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Related papers: Multifractals via recurrence times ?

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This paper studies recurrence phenomena in iterative holomorphic dynamics of certain multi-valued maps. In particular, we prove an analogue of the Poincar\'e recurrence theorem for meromorphic correspondences with respect to certain…

Complex Variables · Mathematics 2022-05-10 Mayuresh Londhe

We informally review the construction of spacetime geometries with multifractal and, more generally, multiscale properties. Based on fractional calculus, these continuous spacetimes have their dimension changing with the scale; they display…

High Energy Physics - Theory · Physics 2012-10-10 Gianluca Calcagni

Multidimensional continued fractions generalize classical continued fractions with the aim of providing periodic representations of algebraic irrationalities by means of integer sequences. However, there does not exist any algorithm that…

Number Theory · Mathematics 2017-12-27 Nadir Murru

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 paper refutes the model and claims published in the Solid State Communications [1] as well as elsewhere. The theoretical approach proposed in "The multicaloric effect in multiferroic materials" by Melvin M.~Vopson has a number of…

Materials Science · Physics 2016-02-16 Ivan A. Starkov , Alexander S. Starkov

We extend and test empirically the multifractal model of asset returns based on a multiplicative cascade of volatilities from large to small time scales. The multifractal description of asset fluctuations is generalized into a multivariate…

Statistical Mechanics · Physics 2008-12-10 J. -F. Muzy , D. Sornette , J. Delour , A. Arneodo

Recent advancements of complex network representation among several disciplines motivated the investigation of exoplanetary dynamics by means of recurrence networks. We are able to recover different dynamical regimes by means of various…

Earth and Planetary Astrophysics · Physics 2019-08-07 Tamas Kovacs

This is a brief review, in relatively non-technical terms, of recent advances in the theory of random field geometry. These advances have provided a collection of explicit new formulae describing mean values of a variety of geometric…

Probability · Mathematics 2008-05-08 Robert J Adler

We investigate the multifractals of the normalized first passage time on one-dimensional small-world network with both reflecting and absorbing barriers. The multifractals is estimated from the distribution of the normalized first passage…

Statistical Mechanics · Physics 2007-05-23 Kyungsik Kim , K. H. Chang , S. M. Yoon , C. Christopher Lee , J. S. Choi

A chaotic system under periodic forcing can develop a periodically visited strange attractor. We discuss simple models in which the phenomenon, quite easy to see in numerical simulations, can be completely studied analytically.

Chaotic Dynamics · Physics 2012-09-19 Giovanni Gallavotti , Guido Gentile , Alessandro Giuliani

Three papers describing different methods to solve the inverse scattering problem of the reconstruction of the shape and/or impedance of an obstacle have been chosen for analysis. This literature review consists of an evaluation of these…

Numerical Analysis · Mathematics 2022-11-14 Sarika Karanth , Shobha M. Erappa

It is the purpose of the paper to describe the virtues of time-frequency methods for signal processing applications, having astronomical time series in mind. Different methods are considered and their potential usefulness respectively…

Astrophysics · Physics 2009-11-07 R. Vio , W. Wamsteker

The multifractal formalism characterizes the scaling properties of a physical density rho as a function of the distance L. To each singularity alpha of the field is attributed a fractal dimension for its support f(alpha). An alternative…

Chaotic Dynamics · Physics 2009-11-10 Stephane Roux , Mogens H. Jensen

We introduce a local multifractal formalism adapted to functions, measures or distributions which display multifractal characteristics that can change with time, or location. We develop this formalism in a general framework and we work out…

Classical Analysis and ODEs · Mathematics 2012-09-19 Julien Barral , Arnaud Durand , Stéphane Jaffard , Stéphane Seuret

One-dimensional detrended fluctuation analysis (1D DFA) and multifractal detrended fluctuation analysis (1D MF-DFA) are widely used in the scaling analysis of fractal and multifractal time series because of being accurate and easy to…

General Physics · Physics 2007-05-23 Gao-Feng Gu , Wei-Xing Zhou

In this paper, we determine the almost sure multifractal spectrum of a class of random functions constructed as sums of pulses with random dilations and translations. In addition, the continuity modulii of these functions is investigated.

Classical Analysis and ODEs · Mathematics 2021-11-23 Guillaume Saes , Stéphane Seuret

A method is established which allows the calculation of the walk dimension for Sierpinski-type multifractals. The multifractal scaling behaviour of the average time needed to cover a distance in the mentionned multifractals is shown. For…

chao-dyn · Physics 2016-08-31 U . Bernert , K. Koepernik

The idea that chaos could be a useful tool for analyze nonlinear systems considered in this paper and for the first time the two time scale property of singularly perturbed systems is analyzed on chaotic attractor. The general idea…

Chaotic Dynamics · Physics 2012-05-18 Mozhgan Mombeini , Ali Khaki Sedigh , Mohammad Ali Nekoui

Multifractality in time series analysis characterizes the presence of multiple scaling exponents, indicating heterogeneous temporal structures and complex dynamical behaviors beyond simple monofractal models. In the context of digital…

Statistical Finance · Quantitative Finance 2025-10-16 Stanisław Drożdż , Robert Kluszczyński , Jarosław Kwapień , Marcin Wątorek

Social, technological and economic time series are divided by events which are usually assumed to be random albeit with some hierarchical structure. It is well known that the interevent statistics observed in these contexts differs from the…

Trading and Market Microstructure · Quantitative Finance 2008-12-02 J. Perello , J. Masoliver , A. Kasprzak , R. Kutner
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