Related papers: On multifractality and fractional derivatives
Power-law tails are often seen in probability density functions (PDFs) of molecular cloud column densities, and have been attributed to the effect of gravity. We show that extinction PDFs of a sample of five molecular clouds obtained at a…
In this paper we prove that, under certain conditions, a strong law of large numbers holds for a class of super-diffusions $X$ corresponding to the evolution equation $\partial_t u_t=L u_t+\beta u_t-\psi(u_t)$ on a bounded domain $D$ in…
A connection between fractional calculus and statistical distribution theory has been established by the authors recently. Some extensions of the results to matrix-variate functions were also considered. In the present article, more results…
Identifying the generating mechanism of a network is challenging as, more often than not, only snapshots are available, but not the full evolution. One candidate for the generating mechanism is preferential attachment which, in its simplest…
Records of the traded value f_i(t) of stocks display fluctuation scaling, a proportionality between the standard deviation sigma(i) and the average <f(i)>: sigma(i) ~ f(i)^alpha, with a strong time scale dependence alpha(dt). The…
Multifractal analysis and extensive statistical tests are performed upon intraday minutely data within individual trading days for four stock market indexes (including HSI, SZSC, S&P500, and NASDAQ) to check whether the indexes (instead of…
The probability density function (PDF) of flux $R$ is computed in systems with logarithmic non-linearity using a model non-linear dynamical equation. The PDF tails of the first moment flux are analytically predicted to be power law. These…
We consider the component structure of a recent model of random graphs on the hyperbolic plane that was introduced by Krioukov et al. The model exhibits a power law degree sequence, small distances and clustering, features that are…
Motivated by a class of orbit problems in astrophysics, this paper considers solutions to Hill's equation with forcing strength parameters that vary from cycle to cycle. The results are generalized to include period variations from cycle to…
Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation…
Given $n$ samples of a regular discrete distribution $\pi$, we prove in this article first a serial of SLLNs results (of Dvoretzky and Erd\"{o}s' type) which implies a typical power law when $\pi$ is heavy-tailed. Constructing a (random)…
The study of systems with memory requires methods which are different from the methods used in regular dynamics. Systems with power-law memory in many cases can be described by fractional differential equations, which are…
Finite Euler product is known to be one of the classical zeta functions in number theory. In [1], [2] and [3], we have introduced some multivariable zeta functions and studied their definable probability distributions on R^d. They include…
The size that an epidemic can reach, measured in terms of the number of fatalities, is an extremely relevant quantity. It has been recently claimed [Cirillo & Taleb, Nature Physics 2020] that the size distribution of major epidemics in…
According to modern developments in turbulence theory, the "dissipation" scales (u.v. cut-offs) $\eta$ form a random field related to velocity increments $\delta_{\eta}u$. In this work we, using Mellin's transform combined with the Gaussain…
Complex systems consist of many interacting elements which participate in some dynamical process. The activity of various elements is often different and the fluctuation in the activity of an element grows monotonically with the average…
In this paper the author compares behaviors of systems which can be described by fractional differential and fractional difference equations using the fractional and fractional difference Caputo Standard $\alpha$-Families of Maps as…
We propose a new mechanism for generating power laws. Starting from a random walk, we first outline a simple derivation of the Fokker-Planck equation. By analogy, starting from a certain Markov chain, we derive a master equation for power…
The problem of inferring the distribution of a random vector given that its norm is large requires modeling a homogeneous limiting density. We suggest an approach based on graphical models which is suitable for high-dimensional vectors. We…
Multiplicative cascades have been introduced in turbulence to generate random or deterministic fields having intermittent values and long-range power-law correlations. Generally this is done using discrete construction rules leading to…