Related papers: On multifractality and fractional derivatives
A generalized fractional derivative (GFD) definition is proposed in this work. For a differentiable function that can be expanded by Taylor series, we show that D^Elafa*D^Beta f(t)=D^(Elafa+Beta)f(t). GFD is applied for some functions in…
In Gao's previous work, the authors determined several graph degree conditions of a graph which admits fractional factor in particular settings. It was revealed that these degree conditions are tight if $b=f(x)=g(x)=a$ for all vertices $x$…
Zipf's power-law distribution is a generic empirical statistical regularity found in many complex systems. However, rather than universality with a single power-law exponent (equal to 1 for Zipf's law), there are many reported deviations…
In the one-parameter family of power-law maps of the form $f_a(x)=-|x|^{\alpha}+a,$ $\alpha >1,$ we give examples of mutually related dynamically determined quantities, depending on the parameter $a$, such that one is a Pick function of the…
Multifractal analysis studies signals, functions, images or fields via the fluctuations of their local regularity along time or space, which capture crucial features of their temporal/spatial dynamics. It has become a standard signal and…
Zipf's law is one the most conspicuous empirical facts for cities, however, there is no convincing explanation for the scaling relation between rank and size and its scaling exponent. Based on the idea from general fractals and scaling,…
Fractional derivatives are generalization to classical integer-order derivatives. The rules which are true for classical derivative need not hold for the fractional derivatives, for example, we cannot simply add the fractional orders…
Consider an inhomogeneous multi-species TASEP with drift to the left, and define a height function which equals the maximum species number to the left of a lattice site. For each fixed time, the multi-point distributions of these height…
Empirical distributions have their in-sample maxima as natural censoring. We look at the "hidden tail", that is, the part of the distribution in excess of the maximum for a sample size of $n$. Using extreme value theory, we examine the…
We study the statistics, in stationary conditions, of the work $W_\tau$ done by the active force in different systems of self-propelled particles in a time $\tau$. We show the existence of a critical value $W_\tau ^\dag$ such that…
Long-range temporal and spatial correlations have been reported in a remarkable number of studies. In particular power-law scaling in neural activity raised considerable interest. We here provide a straightforward algorithm not only to…
Herein, we derive the fractional Laplacian operator as a means to represent the mean friction force arising in a turbulent flow: $ \rho \frac{D\bar{\bf u}}{Dt} = -\nabla p + \mu_\alpha \nabla^2\bar{\bf u} + \rho C_\alpha…
The so-called Pareto-Levy or power-law distribution has been successfully used as a model to describe probabilities associated to extreme variations of worldwide stock markets indexes data and it has the form $Pr(X>x) ~ x**(-alpha) for…
Based on the Riemann- and Caputo definition of the fractional derivative we use the fractional extensions of the standard rotation group SO(3) to construct a higher dimensional representation of a fractional rotation group with mixed…
A Lagrangian method is used to show that the power-law with a -7/2 exponent in the negative tail of the pdf of the velocity gradient and of velocity increments, predicted by E, Khanin, Mazel and Sinai (1997 Phys. Rev. Lett. 78, 1904) for…
The event of large losses plays an important role in credit risk. As these large losses are typically rare, and portfolios usually consist of a large number of positions, large deviation theory is the natural tool to analyze the tail…
In the last years, researchers have realized the difficulties of fitting power-law distributions properly. These difficulties are higher in Zipf's systems, due to the discreteness of the variables and to the existence of two representations…
This paper addresses the statistical properties of time series driven by rational bubbles a la Blanchard and Watson (1982), corresponding to multiplicative maps, whose study has recently be revived recently in physics as a mechanism of…
Standard statistical analysis is unable to provide reliable confidence intervals on expectation values of probability distributions that do not satisfy the conditions of the central limit theorem. We present a regression-based estimator of…
The generalized binomial distribution in Tsallis statistics (power-law system) is explicitly formulated from the precise $q$-Stirling's formula. The $\alpha $-divergence (or $q$-divergence) is uniquely derived from the generalized binomial…