English
Related papers

Related papers: On the multivariate multifractal formalism: exampl…

200 papers

We start by presenting a generalization of a discrete wave equation that is particularly satisfied by the entries of the matrix coefficients of the refinement equation corresponding to the multiresolution analysis of Alpert. The entries are…

Mathematical Physics · Physics 2021-02-01 Maxim Derevyagin , Jeffrey S. Geronimo

We evaluate the scale at which the multifractal structure of some random Gibbs measures becomes discernible. The value of this scale is obtained through what we call the growth speed in H\"older singularity sets of a Borel measure. This…

Probability · Mathematics 2009-11-11 Julien Barral , Stephane Seuret

The method of iterated conformal maps allows to study the harmonic measure of Diffusion Limited Aggregates with unprecedented accuracy. We employ this method to explore the multifractal properties of the measure, including the scaling of…

Statistical Mechanics · Physics 2009-11-07 Mogens H. Jensen , Anders Levermann , Joachim Mathiesen , Itamar Procaccia

For a Markov map of an interval or the circle with countably many branches and finitely many neutral periodic points, we establish conditional variational formulas for the mixed multifractal spectra of Birkhoff averages of countably many…

Dynamical Systems · Mathematics 2020-06-30 Johannes Jaerisch , Hiroki Takahasi

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

Many complex systems generate multifractal time series which are long-range cross-correlated. Numerous methods have been proposed to characterize the multifractal nature of these long-range cross correlations. However, several important…

Statistical Finance · Quantitative Finance 2015-10-14 Wen-Jie Xie , Zhi-Qiang Jiang , Gao-Feng Gu , Xiong Xiong , Wei-Xing Zhou

Random multifractals occur in particular at critical points of disordered systems. For Anderson localization transitions, Mirlin and Evers [PRB 62,7920 (2000)] have proposed the following scenario (a) the Inverse Participation Ratios…

Disordered Systems and Neural Networks · Physics 2010-06-16 Cecile Monthus , Thomas Garel

This work is an extension of the incomplete probability theory from the simple case of monofractals previously studied to the more general case of multifractals which can occur in the phase space without equiprobable partition.

Statistical Mechanics · Physics 2007-11-13 Qiuping A. Wang , L. Nivanen , A. El Kaabouchi , J. P. Badiali , A. Le Méhauté

We study the asymptotic number of certain monotonically labeled increasing trees arising from a generalized evolution process. The main difference between the presented model and the classical model of binary increasing trees is that the…

Combinatorics · Mathematics 2019-10-30 Olivier Bodini , Antoine Genitrini , Bernhard Gittenberger , Stephan Wagner

In this paper we investigate multifractal decompositions based on values of Birkhoff averages of functions from a class of symbolically continuous functions. This will be done for an expanding interval map with infinitely many branches and…

Dynamical Systems · Mathematics 2013-02-08 Ai-Hua Fan , Thomas Jordan , Lingmin Liao , Michal Rams

In algebraic statistics, the maximum likelihood degree of a statistical model refers to the number of solutions (counted with multiplicity) of the score equations over the complex field. In this paper, the maximum likelihood degree of the…

Statistics Theory · Mathematics 2025-11-14 Pooja Yadav , Tanuja Srivastava

Ordinal pattern dependence has been introduced in order to capture co-monotonic behavior between two time series. This concept has several features one would intuitively demand from a dependence measure. It was believed that ordinal pattern…

Statistics Theory · Mathematics 2024-05-29 Angelika Silbernagel , Alexander Schnurr

Difficulties may arise when analyzing longitudinal data using mixed-effects models if there are nonparametric functions present in the linear predictor component. This study extends the use of semiparametric mixed-effects modeling in cases…

Methodology · Statistics 2024-02-05 Mozhgan Taavoni , Mohammad Arashi

Bipartite experiments arise in various fields, in which the treatments are randomized over one set of units, while the outcomes are measured over another separate set of units. However, existing methods often rely on strong model…

Methodology · Statistics 2025-04-16 Sizhu Lu , Lei Shi , Yue Fang , Wenxin Zhang , Peng Ding

Under the formalism of annealed averaging of the partition function, two types of random multifractal measures with their probability of multipliers satisfying power distribution and triangular distribution are investigated mathematically.…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Wei-Xing Zhou , Hai-Feng Liu , Zun-Hong Yu

Let $Q$ be a fundamental domain of some full-rank lattice in ${\Bbb R}^d$ and let $\mu$ and $\nu$ be two positive Borel measures on ${\Bbb R}^d$ such that the convolution $\mu\ast\nu$ is a multiple of $\chi_Q$. We consider the problem as to…

Functional Analysis · Mathematics 2016-05-03 Jean-Pierre Gabardo , Chun-Kit Lai

In many problems of classical analysis extremal configurations appear to exhibit complicated fractal structure. This makes it much harder to describe extremals and to attack such problems. Many of these problems are related to the…

Complex Variables · Mathematics 2009-10-13 D. Beliaev , S. Smirnov

Jing (1995) and Liu et al. (2008) studied the two-sample empirical likelihood and showed it is Bartlett correctable for the univariate and multivariate cases, respectively. We expand its domain to the full parameter space and obtain a…

Statistics Theory · Mathematics 2013-08-21 Fan Wu , Min Tsao

The spectral measure plays a key role in the statistical modeling of multivariate extremes. Estimation of the spectral measure is a complex issue, given the need to obey a certain moment condition. We propose a Euclidean likelihood-based…

Methodology · Statistics 2012-04-17 Miguel de Carvalho , Boris Oumow , Johan Segers , Michał Warchoł

Familywise error rate (FWER) has been a cornerstone in simultaneous inference for decades, and the classical Bonferroni method has been one of the most prominent frequentist approaches for controlling FWER. The present article studies the…

Statistics Theory · Mathematics 2022-01-27 Monitirtha Dey