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Related papers: Levy Stability Index from Multifractal Spectrum

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The Levy stability analysis is carried out for e+e- collisions at Z^0 mass using Monte Carlo method. The Levy index \mu is found to be \mu=1.701 +- 0.043. The self-similar generalized dimensions D(q) and multi-fractal spectrum f(\alpha) are…

High Energy Physics - Phenomenology · Physics 2007-05-23 Chen Gang , Liu Lianshou

We address the problem of recognizing alpha-stable Levy distribution with Levy index close to 2 from experimental data. We are interested in the case when the sample size of available data is not large, thus the power law asymptotics of the…

Data Analysis, Statistics and Probability · Physics 2015-06-05 Krzysztof Burnecki , Agnieszka Wyłomańska , Aleksei Beletskii , Vsevolod Gonchar , Aleksei Chechkin

Existing results for the estimation of the L\'evy measure are mostly limited to the onedimensional setting. We apply the spectral method to multidimensional L\'evy processes in order to construct a nonparametric estimator for the…

Statistics Theory · Mathematics 2023-05-24 Maximilian F. Steffen

The absorption of acoustic wave propagation in a broad variety of lossy media is characterized by an empirical power law function of frequency, w^y. It has long been noted that exponent y ranges from 0 to 2 for diverse media. Recently, the…

Biological Physics · Physics 2009-11-11 W Chen

We compute the Hausdorff multifractal spectrum of two versions of multistable L{\'e}vy motions. These processes extend classical L{\'e}vy motion by letting the stability exponent $\alpha$ evolve in time. The spectra provide a decomposition…

Probability · Mathematics 2014-12-02 Ronan Le Guével , Jacques Lévy Véhel

The class of $\alpha$-stable distributions is widely used in various applications, especially for modelling heavy-tailed data. Although the $\alpha$-stable distributions have been used in practice for many years, new methods for…

Methodology · Statistics 2022-12-29 Kewin Pączek , Damian Jelito , Marcin Pitera , Agnieszka Wyłomańska

Scaling properties of time series are usually studied in terms of the scaling laws of empirical moments, which are the time average estimates of moments of the dynamic variable. Nonlinearities in the scaling function of empirical moments…

Probability · Mathematics 2023-04-24 Marco Zamparo

In this work, we investigate the fine regularity of L\'evy processes using the 2-microlocal formalism. This framework allows us to refine the multifractal spectrum determined by Jaffard and, in addition, study the oscillating singularities…

Probability · Mathematics 2014-02-11 Paul Balança

The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…

Statistics Theory · Mathematics 2022-08-17 Fabian Mies , Mark Podolskij

In this paper we are interested in multifractional stable processes where the self-similarity index $H$ is a function of time, in other words $H$ becomes time changing, and the stability index $\alpha$ is a constant. Using $\beta$- negative…

Statistics Theory · Mathematics 2017-11-23 Thi To Nhu Dang

Multistable processes are tangent at each point to a stable process, but where the index of stability and the index of localisability varies along the path. In this work, we give two estimators of the stability and the localisability…

Probability · Mathematics 2012-09-12 Ronan Le Guével

The factorial moments (FM) of multiplicity distributions in one- and two-dimensions are studied for Pb+Pb collisions at 158 AGeV/c. The results are compared with FRITIOF, RQMD and VENUS predictions. In the relation between FM and the number…

High Energy Physics - Phenomenology · Physics 2009-09-25 A. M. Tawfik , E. Ganssauge

We present a new form of intermittency, L\'evy on-off intermittency, which arises from multiplicative $\alpha$-stable white noise close to an instability threshold. We study this problem in the linear and nonlinear regimes, both…

Statistical Mechanics · Physics 2021-05-19 Adrian van Kan , Alexandros Alexakis , Marc-Etienne Brachet

After having closely re-examined the notion of a L\'evy's stable vector, it is shown that the notion of a stable multivariate distribution is more general than previously defined. Indeed, a more intrinsic vector definition is obtained with…

chao-dyn · Physics 2019-08-17 D. Schertzer , M. Larcheveque , J. Duan , S. Lovejoy

Hyperexponential stability is investigated for dynamical systems with the use of both, explicit and implicit, Lyapunov function methods. A nonlinear hyperexponential control is designed for stabilizing linear systems. The tuning procedure…

Systems and Control · Electrical Eng. & Systems 2022-07-19 Konstantin Zimenko , Denis Efimov , Andrey Polyakov

The Maslov index is a powerful tool for assessing the stability of solitary waves. Although it is difficult to calculate in general, a framework for doing so was recently established for singularly perturbed systems. In this paper, we apply…

Dynamical Systems · Mathematics 2021-02-18 Paul Cornwell , Christopher K. R. T. Jones , Claire Kiers

We propose the model, which allows us to approximate fractional Levy noise and fractional Levy motion. Our model is based (i) on the Gnedenko limit theorem for an attraction basin of stable probability law, and (ii) on regarding fractional…

Statistical Mechanics · Physics 2009-10-31 A. V. Chechkin , V. Yu. Gonchar

In order to investigate the emergence of periodic oscillations of rimming flows, we study analytically the stability of steady states for the model of (Benilov, Kopteva, O'Brien, 2005), which describes the dynamics of a thin fluid film…

Analysis of PDEs · Mathematics 2026-01-23 Illya M. Karabash , Christina Lienstromberg , Juan J. L. Velázquez

This study makes the first attempt to use the 2/3-order fractional Laplacian modeling of enhanced diffusing movements of random turbulent particle resulting from nonlinear inertial interactions. A combined effect of the inertial…

Chaotic Dynamics · Physics 2007-05-23 Wen Chen

The scaling properties of oil price fluctuations are described as a non-stationary stochastic process realized by a time series of finite length. An original model is used to extract the scaling exponent of the fluctuation functions within…

Statistical Finance · Quantitative Finance 2008-12-02 M. Momeni , I. Kourakis , K. Talebi
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