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We use a multifractal formalism to study the effect of stochastic resonance in a noisy bistable system driven by various input signals. To characterize the response of a stochastic bistable system we introduce a new measure based on the…

Chaotic Dynamics · Physics 2009-10-31 Alexander Silchenko , Chin-Kun Hu

In this paper we consider the probability distribution function of a Gibbs measure supported on a self-conformal set given by an iterated function system (devil's staircase). We use thermodynamic multifractal formalism to calculate the…

Dynamical Systems · Mathematics 2019-02-20 Sascha Troscheit

The n-point statistics of singularity strength variables for multiplicative branching processes is calculated from an analytic expression of the corresponding multivariate generating function. The key ingredient is a branching generating…

An important problem in the analysis of experimental data showing fractal properties, is that such samples are composed by a set of points limited by an upper and a lower cut off. We study how finite size effect due to the discreteness of…

Condensed Matter · Physics 2007-05-23 A. Amici , M. Montuori

An entanglement spectrum encodes statistics beyond the entanglement entropy, of which several have been studied in the context of many-body localization. We numerically study the extreme value statistics of entanglement spectra of many-body…

Disordered Systems and Neural Networks · Physics 2025-10-07 Wouter Buijsman , Vladimir Gritsev , Vadim Cheianov

We calculate the hydrodynamic time scales for a spherical ultra-relativistic shell that is decelerated by the ISM and discuss the possible relations between these time scales and the observed temporal structure in $\gamma$-ray bursts. We…

Astrophysics · Physics 2007-05-23 Re'em Sari , Tsvi Piran

The growth of ballistic aggregates on deterministic fractal substrates is studied by means of numerical simulations. First, we attempt the description of the evolving interface of the aggregates by applying the well-established…

Statistical Mechanics · Physics 2009-11-13 Claudio M. Horowitz , Federico Roma , Ezequiel V. Albano

The familiar process of bubbles generated via breaking waves in the ocean is foundational to many natural and industrial applications. In this process, large pockets of entrained gas are successively fragmented by the ambient turbulence…

Fluid Dynamics · Physics 2024-03-19 Yinghe Qi , Xu Xu , Shiyong Tan , Shijie Zhong , Qianwen Wu , Rui Ni

We present a new approach to determine numerically the statistical behavior of small-scale structures in hydrodynamic turbulence. Starting from the functional integral representation of the random-force-driven Burgers equation we show that…

Chaotic Dynamics · Physics 2015-05-27 David Mesterhazy , Karl Jansen

Small-scale intermittency is a defining feature of fully developed fluid turbulence, marked by rare and extreme fluctuations of velocity increments and gradients that defy mean-field descriptions. Existing multifractal descriptions of…

Fluid Dynamics · Physics 2026-01-21 Dhawal Buaria

Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…

Dynamical Systems · Mathematics 2019-10-02 Théophile Caby , Davide Faranda , Giorgio Mantica , Sandro Vaienti , Pascal Yiou

Fractals and multifractals and their associated scaling laws provide a quantification of the complexity of a variety of scale invariant complex systems. Here, we focus on lattice multifractals which exhibit complex exponents associated with…

Statistical Mechanics · Physics 2009-04-14 W. -X. Zhou , D. Sornette

We present a general method to derive continuity estimates for conditional probabilities of general (possibly continuous) spin models sub jected to local transformations. Such systems arise in the study of a stochastic time-evolution of…

Probability · Mathematics 2007-11-26 C. Kuelske , A. A. Opoku

In the context of countable groups of polynomial volume growth, we consider a large class of random walks that are allowed to take long jumps along multiple subgroups according to power law distributions. For such a random walk, we study…

Probability · Mathematics 2022-07-26 Zhen-Qing Chen , Takashi Kumagai , Laurent Saloff-Coste , Jian Wang , Tianyi Zheng

The debate on the correlation properties of galaxy structures has having an increasing interest during the last year. In this lecture we discuss the claims of different authors who have criticized our approach and results. In order to have…

Astrophysics · Physics 2007-05-23 Luciano Pietronero , Francesco Sylos Labini

The inverse structure functions of exit distances have been introduced as a novel diagnostic of turbulence which emphasizes the more laminar regions [1-4]. Using Taylor's frozen field hypothesis, we investigate the statistical properties of…

Fluid Dynamics · Physics 2007-05-23 W. -X. Zhou , D. Sornette , W. -K. Yuan

We propose a definition of magnitude for a length space with a Borel measure, which involves integrals over the set of geodesics. This quantity agrees with the magnitude of finite metric spaces, up to re-scaling the metric to ensure the…

Differential Geometry · Mathematics 2026-05-25 Yoshinori Hashimoto

This paper builds the clustering model of measures of market microstructure features which are popular in predicting stock returns. In a 10-second time-frequency, we study the clustering structure of different measures to find out the best…

Statistical Finance · Quantitative Finance 2021-12-28 Liao Zhu , Ningning Sun , Martin T. Wells

Many materials quenched into their ordered phase undergo ageing and there show dynamical scaling. For any given dynamical exponent z, this can be extended to a new form of local scale-invariance which acts as a dynamical symmetry. The…

Statistical Mechanics · Physics 2010-04-23 Malte Henkel

Random-scan Gibbs samplers possess a natural hierarchical structure. The structure connects Gibbs samplers targeting higher dimensional distributions to those targeting lower dimensional ones. This leads to a quasi-telescoping property of…

Probability · Mathematics 2022-10-17 Qian Qin , Guanyang Wang
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