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Stochastic resonance is a non-linear phenomenon, in which the sensitivity of signal detectors can be enhanced by adding random noise to the detector input. Here, we demonstrate that noise can also improve the information flux in recurrent…

Neurons and Cognition · Quantitative Biology 2018-11-30 Patrick Krauss , Karin Prebeck , Achim Schilling , Claus Metzner

We discuss the origin of multiscaling in financial time-series and investigate how to best quantify it. Our methodology consists in separating the different sources of measured multifractality by analysing the multi/uni-scaling behaviour of…

Statistical Finance · Quantitative Finance 2015-09-22 Riccardo Junior Buonocore , Tomaso Aste , Tiziana Di Matteo

Nonlinear diffusion is studied in the presence of multiplicative noise. The nonlinearity can be viewed as a ``wall'' limiting the motion of the diffusing field. A dynamic phase transition occurs when the system ``unbinds'' from the wall.…

Statistical Mechanics · Physics 2009-10-30 M. A. Muñoz , T. Hwa

We present a novel method for determining multi-fractal properties from experimental data. It is based on maximising the likelihood that the given finite data set comes from a particular set of parameters in a multi-parameter family of well…

chao-dyn · Physics 2009-10-28 A. J. Roberts , A. Cronin

Wi-Fi channel measurements across different bands, e.g., sub-7-GHz and 60-GHz bands, are asynchronous due to the uncoordinated nature of distinct standards protocols, e.g., 802.11ac/ax/be and 802.11ad/ay. Multi-band Wi-Fi fusion has been…

Signal Processing · Electrical Eng. & Systems 2024-07-19 Sorachi Kato , Pu Perry Wang , Toshiaki Koike-Akino , Takuya Fujihashi , Hassan Mansour , Petros Boufounos

Understanding causal relationships in multivariate time series is crucial in many scenarios, such as those dealing with financial or neurological data. Many such time series exhibit multiple regimes, i.e., consecutive temporal segments with…

Machine Learning · Computer Science 2025-10-24 Abdellah Rahmani , Pascal Frossard

In this paper, we consider discrete-time non-linear stochastic dynamical systems with additive process noise in which both the initial state and noise distributions are uncertain. Our goal is to quantify how the uncertainty in these…

Systems and Control · Electrical Eng. & Systems 2025-05-19 Steven Adams , Eduardo Figueiredo , Luca Laurenti

Nonlinearities in power amplifiers adversely affect multi-carrier modulation techniques. Accurate prediction of nonlinear distortion is essential for making design trade-offs between output power and network throughput. We use the series…

Signal Processing · Electrical Eng. & Systems 2025-10-29 Cameron M. Pike , Brad Oney , Gabriel Hepner , Animesh Yadav

Extensive studies have investigated the transition mechanism of boundary layers initiated by a single primary instability. In a real-world scenario, however, multiple primary instabilities of different physical nature would coexist and…

Fluid Dynamics · Physics 2026-03-18 Xiao-Bai Li , Yifeng Chen , Chihyung Wen , Peixu Guo

The work presents results of a numerical study of fractal characteristics of multifractal stream at addition of stream, which does not have multifractal properties. They showed that the generalized Hurst exponent of total stream tends to…

Networking and Internet Architecture · Computer Science 2019-05-10 Igor Ivanisenko , Lyudmyla Kirichenko , Tamara Radivilova

We analyze the data from the 6 gravitational waves signals detected by LIGO through the lens of multifractal formalism using the MFDMA method, as well as shuffled and surrogate procedures. We identified two regimes of multifractality in the…

High Energy Astrophysical Phenomena · Physics 2020-01-01 Daniel B. de Freitas , Mackson M. F. Nepomuceno , J. R. De Medeiros

Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…

Chaotic Dynamics · Physics 2009-11-07 N. Hadyn , J. Luevano , G. Mantica , S. Vaienti

This paper investigates the robustness of affine frequency division multiplexing (AFDM) and orthogonal time frequency space (OTFS) modulation schemes against non-white Gaussian noise, which can model various sources of additive disturbances…

Signal Processing · Electrical Eng. & Systems 2025-10-07 Vincent Savaux , Steve Sawadogo , Hyeon Seok Rou , Giuseppe Thadeu Freitas de Abreu

Density regression models allow a comprehensive understanding of data by modeling the complete conditional probability distribution. While flexible estimation approaches such as normalizing flows (NF) work particularly well in multiple…

Machine Learning · Statistics 2025-06-13 Marcel Arpogaus , Thomas Kneib , Thomas Nagler , David Rügamer

Dynamical systems can display a plethora of ergodic and ergodicity breaking behaviors, ranging from simple periodicity to ergodicity and chaos. Here we report an unusual type of non-ergodic behavior in a many-body discrete-time dynamical…

Statistical Mechanics · Physics 2025-07-21 Yusuf Kasim , Tomaž Prosen

We study regularity properties of frequency measures arising from random substitutions, which are a generalisation of (deterministic) substitutions where the substituted image of each letter is chosen independently from a fixed finite set.…

Dynamical Systems · Mathematics 2025-01-30 Andrew Mitchell , Alex Rutar

We analyze the multifractality of the fidelity in an engineered Toffoli gate. Using quantum control methods, we define several optimization problems whose global solutions realize the gate in a chain of three qubits with XY Heisenberg…

Quantum Physics · Physics 2022-03-03 Jalil Khatibi Moqadam , Guilherme S. Welter , Paulo A. A. Esquef

The distribution function of local amplitudes of eigenstates of a two-dimensional disordered metal is calculated. Although the distribution of comparatively small amplitudes is governed by laws similar to those known from the random matrix…

Condensed Matter · Physics 2016-08-31 Vladimir I. Fal'ko , K. B. Efetov

A multifractal model is used to analyze neutron evolution within a reactor. For chain reactions, various characteristics of multifractal neutron behavior have been determined. These include the dimension of the multifractal carrier,…

Disordered Systems and Neural Networks · Physics 2026-01-26 V. V. Ryazanov

Current trend in neurosciences is to use naturalistic stimuli, such as cinema, class-room biology or video gaming, aiming to understand the brain functions during ecologically valid conditions. Naturalistic stimuli recruit complex and…

Signal Processing · Electrical Eng. & Systems 2022-12-02 Hanna Poikonen , Tomasz Zaluska , Xiaying Wang , Michele Magno , Manu Kapur