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Log-normal continuous random cascades form a class of multifractal processes that has already been successfully used in various fields. Several statistical issues related to this model are studied. We first make a quick but extensive review…

Statistical Finance · Quantitative Finance 2008-12-02 E. Bacry , A. Kozhemyak , J. -F. Muzy

The two--dimensional diffusive dynamics of test particles in a random electromagnetic field is studied. The synthetic electromagnetic fluctuations are generated through randomly placed magnetised ``clouds'' oscillating with a frequency…

Statistical Mechanics · Physics 2007-06-01 Silvia Perri , Fabio Lepreti , Vincenzo Carbone , Angelo Vulpiani

We study regularity properties of frequency measures arising from random substitutions, which are a generalisation of (deterministic) substitutions where the substituted image of each letter is chosen independently from a fixed finite set.…

Dynamical Systems · Mathematics 2025-01-30 Andrew Mitchell , Alex Rutar

A probability density characterization of multipartite entanglement is tested on the one-dimensional quantum Ising model in a transverse field. The average and second moment of the probability distribution are numerically shown to be good…

Quantum Physics · Physics 2009-11-13 G. Costantini , P. Facchi , G. Florio , S. Pascazio

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

Recently, progress has been made in the theory of turbulence, which provides a framework on how a deterministic process changes to a stochastic one owing to the change in thermodynamic states. It is well known that, in the framework of…

Chaotic Dynamics · Physics 2025-10-27 Liteng Yang , Yuliang Liu , Jing Liu , Hongxuan Li , Wei Chen

We generalize to stochastic dynamics the exact expression for average dissipation along an arbitrary non-equilibrium process, given in Phys. Rev. Lett. 98, 080602 (2007). We then derive lower bounds by various coarse-graining procedures and…

Statistical Mechanics · Physics 2007-10-24 A. Gomez-Marin , J. M. R. Parrondo , C. Van den Broeck

High resolution numerical simulations of stationary inverse energy cascade in two-dimensional turbulence are presented. Deviations from Gaussianity of velocity differences statistics are quantitatively investigated. The level of statistical…

chao-dyn · Physics 2009-10-31 G. Boffetta , A. Celani , M. Vergassola

Two very basic constructions involving experimental procedures are the formation of coarse-grained versions of experiments, and the formation of branching sequential experiments. The latter allow for the conditioning of states on the…

Quantum Physics · Physics 2024-10-14 Alex Wilce

Percolation clusters are random fractals whose geometrical and transport properties can be characterized with the help of probability distribution functions. Using renormalized field theory, we determine the asymptotic form of various of…

Statistical Mechanics · Physics 2015-05-13 Hans-Karl Janssen , Olaf Stenull

For a sample of Exponentially distributed durations we aim at point estimation and a confidence interval for its parameter. A duration is only observed if it has ended within a certain time interval, determined by a Uniform distribution.…

Methodology · Statistics 2021-10-19 Rafael Weißbach , Dominik Wied

We report measurements of global dissipated power within a turbulent flow homogeneously forced at small scale by a new forcing technique. The forcing is random in both time and space within the fluid by using magnetic particles in an…

Fluid Dynamics · Physics 2017-10-31 Eric Falcon , Jean-Claude Bacri , Claude Laroche

Fractal dimensions of eigenfunctions for various critical random matrix ensembles are investigated in perturbation series in the regimes of strong and weak multifractality. In both regimes we obtain expressions similar to those of the…

Chaotic Dynamics · Physics 2011-09-26 E. Bogomolny , O. Giraud

A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common…

Plasma Physics · Physics 2018-05-04 Audun Theodorsen , Odd Erik Garcia

We study the local dimensions and local multifractal properties of measures on doubling metric spaces. Our aim is twofold. On one hand, we show that there are plenty of multifractal type measures in all metric spaces which satisfy only mild…

Classical Analysis and ODEs · Mathematics 2017-02-03 Antti Käenmäki , Tapio Rajala , Ville Suomala

The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…

Computation · Statistics 2018-01-01 Gerhard Kurz , Igor Gilitschenski , Uwe D. Hanebeck

In this article, we proposed a new probability distribution named as power Maxwell distribution (PMaD). It is another extension of Maxwell distribution (MaD) which would lead more flexibility to analyze the data with non-monotone failure…

Applications · Statistics 2018-07-04 Abhimanyu Singh Yadav , Hassan S. Bakouch , Sanjay Kumar Singh , Umesh Singh

We find in measurements of microwave transmission through quasi-1D dielectric samples for both diffusive and localized waves that the field normalized by the square root of the spatially averaged flux in a given sample configuration is a…

Disordered Systems and Neural Networks · Physics 2009-11-11 A. A. Chabanov , A. Z. Genack

We study stationary solutions to the continuity equation for weakly compressible flows. These describe non-equilibrium steady states of weakly dissipative dynamical systems. Compressibility is a singular perturbation that changes the steady…

Chaotic Dynamics · Physics 2010-09-14 Itzhak Fouxon

Within framework of the quantum calculus, we represent the partition function and the mass exponent of a multifractal, as well as the average of random variables distributed over self-similar set, on the basis of the deformed expansion in…

Statistical Mechanics · Physics 2009-07-24 Alexander Olemskoi , Irina Shuda