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Large assemblies of nonlinear dynamical units driven by a long-wave fluctuating external field are found to generate strong turbulence with scaling properties. This type of turbulence is so robust that it persists over a finite parameter…

chao-dyn · Physics 2007-05-23 Yoshiki Kuramoto , Hiroya Nakao

We define a large class of continuous time multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined…

Statistical Mechanics · Physics 2009-11-07 J. -F. Muzy , E. Bacry

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

The field-driven magnetisation reversal processes in disordered systems exhibit a collective behaviour that is manifested in the scale-invariance of avalanches, closely related to underlying dynamical mechanisms. Using the multifractal time…

Disordered Systems and Neural Networks · Physics 2016-02-09 Bosiljka Tadic

Suppose $ E$ is a space with a null-recurrent Markov kernel $ P$. Furthermore, suppose there are infinite particles with variable weights on $ E$ performing a random walk following $ P$. Let $ X_{t}$ be a weighted functional of the position…

Probability · Mathematics 2010-12-01 Souvik Ghosh

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

Many applications in speech, robotics, finance, and biology deal with sequential data, where ordering matters and recurrent structures are common. However, this structure cannot be easily captured by standard kernel functions. To model such…

Machine Learning · Computer Science 2017-10-06 Maruan Al-Shedivat , Andrew Gordon Wilson , Yunus Saatchi , Zhiting Hu , Eric P. Xing

This paper demonstrates that intermittent magnetic field fluctuations in the plasma sheet exhibit transitory, localized, and multi-scale features. We propose a multifractal based algorithm, which quantifies intermittence on the basis of the…

Collisionless suspensions of inertial particles (finite-size impurities) are studied in 2D and 3D spatially smooth flows. Tools borrowed from the study of random dynamical systems are used to identify and to characterise in full generality…

Chaotic Dynamics · Physics 2007-05-23 Jeremie Bec

Brain metabolism is controlled by complex regulation mechanisms. As part of their nature many complex systems show scaling behavior in their timeseries data. Corresponding scaling exponents can sometimes be used to characterize these…

Condensed Matter · Physics 2007-05-23 Stefan Thurner , Christian Windischberger , Ewald Moser , Markus Barth

Eigenstate multifractality is of significant interest with potential applications in various fields of quantum physics. Most of the previous studies concentrated on fine-tuned quantum models to realize multifractality which is generally…

Disordered Systems and Neural Networks · Physics 2025-07-03 Adway Kumar Das , Anandamohan Ghosh , Ivan M. Khaymovich

Multistability -- the emergence of multiple stable states under identical conditions -- is a hallmark of nonlinear complexity and an enabling mechanism for multilevel optical memory and photonic computing. Its realization in a compact…

Optics · Physics 2025-11-18 Zhen Liu , Xuefan Yin , Andrey Bogdanov , Yujia Nie , Yi Zuo , Hongbin Li , Feifan Wang , Chao Peng

The intraday pattern, long memory, and multifractal nature of the intertrade durations, which are defined as the waiting times between two consecutive transactions, are investigated based upon the limit order book data and order flows of 23…

Trading and Market Microstructure · Quantitative Finance 2008-12-18 Zhi-Qiang Jiang , Wei Chen , Wei-Xing Zhou

We consider the hierarchic tree Random Energy Model with continuous branching and calculate the moments of the corresponding partition function. We establish the multifractal properties of those moments. We derive formulas for the normal…

Statistical Mechanics · Physics 2015-06-12 David B. Saakian

A novel approach to zipper fractal interpolation theory for functions of several variables is proposed. We develop multivariate zipper fractal functions in a constructive manner. We then perturb a multivariate function to construct its…

Functional Analysis · Mathematics 2022-12-08 D. Kumar , A. K. B. Chand , P. R. Massopust

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

Macroscopic systems often display phase transitions where certain physical quantities are singular or self-similar at different (spatial) scales. Such properties of systems are currently characterized by some order parameters and a few…

Statistical Mechanics · Physics 2013-04-12 Zhi Chen , Xiao Xu

The dynamic and kinetic behavior of processes occurring in fractals with spatial discrete scale invariance (DSI) is considered. Spatial DSI implies the existence of a fundamental scaling ratio (b_1). We address time-dependent physical…

Statistical Mechanics · Physics 2009-11-13 M. A. Bab , G. Fabricius , Ezequiel V. Albano.

We develop a powerful yet simple method that generates multifractal fields with fully controlled scaling properties. Adopting the Multifractal Random Walk (MRW) model of Bacry et al. (2001), synthetic multifractal fields are obtained from…

Statistical Mechanics · Physics 2026-02-10 Samy Lakhal , Laurent Ponson , Michael Benzaquen , Jean-Philippe Bouchaud

Recently has been investigated that the ground-state wavefunction of the one dimensional quantum spin-1/2 chain models is multifractal in general with non-trivial fractal dimension. We are studying this phenomena for the quantum Ising chain…

Disordered Systems and Neural Networks · Physics 2020-01-08 Dimitrios Voliotis