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The presence of multifractality in a time series shows different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. The identification of a multifractal nature…

Astrophysics of Galaxies · Physics 2018-05-21 A. Bewketu Belete , J. P. Bravo , B. L. Canto Martins , I. C. Leão , J. M. De Araujo , J. R. De Medeiros

We study multifractal properties in time evolution of a single particle subject to repeated measurements. For quantum systems, we consider circuit models consisting of local unitary gates and local projective measurements. For classical…

Quantum Physics · Physics 2024-10-28 Kohei Yajima , Hisanori Oshima , Ken Mochizuki , Yohei Fuji

We achieve the multifractal analysis of a class of complex valued statistically self-similar continuous functions. For we use multifractal formalisms associated with pointwise oscillation exponents of all orders. Our study exhibits new…

Mathematical Physics · Physics 2015-05-13 Julien Barral , Xiong Jin

Multifractal analysis of stochastic processes deals with the fine scale properties of the sample paths and seeks for some global scaling property that would enable extracting the so-called spectrum of singularities. In this paper we…

Probability · Mathematics 2014-06-12 Danijel Grahovac , Nikolai N. Leonenko

Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…

Probability · Mathematics 2021-12-24 Gabriel B. Apolinário , Laurent Chevillard , Jean-Christophe Mourrat

The analysis of the linearization effect in multifractal analysis, and hence of the estimation of moments for multifractal processes, is revisited borrowing concepts from the statistical physics of disordered systems, notably from the…

Statistical Mechanics · Physics 2011-07-28 Florian Angeletti , Marc Mézard , Eric Bertin , Patrice Abry

Scale invariance is a central organizing principle in physics, underlying phenomena that range from critical behaviour in statistical mechanics to transport and chaos in nonlinear dynamical systems. Here we present a unified and physically…

Statistical Mechanics · Physics 2026-02-23 Edson D. Leonel , Diego F. M. Oliveira

Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…

Data Analysis, Statistics and Probability · Physics 2008-04-07 Jan W. Kantelhardt

The phase diagrams and transitions of nonequilibrium systems with multiplicative noise are studied theoretically. We show the existence of both strong and weak-coupling critical behavior, of two distinct active phases, and of a nonzero…

adap-org · Physics 2016-08-16 G. Grinstein , M. A. Muñoz , Yuhai Tu

Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…

Fluid Dynamics · Physics 2021-06-30 L. Moriconi

A hallmark of far-from-equilibrium systems is the emergence of a spectral cascade, where energy is transferred across length-scales following a simple power law. The universal nature of this phenomenon has led to advances in a range of…

General Relativity and Quantum Cosmology · Physics 2025-03-10 Sean M. D. Gregory , Silvia Schiattarella , Vitor S. Barroso , David I. Kaiser , Anastasios Avgoustidis , Silke Weinfurtner

Periodically forced turbulence is used as a test case to evaluate the predictions of two-equation and multiple-scale turbulence models in unsteady flows. The limitations of the two-equation model are shown to originate in the basic…

Fluid Dynamics · Physics 2010-09-02 Robert Rubinstein , Wouter J. T. Bos

Many systems involve numerous interacting parts and the whole system can have properties that the individual parts do not. I take this novelty as the defining characteristic of an emergent property. Other characteristics associated with…

History and Philosophy of Physics · Physics 2025-11-05 Ross H. McKenzie

The presence of one or more species at some spatial locations but not others is a central matter in ecology. This phenomenon is related to ecological pattern formation. Nonlocal interactions can be considered as one of the mechanisms…

Populations and Evolution · Quantitative Biology 2017-12-29 Ozgur Aydogmus

Multiplicative processes and multifractals have earned increased popularity in applications ranging from hydrodynamic turbulence to computer network traffic, from image processing to economics. We analyse the multifractality of the recently…

Data Analysis, Statistics and Probability · Physics 2009-12-28 B. Kaulakys , M. Alaburda , V. Gontis , T. Meskauskas

Research over the past few decades has assumed the richness (number of species) to be the primary driver of the biodiversity and ecosystem function (BEF) relationship. However, biodiversity is multi-dimensional, and richness alone does not…

Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics. The core of the extended multifractal analysis is the…

Statistical Finance · Quantitative Finance 2020-07-01 Jarosław Klamut , Ryszard Kutner , Tomasz Gubiec , Zbigniew R. Struzik

We demonstrate that the correlations observed in conditioned multiplier distributions of the energy dissipation in fully developed turbulence can be understood as an unavoidable artefact of the observation procedure. Taking the latter into…

chao-dyn · Physics 2009-10-31 Bruno Jouault , Peter Lipa , Martin Greiner

We propose a means to relate properties of an interconnected system to its separate component systems in the presence of cascade-like phenomena. Building on a theory of interconnection reminiscent of the behavioral approach to systems…

Systems and Control · Electrical Eng. & Systems 2019-11-26 Elie M. Adam , Munther A. Dahleh

Species sampling processes have long served as the fundamental framework for modeling random discrete distributions and exchangeable sequences. However, data arising from distinct but related sources require a broader notion of…

Statistics Theory · Mathematics 2026-02-03 Beatrice Franzolini , Antonio Lijoi , Igor Prünster , Giovanni Rebaudo