--Reyes

Given an infinite iterated function system (IFS) $\mathcal{F}$, we define its dimension spectrum $D(\mathcal{F})$ to be the set of real numbers which can be realised as the dimension of some subsystem of $\mathcal{F}$. In the case where…

Dynamical Systems · Mathematics 2020-04-28 Natalia Jurga

We study quantitatively the level of false multifractal signal one may encounter while analyzing multifractal phenomena in time series within multifractal detrended fluctuation analysis (MF-DFA). The investigated effect appears as a result…

Data Analysis, Statistics and Probability · Physics 2015-06-16 Dariusz Grech , Grzegorz Pamuła

We consider a mass-conservative fragmentation of the unit interval. The main purpose of this work is to specify the Hausdorff dimension of the set of locations having exactly an exponential decay. The study relies on an additive martingale…

Probability · Mathematics 2008-07-03 Nathalie Krell

Density-functional theory is a formally exact description of a many-body quantum system in terms of its density; in practice, however, approximations to the universal density functional are required. In this work, a model based on deep…

Computational Physics · Physics 2016-08-02 Jeffrey M. McMahon

This chapter explores the notion of "dimension" of a set. Various power laws by which an Euclidean space can be characterized are used to define dimensions, which then explore different aspects of the set. Also discussed are the…

Statistical Mechanics · Physics 2016-11-10 Somendra M. Bhattacharjee

Let $\{a_n(x)\}_{n\geq1}$ be the sequence of digits of $x\in(0,1)$ in infinite iterated function systems with polynomial decay of the derivative. We first study the multifractal spectrum of the convergence exponent defined by the sequence…

Dynamical Systems · Mathematics 2025-01-16 Kunkun Song , Mengjie Zhang

In this paper we investigate multifractal decompositions based on values of Birkhoff averages of functions from a class of symbolically continuous functions. This will be done for an expanding interval map with infinitely many branches and…

Dynamical Systems · Mathematics 2013-02-08 Ai-Hua Fan , Thomas Jordan , Lingmin Liao , Michal Rams

Information functionals allow to quantify the degree of randomness of a given probability distribution, either absolutely (through min/max entropy principles) or relative to a prescribed reference one. Our primary aim is to analyze the…

Quantum Physics · Physics 2007-11-22 Piotr Garbaczewski