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Position probability distribution of a set of massive mutually exclusive particles in one dimension has been defined. Examples with a given two mutually exclusive particles system are considered. It is emphasized that quantum particles at…

Quantum Physics · Physics 2016-10-28 Rasool Kheiry , Shahram Salehi

We consider the problem of estimating the population probability distribution given a finite set of multivariate samples, using the maximum entropy approach. In strict keeping with Jaynes' original definition, our precise formulation of the…

Data Analysis, Statistics and Probability · Physics 2007-07-13 Sabbir Rahman , Mahbub Majumdar

In this paper we propose a family of multivariate asymmetric distributions over an arbitrary subset of set of real numbers which is defined in terms of the well-known elliptically symmetric distributions. We explore essential properties,…

Methodology · Statistics 2024-09-02 Roberto Vila , Helton Saulo , Leonardo Santos , João Monteiros , Felipe Quintino

This paper presents a method for obtaining an analytic expression for the density function of observables in multifield models of inflation with sum-separable potentials. The most striking result is that the density function in general…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-15 Jonathan Frazer

By calculating the non-equilibrium parameter of the probability distribution function and the singularity spectrum of multifractal we have quantified the dynamical heterogeneity in strongly correlated many-body systems.

Statistical Mechanics · Physics 2009-11-10 O. Narikiyo , W. Sakikawa

We present a novel method for determining multi-fractal properties from experimental data. It is based on maximising the likelihood that the given finite data set comes from a particular set of parameters in a multi-parameter family of well…

chao-dyn · Physics 2009-10-28 A. J. Roberts , A. Cronin

Inhomogeneous multinomial measures on the mixed symbolic spaces and the real line are given. By counting the zeros of the corresponding generalized Dirichlet polynomials, one obtains a probability measure whose Olsen's functions $b$ and $B$…

Metric Geometry · Mathematics 2013-12-02 Shuang Shen

A type of fractal dimension definition is based on the generalized entropy function. Both entropy and fractal dimension can be employed to characterize complex spatial systems such as cities and regions. Despite the inherent connect between…

Physics and Society · Physics 2020-11-17 Yanguang Chen , Linshan Huang

A recently proposed theory for diffusion-limited aggregation (DLA), which models this system as a random branched growth process, is reviewed. Like DLA, this process is stochastic, and ensemble averaging is needed in order to define…

Condensed Matter · Physics 2009-10-28 Thomas C. Halsey , Katsuya Honda , Bertrand Duplantier

In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…

Statistics Theory · Mathematics 2025-10-07 Henrik Kaiser

The system size dependence of the multifractal spectrum $f(\alpha)$ and its singularity strength $\alpha$ is investigated numerically. We focus on one-dimensional (1D) and 2D disordered systems with long-range random hopping amplitudes in…

Disordered Systems and Neural Networks · Physics 2007-05-23 E. Cuevas

We apply the maximum entropy principle to economic systems in equilibrium and find the density function for the market's wealth. This is the same as price density which is used for insurance pricing. The risk aversion parameter of the agent…

Statistical Mechanics · Physics 2008-12-10 Amir H. Darooneh

Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…

Dynamical Systems · Mathematics 2019-10-02 Théophile Caby , Davide Faranda , Giorgio Mantica , Sandro Vaienti , Pascal Yiou

Multifractal properties of wave functions in a disordered system can be derived from self-consistent theory of localization by Vollhardt and Woelfle. A diagrammatic interpretation of results allows to obtain all scaling relations used in…

Disordered Systems and Neural Networks · Physics 2016-01-27 I. M. Suslov

Obtaining accurate field statistics continues to be one of the major challenges in turbulence theory and modeling. From the various existing modeling approaches, multifractal models have been successful in capturing intermittency in…

In quantum mechanics, a norm squared wave function can be interpreted as the probability density that describes the likelihood of a particle to be measured in a given position or momentum. This statistical property is at the core of the…

Machine Learning · Computer Science 2020-11-12 Ying-Tao Luo , Peng-Qi Li , Dong-Ting Li , Yu-Gui Peng , Zhi-Guo Geng , Shu-Huan Xie , Yong Li , Andrea Alu , Jie Zhu , Xue-Feng Zhu

In this paper, we prove central limit theorems for bias reduced estimators of the structure function of several multifractal processes, namely mutiplicative cascades, multifractal random measures, multifractal random walk and multifractal…

Statistics Theory · Mathematics 2014-04-15 Carenne Ludeña , Philippe Soulier

We discuss averaged turbulence modeling of multi-scales of length for an incompressible Newtonian fluid, with the help of the maximum information principle. We suppose that there exists a function basis to decompose the turbulent…

Fluid Dynamics · Physics 2010-09-10 L. Tao , M. Ramakrishna

The Random Parameters model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we…

Statistical Finance · Quantitative Finance 2008-12-02 Camilo Rodrigues Neto , Andr\' e C. R. Martins

It is shown phenomenologically that the fractional derivative $\xi=D^\alpha u$ of order $\alpha$ of a multifractal function has a power-law tail $\propto |\xi| ^{-p_\star}$ in its cumulative probability, for a suitable range of $\alpha$'s.…

Chaotic Dynamics · Physics 2015-06-26 U. Frisch , T. Matsumoto