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We extend the multifractal analysis of the statistics of critical wave functions in quantum Hall systems by calculating numerically the correlations of local amplitudes corresponding to eigenstates at two different energies. Our results…

Condensed Matter · Physics 2009-10-28 Krystian Pracz , Martin Janssen , Peter Freche

Two exact relations between mutlifractal exponents are shown to hold at the critical point of the Anderson localization transition. The first relation implies a symmetry of the multifractal spectrum linking the multifractal exponents with…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 A. D. Mirlin , Y. V. Fyodorov , A. Mildenberger , F. Evers

We consider the model of the directed polymer in a random medium of dimension 1+3, and investigate its multifractal properties at the localization/delocalization transition. In close analogy with models of the quantum Anderson localization…

Disordered Systems and Neural Networks · Physics 2007-06-13 Cecile Monthus , Thomas Garel

The effect of Coulomb and short-range interactions on the spectral properties of two-dimensional disordered systems with two spinless fermions is investigated by numerical scaling techniques. The size independent universality of the…

Disordered Systems and Neural Networks · Physics 2009-10-31 E. Cuevas

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

We have studied numerically the appearance of multiscaling behavior in the three-dimensional ferromagnetic Ising site diluted model, in the form of a multifractal distribution of the decay exponents for the spatial correlation functions at…

Disordered Systems and Neural Networks · Physics 2024-01-17 E. Marinari , V. Martin-Mayor , G. Parisi , F. Ricci-Tersenghi , J. J. Ruiz-Lorenzo

We construct perturbation series for the q-th moment of eigenfunctions of various critical random matrix ensembles in the strong multifractality regime close to localization. Contrary to previous investigations, our results are valid in the…

Quantum Physics · Physics 2015-06-03 E. Bogomolny , O. Giraud

Generalized multifractality characterizes scaling of eigenstate observables at Anderson-localization critical points. We explore generalized multifractality in 2D systems, with the main focus on the spin quantum Hall (SQH) transition in…

Disordered Systems and Neural Networks · Physics 2021-10-05 Jonas F. Karcher , Noah Charles , Ilya A. Gruzberg , Alexander D. Mirlin

Nonequilibrium phase transitions are characterized by the so-called critical exponents, each of which is related to a different observable. Systems that share the same set of values for these exponents also share the same universality…

Adaptation and Self-Organizing Systems · Physics 2019-11-01 Mauricio Girardi-Schappo , M. H. R. Tragtenberg

We present a finite-size scaling for both interaction and disorder strengths in the critical regime of the many-body localization (MBL) transition for a spin-1/2 XXZ spin chain with a random field by studying level statistics. We show how…

Disordered Systems and Neural Networks · Physics 2018-06-13 Kazue Kudo , Tetsuo Deguchi

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

We generalize universal relations between the multifractal exponent \alpha_0 for the scaling of the typical wave function magnitude at a (Anderson) localization-delocalization transition in two dimensions and the corresponding critical…

Disordered Systems and Neural Networks · Physics 2010-07-21 Hideaki Obuse , Arvind R. Subramaniam , Akira Furusaki , Ilya A. Gruzberg , Andreas W. W. Ludwig

The multifractal critical phase (MCP) fundamentally differs from extended and localized phases, exhibiting delocalized distributions in both position and momentum spaces. The investigation on the MCP has largely focused on one-dimensional…

Disordered Systems and Neural Networks · Physics 2024-10-08 Chao Yang , Weizhe Yang , Yongjian Wang , Yucheng Wang

Order parameter fluctuations (the largest cluster size distribution) are studied within a three-dimensional bond percolation model on small lattices. Cumulant ratios measuring the fluctuations exhibit distinct features near the percolation…

Nuclear Theory · Physics 2007-05-23 Janusz Brzychczyk

The most general form of a marginal extended perturbation in a two-dimensional system is deduced from scaling considerations. It includes as particular cases extended perturbations decaying either from a surface, a line or a point for which…

High Energy Physics - Theory · Physics 2009-10-22 L. Turban , B. Berche

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

We show that the critical scaling behavior of random-field systems with short-range interactions and disorder correlations cannot be described in general by only two independent exponents, contrary to previous claims. This conclusion is…

Disordered Systems and Neural Networks · Physics 2015-06-15 Gilles Tarjus , Ivan Balog , Matthieu Tissier

In the present work, we investigated the correlation-induced localization-delocalization transition in the one-dimensional tight-binding model with fractal disorder. We obtained a phase transition diagram from localized to extended states…

Disordered Systems and Neural Networks · Physics 2015-08-26 Hiroaki S. Yamada

We study numerically the metal - insulator transition in the Anderson model on various lattices with dimension $2 < d \le 4$ (bifractals and Euclidian lattices). The critical exponent $\nu$ and the critical conductance distribution are…

Disordered Systems and Neural Networks · Physics 2009-11-07 Igor Travenec , Peter Markos

Multifractal analysis is a forecasting technique used to study the scaling regularity properties of financial returns, to analyze the long-term memory and predictability of financial markets. In this paper, we propose a novel structural…

Statistical Finance · Quantitative Finance 2023-04-18 Foued Saâdaoui