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Related papers: Multifractal properties of return time statistics

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This paper deals with fractional-order controlled systems and fractional-order controllers in the frequency domain. The mathematical description by fractional transfer functions and properties of these systems are presented. The new ways…

Optimization and Control · Mathematics 2007-05-23 I. Petras , L. Dorcak , P. O'Leary , B. M. Vinagre , I. Podlubny

Processes occurring in real open systems are far from equilibrium state and they can lead to synergetic effects, which are caused by coordinated behavior of system units. Traditional methods of analysis often just establish such behavior,…

Computational Physics · Physics 2007-05-23 E. N. Vertyagina

The examples of rhythmical signals with variable period are considered. The definition of periodic function with the variable period is given as a model of such signals. The examples of such functions are given and their variable periods…

General Mathematics · Mathematics 2010-06-15 M. V Pryjmak

It is demonstrated that in low multiplicity sample, the increase of the fluctuation of event-factorial-moments with the diminishing of phase space scale, called ``erraticity'', are dominated by the statistical fluctuations. The erraticity…

High Energy Physics - Phenomenology · Physics 2007-05-23 Fu Jinghua , Wu Yuanfang , Liu Lianshou

The crucial aspect of this demonstration is the discovery of renewal events, hidden in the computed dynamics of a multifractal metronome, which enables the replacement of the phenomenon of strong anticipation with a time delayed…

Adaptation and Self-Organizing Systems · Physics 2017-07-20 Korosh Mahmoodi , Bruce J. West , Paolo Grigolini

This work's purpose is to understand the dynamics of some social systems whose properties can be captured by certain iterated function systems. To achieve this intension, we start from the theory of iterated function systems, and then we…

General Finance · Quantitative Finance 2016-09-20 Shilei Wang

We provide an alternative method for analysis of multifractal properties of time series. The new approach takes into account the behaviour of the whole multifractal profile of the generalized Hurst exponent $h(q)$ for all moment orders $q$,…

Statistical Finance · Quantitative Finance 2013-09-24 Dariusz Grech , Grzegorz Pamuła

We estimate the upper and lower bounds of the Hewitt$\textbf{-}$Stromberg dimensions. In particular, these results give new proofs of theorems on the multifractal formalism which is based on the Hewitt$\textbf{-}$Stromberg measures and…

Metric Geometry · Mathematics 2021-12-14 Bilel Selmi

A systematic study of the relations between fluctuations of the extensive multiparticle variables and integrals of the inclusive multipaticle densities is analysed. The generalized factorial moments are introduced and their physical meaning…

High Energy Physics - Phenomenology · Physics 2008-11-26 A. Bialas

If a point particle moves chaotically through a periodic array of scatterers the associated transport coefficients are typically irregular functions under variation of control parameters. For a piecewise linear two-parameter map we analyze…

Chaotic Dynamics · Physics 2009-11-10 R. Klages , T. Klauss

We investigate the presence of residual multifractal background for monofractal signals which appears due to the finite length of the signals and (or) due to the long memory the signals reveal. This phenomenon is investigated numerically…

Data Analysis, Statistics and Probability · Physics 2011-09-27 Dariusz Grech , Grzegorz Pamula

Fluctuation theorems make use of time reversal to make predictions about entropy production in many-body systems far from thermal equilibrium. Here we review the wide variety of distinct, but interconnected, relations that have been derived…

Statistical Mechanics · Physics 2007-08-02 R. J. Harris , G. M. Schütz

The performance of the multifractal detrended analysis on short time series is evaluated for synthetic samples of several mono- and multifractal models. The reconstruction of the generalized Hurst exponents is used to determine the range of…

Data Analysis, Statistics and Probability · Physics 2013-11-12 Juan Luis Lopez , Jesus Guillermo Contreras

The variability of temporal (or spatial) fluctuations of any variable is represented in conventional statistical theory by the relative dispersion equal to the standard deviation divided by the mean . The Relative Dispersion decreases with…

chao-dyn · Physics 2007-05-23 A. M. Selvam , Suvarna Fadnavis , S. U. Athale

The information on dynamical fluctuations that can be extracted from the anomalous scaling observed recently in hadron-hadron collision experiments is discussed in some detail. A parameter ``effective fluctuation strength'' is proposed to…

High Energy Physics - Phenomenology · Physics 2009-10-31 Liu Lianshou , Fu Jinghua , Wu Yuanfang

The Random Parameters model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we…

Statistical Finance · Quantitative Finance 2008-12-02 Camilo Rodrigues Neto , Andr\' e C. R. Martins

The paper concerns fractal homeomorphism between the attractors of two bi-affine iterated function systems. After a general discussion of bi-affine functions, conditions are provided under which a bi-affine iterated function system is…

Dynamical Systems · Mathematics 2011-10-24 Michael Barnsley , Andrew Vince

We present some work relating to fractal transformations on masked iterated function systems and demonstrate how well known algorithms for generating fractal transformations can be modifed for these systems. We also demonstrate that these…

Dynamical Systems · Mathematics 2013-09-02 Michael Barnsley , Brendan Harding

We discuss the properties of invariant measures corresponding to iterated function systems (IFSs) with place-dependent probabilities and compute their Renyi entropies, generalized dimensions, and multifractal spectra. It is shown that with…

chao-dyn · Physics 2009-10-31 Wojciech Slomczynski , Jaroslaw Kwapien , Karol Zyczkowski

We consider two models (A and B) which can describe both two dimensional fragmentation and stochastic fractals. Model A exhibits multifractality on a unique support when describing a fragmentation process and on one of infinitely many…

Condensed Matter · Physics 2009-10-28 M K Hassan , G J Rodgers
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