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The multifractal formalism for measures in its original formulation is checked for special classes of measures such as doubling, self-similar, and Gibbs-like ones. Out of these classes, suitable conditions should be taken into account to…

Dynamical Systems · Mathematics 2021-03-10 Adel Farhat , Anouar Ben Mabrouk

We analyze invariant measures of two coupled piecewise linear and everywhere expanding maps on the synchronization manifold. We observe that though the individual maps have simple and smooth functions as their stationary densities, they…

Chaotic Dynamics · Physics 2017-08-11 Deepak Jalla , Kiran M. Kolwankar

Under the formalism of annealed averaging of the partition function, a type of random multifractal measures with their multipliers satisfying exponentially distributed is investigated in detail. Branching emerges in the curve of generalized…

Adaptation and Self-Organizing Systems · Physics 2009-10-31 Wei-Xing Zhou , Zun-Hong yu

Multifractals are inhomogeneous measures (or functions) which are typically described by a full spectrum of real dimensions, as opposed to a single real dimension. Results from the study of fractal strings in the analysis of their geometry,…

Mathematical Physics · Physics 2008-10-07 Michel L. Lapidus , John A. Rock

The creativity and emergence of biological and psychological behavior are nonlinear. However, that does not necessarily mean only that the measurements of the behaviors are curvilinear. Furthermore, the linear model might fail to reduce…

Data Analysis, Statistics and Probability · Physics 2021-05-28 Damian G. Kelty-Stephen , Elizabeth Lane , Madhur Mangalam

In this paper, we perform a multifractal analysis of Birkhoff averages for interval maps with finitely many branches and parabolic fixed points. Using the thermodynamic approach, we strengthen the results of Johansson et al. on the…

Dynamical Systems · Mathematics 2025-10-21 Yuya Arima

We consider the multifractal formalism for the dynamics of semigroups of rational maps on the Riemann sphere and random complex dynamical systems. We elaborate a multifractal analysis of level sets given by quotients of Birkhoff sums with…

Dynamical Systems · Mathematics 2015-07-14 Johannes Jaerisch , Hiroki Sumi

We show that the R\'enyi entropies of single particle, extended wave functions for disordered systems contain information about the multifractal spectrum. It is shown for moments of the R\'enyi entropy, $S_{n}$, where $|n|<1$, it is…

Mesoscale and Nanoscale Physics · Physics 2013-02-04 Xiao Chen , Benjamin Hsu , Taylor L. Hughes , Eduardo Fradkin

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

We study multifractal properties of wave functions for a one-parameter family of quantum maps displaying the whole range of spectral statistics intermediate between integrable and chaotic statistics. We perform extensive numerical…

Chaotic Dynamics · Physics 2008-03-18 J. Martin , O. Giraud , B. Georgeot

The inversion formula for conservative multifractal measures was unveiled mathematically a decade ago, which is however not well tested in real complex systems. In this Letter, we propose to verify the inversion formula using high-frequency…

Statistical Finance · Quantitative Finance 2009-02-11 Zhi-Qiang Jiang , Wei-Xing Zhou

In this paper, we consider a certain convolutional Laplacian for metric measure spaces and investigate its potential for the statistical analysis of complex objects. The spectrum of that Laplacian serves as a signature of the space under…

Statistics Theory · Mathematics 2022-04-14 Gilles Mordant , Axel Munk

A measure without local dimension is a measure such that local dimension does not exist for any point in its support. In this paper, we construct such a class of Moran measures and study their lower and upper local dimensions. We show that…

Dynamical Systems · Mathematics 2020-01-08 Zhihui Yuan

Most results in multifractal analysis are obtained using either a thermodynamic approach based on existence and uniqueness of equilibrium states or a saturation approach based on some version of the specification property. A general…

Dynamical Systems · Mathematics 2019-02-20 Vaughn Climenhaga

The present state of mathematical diffraction theory for systems with continuous spectral components is reviewed and extended. We begin with a discussion of various characteristic examples with singular or absolutely continuous diffraction,…

Mathematical Physics · Physics 2015-10-30 Michael Baake , Matthias Birkner , Uwe Grimm

It has often been observed that the Multifractal Formalism and the Large Deviation Principles are intimately related. In fact, Multifractal Formalism was heuristically derived using the Large Deviations ideas. In numerous examples in which…

Dynamical Systems · Mathematics 2025-11-11 Mirmukhsin Makhmudov , Evgeny Verbitskiy , Qian Xiao

We present a study of morphological irregularity. Following recent work, we define an information-theoretic measure of irregularity based on the predictability of forms in a language. Using a neural transduction model, we estimate this…

Computation and Language · Computer Science 2019-06-28 Shijie Wu , Ryan Cotterell , Timothy J. O'Donnell

Multifractal analysis studies signals, functions, images or fields via the fluctuations of their local regularity along time or space, which capture crucial features of their temporal/spatial dynamics. It has become a standard signal and…

Classical Analysis and ODEs · Mathematics 2016-08-03 Roberto Leonarduzzi , Herwig Wendt , Patrice Abry , Stéphane Jaffard , Clothilde Melot , Stéphane G. Roux , Maria E. Torres

We discuss the properties of invariant measures corresponding to iterated function systems (IFSs) with place-dependent probabilities and compute their Renyi entropies, generalized dimensions, and multifractal spectra. It is shown that with…

chao-dyn · Physics 2009-10-31 Wojciech Slomczynski , Jaroslaw Kwapien , Karol Zyczkowski

Multifractal analysis is one of the important approaches that enables us to measure the complexity of various data via the scaling properties. We compare the most common techniques used for multifractal exponents estimation from both…

Statistical Finance · Quantitative Finance 2016-10-25 Petr Jizba , Jan Korbel