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We propose that the recently defined persistent homology dimensions are a practical tool for fractal dimension estimation of point samples. We implement an algorithm to estimate the persistent homology dimension, and compare its performance…

Dynamical Systems · Mathematics 2020-01-29 Jonathan Jaquette , Benjamin Schweinhart

We study the distributional properties of the linear discriminant function under the assumption of normality by comparing two groups with the same covariance matrix but different mean vectors. A stochastic representation for the…

Statistics Theory · Mathematics 2017-05-09 Taras Bodnar , Stepan Mazur , Edward Ngailo , Nestor Parolya

We propose a new multifractional stochastic process which allows for self-exciting behavior, similar to what can be seen for example in earthquakes and other self-organizing phenomena. The process can be seen as an extension of a…

Probability · Mathematics 2019-08-16 Fabian A. Harang , Marc Lagunas-Merino , Salvador Ortiz-Latorre

Fractional Brownian motion (fBm) has been used as a theoretical framework to study real time series appearing in diverse scientific fields. Because its intrinsic non-stationarity and long range dependence, its characterization via the Hurst…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Lucas Lacasa , Bartolo Luque , Jordi Luque , Juan Carlos Nuno

The scaling properties encompass in a simple analysis many of the volatility characteristics of financial markets. That is why we use them to probe the different degree of markets development. We empirically study the scaling properties of…

Statistical Mechanics · Physics 2008-12-02 T. Di Matteo , T. Aste , M. M. Dacorogna

We present a new method for the calculation of fragment size correlations in a discrete finite system in which correlations explicitly due to the finite extent of the system are suppressed. To this end, we introduce a combinatorial model,…

Nuclear Experiment · Physics 2009-11-07 Pierre Desesquelles

We consider the effects of long-range temporal correlations in many-particle systems, focusing particularly on fluctuations about the typical behaviour. For a specific class of memory dependence we discuss the modification of the large…

Statistical Mechanics · Physics 2015-12-24 Rosemary J. Harris

We develop a stochastic parametrization, based on a `simple' deterministic model for the dynamics of steady longshore currents, that produces ensembles that are statistically consistent with field observations of these currents. Unlike…

Data Analysis, Statistics and Probability · Physics 2016-12-06 Juan M. Restrepo , Shankar C. Venkataramani

Urbanization is a phenomenon of concern for planning and public health: projections are difficult because of policy changes and natural events, and indicators are multiple. There are previous studies of development that used fractals, but…

Dynamical Systems · Mathematics 2023-10-31 Junze Yin

We propose a new method to analyze fluctuations in the strength function phenomena in highly excited nuclei. Extending the method of multifractal analysis to the cases where the strength fluctuations do not obey power scaling laws, we…

Nuclear Theory · Physics 2009-10-31 Hirokazu Aiba , Masayuki Matsuo

We characterize the existence of certain geometric configurations in the fractal percolation limit set $A$ in terms of the almost sure dimension of $A$. Some examples of the configurations we study are: homothetic copies of finite sets,…

Probability · Mathematics 2017-03-29 Pablo Shmerkin , Ville Suomala

Fractal structure of a system suggests the optimal way in which parts arranged or put together to form a whole. The ideas from fractals have a potential application to the researches on urban sustainable development. To characterize fractal…

Physics and Society · Physics 2016-09-27 Yanguang Chen

We study the multifractal analysis of self-similar measures arising from random homogeneous iterated function systems. Under the assumption of the uniform strong separation condition, we see that this analysis parallels that of the…

Dynamical Systems · Mathematics 2019-12-23 Kathryn E. Hare , Kevin G. Hare , Sascha Troscheit

Detrended Fluctuation Analysis (DFA) is the most popular fractal analytical technique used to evaluate the strength of long-range correlations in empirical time series in terms of the Hurst exponent, $H$. Specifically, DFA quantifies the…

Quantitative Methods · Quantitative Biology 2023-01-27 Aaron D. Likens , Madhur Mangalam , Aaron Y. Wong , Anaelle C. Charles , Caitlin Mills

Linear dynamical relations that may exist in continuous-time, or at some natural sampling rate, are not directly discernable at reduced observational sampling rates. Indeed, at reduced rates, matricial spectral densities of vectorial time…

Systems and Control · Computer Science 2018-07-25 Tryphon T. Georgiou , Anders Lindquist

In this paper we introduce new models of complex weighted networks sharing several properties with fractal sets: the deterministic non-homogeneous weighted fractal networks and the stochastic weighted fractal networks. Networks of both…

Statistical Mechanics · Physics 2010-02-02 Timoteo Carletti

Fractal patterns are observed in computational mechanics of elastic-plastic transitions in two models of linear elastic/perfectly-plastic random heterogeneous materials: (1) a composite made of locally isotropic grains with weak random…

Statistical Mechanics · Physics 2015-05-13 J. Li , M. Ostoja-Starzewski

We present an overview of a theory of complex dimensions of self-similar fractal strings, and compare this theory to the theory of varieties over a finite field from the geometric and the dynamical point of view. Then we combine the several…

Number Theory · Mathematics 2007-05-23 Michel L. Lapidus , Machiel van Frankenhuijsen

In many low-dimensional dynamical systems transport coefficients are very irregular, perhaps even fractal functions of control parameters. To analyse this phenomenon we study a dynamical system defined by a piece-wise linear map and…

Chaotic Dynamics · Physics 2009-11-10 Zbigniew Koza

The local structure of a fractal set is described by its dimension $D$, which is the exponent of a power-law relating the mass ${\cal N}$ in a ball to its radius $\epsilon$: ${\cal N}\sim \epsilon^D$. It is desirable to characterise the…

Fluid Dynamics · Physics 2015-06-19 Michael Wilkinson , John Grant