Related papers: Genuine multifractality in time series is due to t…
Complex systems are often non-stationary, typical indicators are continuously changing statistical properties of time series. In particular, the correlations between different time series fluctuate. Models that describe the multivariate…
We extend previous work to describe a class of fluctuation relations (FRs) that emerge as a consequence of symmetries at the level of stochastic trajectories in Markov chains. We prove that given such a symmetry, and for a suitable…
Selfsimilar space-time fractal fluctuations are generic to dynamical systems in nature such as atmospheric flows, heartbeat patterns, population dynamics, etc. The physics of the long-range correlations intrinsic to fractal fluctuations is…
We perform a comparative study of applicability of the Multifractal Detrended Fluctuation Analysis (MFDFA) and the Wavelet Transform Modulus Maxima (WTMM) method in proper detecting of mono- and multifractal character of data. We quantify…
We consider the dynamics of the disordered trap model, which is known to be completely out-of-equilibrium and to present strong localization effects in its aging phase. We are interested into the influence of an external force, when it is…
We have studied the multifractality of pion emission process in 16O-AgBr interactions at 2.1AGeV & 60AGeV, 12CAgBr &24Mg-AgBr interactions at 4.5AGeV and 32S-AgBr interactions at 200AGeV using Multifractal Detrended Fluctuation Analysis…
We investigate the emergence of a time crystal in a driven-dissipative many-body spin array. In this system the interplay between incoherent spin pumping and collective emission stabilizes a synchronized non-equilibrium steady state which…
Melting of an ultrathin lubricant film confined between two atomically flat surfaces is we studied using the rheological model for viscoelastic matter approximation. Phase diagram with domains, corresponding to sliding, dry, and two types…
Subdiffusion on graphs is often modeled by time-fractional diffusion equations, yet its structural and dynamical consequences remain unclear. We show that subdiffusive transport on graphs is a memory-driven process generated by a random…
The scaling properties of oil price fluctuations are described as a non-stationary stochastic process realized by a time series of finite length. An original model is used to extract the scaling exponent of the fluctuation functions within…
Long-time tails, or algebraic decay of time-correlation functions, have long been known to exist both in many-body systems and in models of non-interacting particles in the presence of quenched disorder that are often referred to as Lorentz…
We provide an alternative method for analysis of multifractal properties of time series. The new approach takes into account the behaviour of the whole multifractal profile of the generalized Hurst exponent $h(q)$ for all moment orders $q$,…
A multifractal-like representation for multi-time multi-scale velocity correlation in turbulence and dynamical turbulent models is proposed. The importance of subleading contributions to time correlations is highlighted. The fulfillment of…
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…
We study the fluctuations of a stochastic Maxwell-Lorentz particle model driven by an external field to determine the extent to which fluctuation relations are related to large deviations. Focusing on the total entropy production of this…
We clarify what it means to have a spacetime fractal geometry in quantum gravity and show that its properties differ from those of usual fractals. A weak and a strong definition of multi-scale and multi-fractal spacetimes are given together…
Previous studies indicate that nonlinear properties of Gaussian time series with long-range correlations, $u_i$, can be detected and quantified by studying the correlations in the magnitude series $|u_i|$, i.e., the ``volatility''. However,…
The irreversibility of trajectories in stochastic dynamical systems is linked to the structure of their causal representation in terms of Bayesian networks. We consider stochastic maps resulting from a time discretization with interval \tau…
Most of the theoretical results on the kinematic amplification of small-scale magnetic fluctuations by turbulence have been confined to the model of white-noise-like advecting turbulent velocity field. In this work, the statistics of the…
The familiar cascade measures are sequences of random positive measures obtained on $[0,1]$ via $b$-adic independent cascades. To generalize them, this paper allows the random weights invoked in the cascades to take real or complex values.…