Related papers: Multifractal properties of return time statistics
The role played by non-extensive thermodynamics in physical systems has been under intense debate for the last decades. Some possible mechanisms that could give rise to non-extensive statistics have been formulated along the last few years,…
Experimental data are presented on particle correlations and fluctuations in various high-energy multiparticle collisions, with special emphasis on evidence for scaling-law evolution in small phase-space domains. The notions of…
Let $\{a_n(x)\}_{n\geq1}$ be the sequence of digits of $x\in(0,1)$ in infinite iterated function systems with polynomial decay of the derivative. We first study the multifractal spectrum of the convergence exponent defined by the sequence…
For a Borel measure on the unit interval and a sequence of scales that tend to zero, we define a one-parameter family of zeta functions called multifractal zeta functions. These functions are a first attempt to associate a zeta function to…
We study non-equilibrium statistical mechanics of a Gaussian dynamical system and compute in closed form the large deviation functionals describing the fluctuations of the entropy production observable with respect to the reference state…
The concept of inverse statistics in turbulence has attracted much attention in the recent years. It is argued that the scaling exponents of the direct structure functions and the inverse structure functions satisfy an inversion formula.…
We review the time evolution of wavepackets at the metal-insulator transition in two- and three-dimensional disordered systems. The importance of scale invariance and multifractal eigenfunction fluctuations is stressed. The implications of…
A multifractal-like representation for multi-time multi-scale velocity correlation in turbulence and dynamical turbulent models is proposed. The importance of subleading contributions to time correlations is highlighted. The fulfillment of…
Selfsimilar space-time fractal fluctuations are generic to dynamical systems in nature such as atmospheric flows, heartbeat patterns, population dynamics, etc. The physics of the long-range correlations intrinsic to fractal fluctuations is…
In this article, the historic set is divided into different level sets and we use topological pressure to describe the size of these level sets. We give an application of these results to dimension theory. Especially, we use topological…
Stock markets can become inefficient due to calendar anomalies known as day-of-the-week effect. Calendar anomalies are well-known in financial literature, but the phenomena remain to be explored in econophysics. In this paper we use…
Functional dynamics, introduced in a previous paper, is analyzed, focusing on the formation of a hierarchical rule to determine the dynamics of the functional value. To study the periodic (or non-fixed) solution, the functional dynamics is…
Stochastic systems often exhibit multiple viable metastable states that are long-lived. Over very long timescales, fluctuations may push the system to transition between them, drastically changing its macroscopic configuration. In realistic…
The aim of this paper is to study the behavior of the multifractal Hewitt-Stromberg dimension functions under projections in Euclidean space. As an application, we study the multifractal analysis of the projections of a measure. In…
We show that dimensional theoretical properties of dynamical systems can considerably change because of number theoretical peculiarities of some parameter values
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…
We develop the hypothesis that the dynamics of a given system may lead to the activity being constricted to a subset of space, characterized by a fractal dimension smaller than the space dimension. We also address how the response function…
Stochastic thermodynamics is formulated for variables that are odd under time reversal. The invariance under spatial rotation of the collision rates due to the isotropy of the heat bath is shown to be a crucial ingredient. An alternative…
The complex dynamics of physical systems can often be modeled with stochastic differential equations. However, computational constraints inhibit the estimation of dynamics from large time-series datasets. I present a method for estimating…
Multifractal analysis has become a powerful signal processing tool that characterizes signals or images via the fluctuations of their pointwise regularity, quantified theoretically by the so-called multifractal spectrum. The practical…