Related papers: Genuine multifractality in time series is due to t…
Atmospheric flows exhibit long-range spatiotemporal correlations manifested as the fractal geometry to the global cloud cover pattern concomitant with inverse power-law form for power spectra of temporal fluctuations of all scales ranging…
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…
An average instantaneous cross-correlation function is introduced to quantify the interaction of the financial market of a specific time. Based on the daily data of the American and Chinese stock markets, memory effect of the average…
An efficient method of exploring the effects of anisotropy in the fractal properties of 2D surfaces and images is proposed. It can be viewed as a direction-sensitive generalization of the multifractal detrended fluctuation analysis (MFDFA)…
A multivariate, stationary time series is said to be jointly regularly varying if all its finite-dimensional distributions are multivariate regularly varying. This property is shown to be equivalent to weak convergence of the conditional…
The major goal of the present paper is to find out the manifestation of the boundedness of fluctuations. Two different subjects are considered: (i) an ergodic Markovian process associated with a new type of large scaled fluctuations at…
We investigate event-by-event fluctuations for ensembles with non-fixed multiplicity. Moments of event observable distributions, like total energy distribution, total transverse momentum distribution, etc, are shown to be related to the…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
The aim of this paper is first the detection of multiple abrupt changes of the long-range dependence (respectively self-similarity, local fractality) parameters from a sample of a Gaussian stationary times series (respectively time series,…
Inhomogeneous temporal processes, like those appearing in human communications, neuron spike trains, and seismic signals, consist of high-activity bursty intervals alternating with long low-activity periods. In recent studies such bursty…
The thermodynamic uncertainty relation gives a lower bound on the amount of dissipation in a mesoscopic system. By considering the fluctuations in the hysteresis of the current -- the sum of the currents in the time-forward and…
We analyse tick-by-tick data representing major cryptocurrencies traded on some different cryptocurrency trading platforms. We focus on such quantities like the inter-transaction times, the number of transactions in time unit, the traded…
Entanglement fluctuations associated with Schr\"{o}dinger evolution of wavefunctions offer a unique perspective on various fundamental issues ranging from quantum thermalization to state preparation in quantum devices. Very recently, a…
The force autocorrelation function (FACF), a concept of fundamental interest in statistical mechanics, encodes the effect of interactions on the dynamics of a tagged particle. In equilibrium, the FACF is believed to decay monotonically in…
We introduce a class of models containing robust and analytically demonstrable multifractality induced by disorder correlations. Specifically, we investigate the statistics of eigenstates of disordered tight-binding models on two classes of…
We study the work fluctuations of a particle subjected to a deterministic drag force plus a random forcing whose statistics is of the L\'evy type. In the stationary regime, the probability density of the work is found to have ``fat''…
Chaos is an inherently dynamical phenomenon traditionally studied for trajectories that are either permanently erratic or transiently influenced by permanently erratic ones lying on a set of measure zero. The latter gives rise to the final…
We propose a fully multivariate generalization of multifractal detrended fluctuation analysis (MFDFA) and leverage it to develop a fault diagnosis framework for multichannel machine vibration data. We introduce a novel covariance-weighted…
We examine both the dynamical and the multifractal properties at the chaos threshold of logistic maps with general nonlinearity $z>1$. First we determine analytically the sensitivity to initial conditions $\xi_{t}$. Then we consider a…
Different thermalization scenarios for systems with large fields have been proposed in the literature based on classical-statistical lattice simulations approximating the underlying quantum dynamics. We investigate the range of validity of…