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In this article a collection of random self-similar fractal dendrites is constructed, and their Hausdorff dimension is calculated. Previous results determining this quantity for random self-similar structures have relied on geometrical…

Probability · Mathematics 2012-10-23 David A. Croydon

In the interstellar medium, as well as in the Universe, large density fluctuations are observed, that obey power-law density distributions and correlation functions. These structures are hierarchical, chaotic, turbulent, but are also…

Astrophysics · Physics 2016-08-30 Francoise Combes

Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…

Chaotic Dynamics · Physics 2009-11-07 N. Hadyn , J. Luevano , G. Mantica , S. Vaienti

Fractured metal fragments with rough and irregular surfaces are often found at crime scenes. Current forensic practice visually inspects the complex jagged trajectory of fractured surfaces to recognize a ``match'' using comparative…

Using a large dataset on major FX rates, we test the robustness of the rough fractional volatility model over different time scales, by including smoothing and measurement errors into the analysis. Our findings lead to new stylized facts in…

Statistical Finance · Quantitative Finance 2021-11-09 Matthieu Garcin , Martino Grasselli

Many studies have shown that we can gain additional information on time series by investigating their accompanying complex networks. In this work, we investigate the fundamental topological and fractal properties of recurrence networks…

Statistical Mechanics · Physics 2015-06-19 Jin-Long Liu , Zu-Guo Yu , Vo Anh

Elastomeric materials display a complicated set of stretchability and fracture properties that strongly depend on the flaw size, which has long been of interest to engineers and materials scientists. Here, we combine experiments and…

Soft Condensed Matter · Physics 2024-09-12 Jaehee Lee , Jeongun Lee , Seounghee Yun , Sanha Kim , Howon Lee , Shawn A. Chester , Hansohl Cho

We analyze the fragmentation behavior of random clusters on the lattice under a process where bonds between neighboring sites are successively broken. Modeling such structures by configurations of a generalized Potts or random-cluster model…

Statistical Mechanics · Physics 2016-08-08 Eren Metin Elçi , Martin Weigel , Nikolaos G. Fytas

The mathematical model of a linear system with the short memory about own stochastic behavior is proposed. It is assumed that the system is under a continual influence of independent stochastic impulses. In a short memory approximation the…

Probability · Mathematics 2008-12-10 D. N. Zhabin

In this paper, random and stochastic processes are defined on fractal curves. Fractal calculus is used to define cumulative distribution function, probability density function, moments, variance and correlation function of stochastic…

General Mathematics · Mathematics 2024-03-18 Alireza Khalili Golmankhaneh , Kerri Welch , Cristina Serpa , Ivanka Stamova

The aim of this paper is first the detection of multiple abrupt changes of the long-range dependence (respectively self-similarity, local fractality) parameters from a sample of a Gaussian stationary times series (respectively time series,…

Statistics Theory · Mathematics 2007-12-10 Jean-Marc Bardet , Imen Kammoun

This work is inspired by a recent study of a two-dimensional stochastic fragmentation model. We show that the configurational entropy of this model exhibits log-periodic oscillations as a function of the sample size, by exploiting an exact…

Statistical Mechanics · Physics 2024-05-24 Jean-Marc Luck

Under normal operations, memristive devices undergo variability in time and space and have internal dynamics. Interplay of memory and stochastic signal processing in memristive devices makes them candidates for performing bio-inspired tasks…

Emerging Technologies · Computer Science 2024-08-01 P. F. Gora , Ewa Gudowska-Nowak

This paper delves into the world of fractal calculus, investigating its implications for fractal sets. It introduces the Fractal Schr\"{o}dinger Equation and provides insights into its consequences. The study presents a General Solution for…

Quantum Physics · Physics 2023-10-27 Alireza Khalili Golmankhaneh , Stergios Pellis , Massimiliano Zingales

Many statistical applications require the quantification of joint dependence among more than two random vectors. In this work, we generalize the notion of distance covariance to quantify joint dependence among d >= 2 random vectors. We…

Methodology · Statistics 2018-06-18 Shubhadeep Chakraborty , Xianyang Zhang

While crack nucleation and propagation in the brittle or quasi-brittle regime can be predicted via variational or material-force-based phase field fracture models, these models often assume that the underlying elastic response of the…

Computational Engineering, Finance, and Science · Computer Science 2020-08-13 Hyoung Suk Suh , WaiChing Sun , Devin O'Connor

Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…

Data Analysis, Statistics and Probability · Physics 2008-04-07 Jan W. Kantelhardt

Culturomics was recently introduced as the application of high-throughput data collection and analysis to the study of human culture. Here we make use of this data by investigating fluctuations in yearly usage frequencies of specific words…

Physics and Society · Physics 2012-07-05 Jianbo Gao , Jing Hu , Xiang Mao , Matjaz Perc

Since the recent dissertation by Steffen Winter, for certain self-similar sets $F$ the growth behaviour of the Minkowski functionals of the parallel sets $F_\varepsilon := \{x\in \mathbb R^d : d(x,F)\leq \varepsilon\}$ as $\varepsilon…

Metric Geometry · Mathematics 2015-01-06 Peter Straka

Dynamical systems in nature exhibit selfsimilar fractal fluctuations and the corresponding power spectra follow inverse power law form signifying long-range space-time correlations identified as self-organized criticality. The physics of…

General Physics · Physics 2008-05-23 A. M. Selvam
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