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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 measurements of the magnetic and nematic correlation lengths in a generalization of the two dimensional XY model on the square lattice are presented using classical Monte Carlo simulation. The full phase diagram is re-examined based on…

Statistical Mechanics · Physics 2018-10-17 Duong Xuan Nui , Le Tuan , Nguyen Duc Trung Kien , Pham Thanh Huy , Hung T. Dang , Dao Xuan Viet

The multifractal analysis of disorder induced localization-delocalization transitions is reviewed. Scaling properties of this transition are generic for multi parameter coherent systems which show broadly distributed observables at…

Condensed Matter · Physics 2015-06-25 Martin Janssen

A new method to study the long-range correlations in multiparticle production is developped. It is proposed to study the joint factorial moments or cumulants of multiplicity distributions in several (more than two) bins. It is shown that…

High Energy Physics - Phenomenology · Physics 2015-05-27 A. Bialas , K. Zalewski

The critical behaviour of correlation functions near a boundary is modified from that in the bulk. When the boundary is smooth this is known to be characterised by the surface scaling dimension $\xt$. We consider the case when the boundary…

Statistical Mechanics · Physics 2009-10-31 John Cardy

We show that it can be considered some of Bach pitches series as a stochastic process with scaling behavior. Using multifractal deterend fluctuation analysis (MF-DFA) method, frequency series of Bach pitches have been analyzed. In this view…

Data Analysis, Statistics and Probability · Physics 2009-11-13 G. R. Jafari , P. Pedram , L. Hedayatifar

Multifractal processes are a relatively new tool of stock market analysis. Their power lies in the ability to take multiple orders of autocorrelations into account explicitly. In the first part of the paper we discuss the framework of the…

Other Condensed Matter · Physics 2008-12-02 Zoltan Eisler , Janos Kertesz

To gain insight into the mechanisms behind machine learning methods, it is crucial to establish connections among the features describing data points. However, these correlations often exhibit a high-dimensional and strongly nonlinear…

Machine Learning · Computer Science 2025-03-04 Lorenzo Basile , Santiago Acevedo , Luca Bortolussi , Fabio Anselmi , Alex Rodriguez

A theory of additive Markov chains with long-range memory, proposed earlier in Phys. Rev. E 68, 06117 (2003), is developed and used to describe statistical properties of long-range correlated systems. The convenient characteristics of such…

Data Analysis, Statistics and Probability · Physics 2009-11-11 S. S. Melnyk , O. V. Usatenko , V. A. Yampol'skii , S. S. Apostolov , Z. A. Mayzelis

We find statistically significant correlations in the cosmological matter power spectrum over the full range of observable scales. While the correlations between individual modes are weak, the band-averaged power spectrum shows strong…

Astrophysics · Physics 2009-10-31 A. Meiksin , Martin White

I present new comparisons of AGN optical, UV, and X-ray variations. These reveal complex relationships between the different passbands that can change with time in a given object. While there is evidence from several objects that X-ray and…

Astrophysics · Physics 2007-05-23 C. Martin Gaskell

The correlation function of two dimensional Ising model with the nearest neighbours interaction on the finite size lattice with the periodical boundary conditions is derived. The expressions similar to the form factor representation are…

High Energy Physics - Theory · Physics 2007-05-23 A. I. Bugrij

Correlated fluctuations in the activity of neural populations reflect the network's dynamics and connectivity. The temporal and spatial dimensions of neural correlations are interdependent. However, prior theoretical work mainly analyzed…

Neurons and Cognition · Quantitative Biology 2022-07-19 Yan-Liang Shi , Roxana Zeraati , Anna Levina , Tatiana A. Engel

Speckle patterns are inherent features of coherent light propagation through complex media. As a result of interference, they are sensitive to multiple experimental parameters such as the configuration of disorder or the propagating…

Correlation analysis is convenient and frequently used tool for investigation of time series from complex systems. Recently new methods such as the multifractal detrended fluctuation analysis (MFDFA) and the wavelet transform modulus…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Nikolay K. Vitanov , kenschi Sakai , Elka D. Yankulova

We extend the notions of multipole and subsystem symmetries to more general {\it spatially modulated} symmetries. We uncover two instances with exponential and (quasi)-periodic modulations, and provide simple microscopic models in one, two…

Statistical Mechanics · Physics 2021-10-19 Pablo Sala , Julius Lehmann , Tibor Rakovszky , Frank Pollmann

We systematically study the linewidths of multilevel exciton-polariton modes as a function of the detuning in a planar hybrid microcavity (MC) with low quality factor (Q~300) operating in the linear optical response regime. Using optical…

Multivariate processes with long-range dependent properties are found in a large number of applications including finance, geophysics and neuroscience. For real data applications, the correlation between time series is crucial. Usual…

Statistics Theory · Mathematics 2015-11-02 Sophie Achard , Irène Gannaz

Based on the mathematical arguments formulated within the Multifractal Detrended Fluctuation Analysis (MFDFA) approach it is shown that in the uncorrelated time series from the Gaussian basin of attraction the effects resembling…

Data Analysis, Statistics and Probability · Physics 2023-03-30 Jarosław Kwapień , Pawel Blasiak , Stanisław Drożdż , Paweł Oświęcimka

We analyze correlation functions in a toy model of a random geometry interacting with matter. We show that in general the connected correlator will contain a long-range scaling part which is in some sense a remnant of the disconnected part.…

High Energy Physics - Lattice · Physics 2015-06-25 J. Ambjorn , P. Bialas , J. Jurkiewicz