Related papers: Genuine multifractality in time series is due to t…
In mesoscopic systems conductance fluctuations are a sensitive probe of electron dynamics and chaotic phenomena. We show that the conductance of a purely classical chaotic system with either fully chaotic or mixed phase space generically…
Social, technological and economic time series are divided by events which are usually assumed to be random albeit with some hierarchical structure. It is well known that the interevent statistics observed in these contexts differs from the…
An overview is given of the limitations of Luttinger liquid theory in describing the real time equilibrium dynamics of critical one-dimensional systems with nonlinear dispersion relation. After exposing the singularities of perturbation…
Understanding irreversibility in macrophysics from reversible microphysics has been the holy grail in statistical physics ever since the mid-19th century. Here the central question concerns the arrow of time, which boils down to deriving…
The detrended fluctuation analysis (DFA) is one of the most widely used tools for the detection of long-range correlations in time series. Although DFA has found many interesting applications and has been shown as one of the best performing…
We study the influence of a dissipation process on diffusion dynamics triggered by slow fluctuations. We study both strong- and weak-friction regime. When the latter regime applies, the system is attracted by the basin of either Gauss or…
In this paper we discuss the problem of the estimation of extreme event occurrence probability for data drawn from some multifractal process. We also study the heavy (power-law) tail behavior of probability density function associated with…
The crucial aspect of this demonstration is the discovery of renewal events, hidden in the computed dynamics of a multifractal metronome, which enables the replacement of the phenomenon of strong anticipation with a time delayed…
This paper studies of the multifractal dynamics in 84 cryptocurrencies. It fills an important gap in the literature, by studying this market using two alternative multi-scaling methodologies. We find compelling evidence that…
It is shown that in many-electron systems quantum transfer amplitudes and thus transfer probabilities may be strongly influenced by fast fluctuating fields, in particular, caused by simultaneous electron transfers. Corresponding mutual…
Strong violations of existing fluctuation theorems may arise in nonequilibrium steady states characterized by distributions with power-law tails. The ratio of the probabilities of positive and negative fluctuations of equal magnitude…
A finite-time fluctuation theorem is proved for the diffusion-influenced surface reaction A<->B in a domain with any geometry where the species A and B undergo diffusive transport between the reservoir and the catalytic surface. A…
This is a short review in honor of B. Mandelbrot's 80st birthday, to appear in W ilmott magazine. We discuss how multiplicative cascades and related multifractal ideas might be relevant to model the main statistical features of financial…
I show that the so-called causality paradox of time-dependent density functional theory arises from an incorrect formulation of the variational principle for the time evolution of the density. The correct formulation not only resolves the…
When an isolated quantum system is driven out of equilibrium, expectation values of general observables start oscillating in time. This article reviews the general theory of such temporal fluctuations. We first survey some results on the…
First, we have generalized the notion of Franhoufer diffraction of temporal coherent light from a single slit to the case of arbitrary n-slits. The diffraction pattern is investigated for different values of recently [19] introduced…
A closed set of \textit{exact} equations describing statistical theory of turbulent self-diffusion by multivariate-normal turbulent velocity field is derived. In doing so, we first suggest exact formulas for correlations…
The logical structure and the basic theorems of time-dependent current density functional theory (TDCDFT) are analyzed and reconsidered from the point of view of recently proposed time-dependent deformation functional theory (TDDefFT). It…
A systematic study of the relations between fluctuations of the extensive multiparticle variables and integrals of the inclusive multipaticle densities is analysed. The generalized factorial moments are introduced and their physical meaning…
It was shown recently that the anomalous scaling of simultaneous correlation functions in turbulence is intimately related to the breaking of temporal scale invariance, which is equivalent to the appearance of infinitely many times scales…