Related papers: Multifractal analysis of measures arising from ran…
We consider $L^q$-spectra of planar graph-directed self-affine measures generated by diagonal or anti-diagonal matrices. Assuming the directed graph is strongly connected and the system satisfies the rectangular open set condition, we…
We investigate the presence of residual multifractal background for monofractal signals which appears due to the finite length of the signals and (or) due to the long memory the signals reveal. This phenomenon is investigated numerically…
Fractal dimensions of eigenfunctions for various critical random matrix ensembles are investigated in perturbation series in the regimes of strong and weak multifractality. In both regimes we obtain expressions similar to those of the…
We describe a new method that is both physically explicable and quantitatively accurate in describing the multifractal characteristics of intermittent events based on groupings of rank-ordered fluctuations. The generic nature of such…
The paper is devoted to discretization of integral norms of functions from a given finite dimensional subspace. Even though this problem is extremely important in applications, its systematic study has begun recently. In this paper we…
In this paper, several aspects of the random noble means substitution are studied. Beyond important dynamical facets as the frequency of subwords and the computation of the topological entropy, the important issue of ergodicity is…
Structurally random matrices (SRMs) are a practical alternative to fully random matrices (FRMs) when generating compressive sensing measurements because of their computational efficiency and their universality with respect to the sparsifing…
In this article, we investigate the bivariate multifractal analysis of pairs of Borel probability measures. We prove that, contrarily to what happens in the univariate case, the natural extension of the Legendre spectrum does not yield an…
The coupling space of perceptrons with continuous as well as with binary weights gets partitioned into a disordered multifractal by a set of $p=\gamma N$ random input patterns. The multifractal spectrum $f(\alpha)$ can be calculated…
Multifractal analysis studies level sets of asymptotically defined quantities in a topological dynamical system. We consider the topological pressure function on such level sets, relating it both to the pressure on the entire phase space…
We undertake a general study of multifractal phenomena for functions. We show that the existence of several kinds of multifractal functions can be easily deduced from an abstract statement, leading to new results. This general approach does…
We study the nature of the phase transition in the multifractal formalism of the harmonic measure of Diffusion Limited Aggregates (DLA). Contrary to previous work that relied on random walk simulations or ad-hoc models to estimate the low…
In this paper a sponge in $\mathbb{R}^d$ is the attractor of an iterated function system consisting of finitely many strictly contracting affine maps whose linear part is a diagonal matrix. A suitable separation condition is introduced…
Iterated conformal mappings are used to obtain exact multifractal spectra of the harmonic measure for arbitrary Laplacian random walks in two dimensions. Separate spectra are found to describe scaling of the growth measure in time, of the…
We consider the problem of testing mutual independence among the components of a high-dimensional random vector. Building on the rank-based max-sum framework, we introduce fixed finite-$L_q$ power-sum statistics under three general classes…
Interpretation of the nonclassical total probability formula arising in some quantum experiments is provided based on stochastic models described by means of a sequence of random vectors changing in the measurement procedures.
We use a multifractal formalism to study the effect of stochastic resonance in a noisy bistable system driven by various input signals. To characterize the response of a stochastic bistable system we introduce a new measure based on the…
Multifractal analysis and extensive statistical tests are performed upon intraday minutely data within individual trading days for four stock market indexes (including HSI, SZSC, S&P500, and NASDAQ) to check whether the indexes (instead of…
For self-similar measures with overlaps, closed formulas of the $L^q$-spectrum have been obtained by Ngai and the author for measures that are essentially of finite type in [J. Aust. Math. Soc. \textbf{106} (2019), 56--103]. We extend the…
We propose lacunarity as a novel recurrence quantification measure and illustrate its efficacy to detect dynamical regime transitions which are exhibited by many complex real-world systems. We carry out a recurrence plot based analysis for…