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Multifractal analysis refers to the study of the local properties of measures and functions, and consists of two parts: the fine multifractal theory and the coarse multifractal theory. The fine and the coarse theory are linked by a web of…

Dynamical Systems · Mathematics 2014-11-24 Lars Olsen

Let $\mathcal{P}_n$ be the set of all probability mass functions (PMFs) $(p_1,p_2,\ldots,p_n)$ that satisfy $p_i>0$ for $1\leq i \leq n$. Define the minimum expected length function $\mathcal{L}_D :\mathcal{P}_n \rightarrow \mathbb{R}$ such…

Information Theory · Computer Science 2019-03-12 Shivkumar K. Manickam

While quantum multifractality has been widely studied in the physics literature and is by now well understood from the point of view of physics, there is little work on this subject in the mathematical literature. I will report on a proof…

Mathematical Physics · Physics 2023-09-27 Henrik Ueberschaer

We show that density functions of a $(\alpha,1,\beta)$-superprocesses are almost sure multifractal for $\alpha>\beta+1$, $\beta\in(0,1)$ and calculate the corresponding spectrum of singularities.

Probability · Mathematics 2015-11-18 Leonid Mytnik , Vitali Wachtel

Entropy is useful in statistical problems as a measure of irreversibility, randomness, mixing, dispersion, and number of microstates. However, there remains ambiguity over the precise mathematical formulation of entropy, generalized beyond…

Statistical Mechanics · Physics 2023-08-21 Vladimir Zhdankin

We consider the set of monofractals within a multifractal related to the phase space being the support of a generalized thermostatistics. The statistical weight exponent $\tau(q)$ is shown to can be modeled by the hyperbolic tangent…

Statistical Mechanics · Physics 2007-05-23 A. I. Olemskoi , V. O. Kharchenko

We show the appearance of multifractal wave functions on a one-dimensional quasiperiodic system that has a monofractal energy spectrum. Using the Mantica technique, we construct the model as an inverse problem from the energy spectrum of a…

Statistical Mechanics · Physics 2015-05-20 Masayuki Tashima , Shuichi Tasaki

Fractal dimension is defined on the base of entropy, including macro state entropy and information entropy. The generalized correlation dimension of multifractals is based on Renyi entropy. However, the mathematical transform from entropy…

Physics and Society · Physics 2020-11-17 Yanguang Chen

Various methods have been developed independently to study the multifractality of measures in many different contexts. Although they all convey the same intuitive idea of giving a "dimension" to sets where a quantity scales similarly within…

Data Analysis, Statistics and Probability · Physics 2017-03-08 Hadrien Salat , Roberto Murcio , Elsa Arcaute

A new type of elasticity of random (multifractal) structures is suggested. A closed system of constitutive equations is obtained on the basis of two proposed phenomenological laws of reversible deformations of multifractal structures. The…

Materials Science · Physics 2007-05-23 Alexander S. Balankin

Basing on invariant properties of universal multifractals we propose a simple algorithm for interpolation of multifractal densities. The algorithm admits generalization to a multidimensional case. Analitically obtained are multifractal…

chao-dyn · Physics 2007-05-23 V. G. Bar'yahtar , V. Yu. Gonchar , D. Schertzer , V. V. Yanovsky

Let $\nu_\lambda^p$ be the distribution of the random series $\sum_{n=1}^\infty i_n \lambda^n$, where $i_n$ is a sequence of i.i.d. random variables taking the values 0,1 with probabilities $p,1-p$. These measures are the well-known…

Dynamical Systems · Mathematics 2015-05-20 Thomas Jordan , Pablo Shmerkin , Boris Solomyak

Complex networks have recently attracted much attention in diverse areas of science and technology. Many networks such as the WWW and biological networks are known to display spatial heterogeneity which can be characterized by their fractal…

Biological Physics · Physics 2015-05-30 Dan-Ling Wang , Zu-Guo Yu , Vo Anh

Multifractal formalisms provide an apt framework to study random cascades in which multifractal spectrum width $\Delta\alpha$ fluctuates depending on the number of estimable power-law relationships. Then again, multifractality without…

Adaptation and Self-Organizing Systems · Physics 2023-12-12 Madhur Mangalam , Aaron D Likens , Damian G Kelty-Stephen

We apply multifractal analysis to an experimentally obtained quasi-two-dimensional crystal with fourfold symmetry, in order to characterize the sidebranch structure of a dendritic pattern. In our analysis, the stem of the dendritic pattern…

Pattern Formation and Solitons · Physics 2015-06-15 Hiroshi Miki , Haruo Honjo

We characterize the mass bandwidth of the a multi-reflection time-of-flight mass spectrograph, showing both the functional and useful mass bandwidth. We then demonstrate the use of a multi-reflection time-of-flight mass spectrograph to…

Nuclear Experiment · Physics 2013-11-15 P. Schury , Y. Ito , M. Wada , H. Wollnik

The concept of multifractality offers a powerful formal tool to filter out multitude of the most relevant characteristics of complex time series. The related studies thus far presented in the scientific literature typically limit themselves…

Statistical Finance · Quantitative Finance 2018-09-25 Stanisław Drożdż , Rafał Kowalski , Paweł Oświȩcimka , Rafał Rak , Robert Gȩbarowski

In 1959, R\'enyi proposed the information dimension and the $d$-dimensional entropy to measure the information content of general random variables. This paper proposes a generalization of information dimension to stochastic processes by…

Information Theory · Computer Science 2019-09-26 Bernhard C. Geiger , Tobias Koch

Regular variation of a multivariate measure with a Lebesgue density implies the regular variation of its density provided the density satisfies some regularity conditions. Unlike the univariate case, the converse also requires regularity…

Probability · Mathematics 2016-01-12 Tiandong Wang , Sidney I. Resnick

In the framework of Multifractal Diffusion Entropy Analysis we propose a method for choosing an optimal bin-width in histograms generated from underlying probability distributions of interest. The method presented uses techniques of…

Statistical Finance · Quantitative Finance 2014-07-25 Petr Jizba , Jan Korbel