English
Related papers

Related papers: Generic Multifractality in Exponentials of Long Me…

200 papers

We describe new families of random fractals, referred to as "V-variable", which are intermediate between the notions of deterministic and of standard random fractals. The parameter V describes the degree of "variability" : at each…

Probability · Mathematics 2007-05-23 Michael Barnsley , John E. Hutchinson , Örjan Stenflo

The key feature of a memristor is that the resistance is a function of its previous resistance, thereby the behaviour of the device is influenced by changing the way in which potential is applied across it. Ultimately, information can be…

Emerging Technologies · Computer Science 2020-05-22 Alexander E. Beasley , Mohammed-Salah Abdelouahab , René Lozi , Anna L. Powell , Andrew Adamatzky

In many systems, the electronic energy spectrum is a continuous or singular continuous multifractal set with a distribution of scaling exponents. Here, we show that for a quasiperiodic potential, the multifractal energy spectrum can have a…

Disordered Systems and Neural Networks · Physics 2015-10-12 Gerardo G. Naumis

We propose a simple mechanism by which scaling laws emerge from feature learning in multi-layer networks. We study a high-dimensional hierarchical target that is a globally high-degree function, but that can be represented by a combination…

Machine Learning · Statistics 2026-05-15 Arie Wortsman-Zurich , Hugo Tabanelli , Yatin Dandi , Florent Krzakala , Bruno Loureiro

In this paper we discuss the problem of the estimation of extreme event occurrence probability for data drawn from some multifractal process. We also study the heavy (power-law) tail behavior of probability density function associated with…

Statistical Mechanics · Physics 2009-11-11 Jean-Francois Muzy , Emmanuel Bacry , Alexey Kozhemyak

We study the asymptotic behavior of wavelet coefficients of random processes with long memory. These processes may be stationary or not and are obtained as the output of non--linear filter with Gaussian input. The wavelet coefficients that…

Probability · Mathematics 2010-07-28 Marianne Clausel , François Roueff , Murad S. Taqqu , Ciprian A. Tudor

Long memory processes driven by L\'evy noise with finite second-order moments have been well studied in the literature. They form a very rich class of processes presenting an autocovariance function which decays like a power function. Here,…

Probability · Mathematics 2022-04-20 G. L. Feltes , S. R. C. Lopes

Basing on invariant properties of universal multifractals we propose a simple algorithm for interpolation of multifractal densities. The algorithm admits generalization to a multidimensional case. Analitically obtained are multifractal…

chao-dyn · Physics 2007-05-23 V. G. Bar'yahtar , V. Yu. Gonchar , D. Schertzer , V. V. Yanovsky

Our numerical simulations with the Cahn-Hilliard equation show that coarsening of fractal clusters (FCs) is not a scale-invariant process. On the other hand, a typical coarsening length scale and interfacial area of the FC exhibit power…

Statistical Mechanics · Physics 2009-10-31 Massimo Conti , Baruch Meerson , Pavel V. Sasorov

We consider the fragmentation process with mass loss and discuss self-similar properties of the arising structure both in time and space, focusing on dimensional analysis. This exhibits a spectrum of mass exponents $\theta$, whose exact…

Statistical Mechanics · Physics 2009-11-07 M. K. Hassan , J. Kurths

The idea that information-processing systems operate near criticality to enhance computational performance is supported by scaling signatures in brain activity. However, external signals raise the question of whether this behavior is…

Neurons and Cognition · Quantitative Biology 2026-02-10 Rubén Calvo , Carles Martorell , Adrián Roig , Miguel A. Muñoz

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

Random input patterns induce a partition of the coupling space of a perceptron into cells labeled by their output sequences. Learning some data with a maximal error rate leads to clusters of neighboring cells. By analyzing the internal…

Disordered Systems and Neural Networks · Physics 2009-10-30 M. Weigt

Multifractality in time series analysis characterizes the presence of multiple scaling exponents, indicating heterogeneous temporal structures and complex dynamical behaviors beyond simple monofractal models. In the context of digital…

Statistical Finance · Quantitative Finance 2025-10-16 Stanisław Drożdż , Robert Kluszczyński , Jarosław Kwapień , Marcin Wątorek

Most generalized fractional operators rely on prescribed memory kernels, restricting hereditary behavior to predefined forms and limiting flexibility in modeling diverse memory effects. Motivated by these limitations, this paper develops a…

Dynamical Systems · Mathematics 2026-05-27 Jehad Alzabut

Many natural and social systems possess power-law memory, and their mathematical modeling requires the application of discrete and continuous fractional calculus. Most of these systems are nonlinear and demonstrate regular and chaotic…

Chaotic Dynamics · Physics 2022-02-08 Mark Edelman , Avigayil B. Helman

We examine both the dynamical and the multifractal properties at the chaos threshold of logistic maps with general nonlinearity $z>1$. First we determine analytically the sensitivity to initial conditions $\xi_{t}$. Then we consider a…

Statistical Mechanics · Physics 2013-08-29 E. Mayoral , A. Robledo

Multifractal detrended fluctuation analysis (MFDFA) has become a central method to characterise the variability and uncertainty in empiric time series. Extracting the fluctuations on different temporal scales allows quantifying the strength…

Computational Physics · Physics 2022-01-05 Leonardo Rydin Gorjão , Galib Hassan , Jürgen Kurths , Dirk Witthaut

The flow of frictionless granular particles is studied with stress-controlled discrete element modeling simulations for systems varying in size from 300 to 100,000 particles. The volume fraction and shear stress ratio $\mu$ are relatively…

Soft Condensed Matter · Physics 2022-01-12 A. P. Santos , Ishan Srivastava , Leonardo E. Silbert , Jeremy B. Lechman , Gary S. Grest

We investigate the presence of residual multifractal background for monofractal signals which appears due to the finite length of the signals and (or) due to the long memory the signals reveal. This phenomenon is investigated numerically…

Data Analysis, Statistics and Probability · Physics 2011-09-27 Dariusz Grech , Grzegorz Pamula