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We study multifractal properties of wave functions for a one-parameter family of quantum maps displaying the whole range of spectral statistics intermediate between integrable and chaotic statistics. We perform extensive numerical…

Chaotic Dynamics · Physics 2008-03-18 J. Martin , O. Giraud , B. Georgeot

Recent evidence suggests that physiological signals under healthy conditions may have a fractal temporal structure. We investigate the possibility that time series generated by certain physiological control systems may be members of a…

We develop a method for the multifractal characterization of nonstationary time series, which is based on a generalization of the detrended fluctuation analysis (DFA). We relate our multifractal DFA method to the standard partition…

Data Analysis, Statistics and Probability · Physics 2009-11-07 Jan W. Kantelhardt , Stephan A. Zschiegner , Eva Koscielny-Bunde , Armin Bunde , Shlomo Havlin , H. Eugene Stanley

After the submission of the paper, three strong earthquakes with magnitude around 6.0-units occurred on October 17 and October 20, 2005, with epicenters in the Aegean Sea, at a distance {\em only} 100km from MYT station at which the intense…

Geophysics · Physics 2007-05-23 P. A. Varotsos , N. V. Sarlis , E. S. Skordas , H. K. Tanaka , M. S. Lazaridou

We performed numerical calculations of the local density of states (LDOS) at disorder induced localization-delocalization transitions. The LDOS defines a spatial measure for fixed energy and a spectral measure for fixed position. At the…

Mesoscale and Nanoscale Physics · Physics 2009-10-30 Bodo Huckestein , Rochus Klesse

We study the fluctuations in the measured atmospheric CO2 records from several stations and show that it displays 1/f noise and multifractality. Using detrended fluctuation analysis and wavelet based methods, we estimate thescaling…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Prabir K. Patra , M. S. Santhanam , P. Manimaran , M. Takigawa , T. Nakazawa

There are various notions of dimension in fractal geometry to characterise (random and non-random) subsets of $\mathbb R^d$. In this expository text, we discuss their analogues for infinite subsets of $\mathbb Z^d$ and, more generally, for…

Probability · Mathematics 2019-12-12 Markus Heydenreich

We consider the effects of spatial correlations in a two-dimensional site percolation model. By generalizing the Newman-Ziff Monte Carlo algorithm to include spatial correlations, percolation thresholds and fractal dimensions of percolation…

Disordered Systems and Neural Networks · Physics 2009-08-09 Hongting Yang , Wen Zhang , Noah Bray-Ali , Stephan Haas

In present paper, we investigate the multifractality signatures in hourly time series extracted from CoRoT spacecraft database. Our analysis is intended to highlight the possibility that astrophysical time series can be members of a…

Recently the statistical characterizations of financial markets based on physics concepts and methods attract considerable attentions. We used two possible procedures of analyzing multifractal properties of a time series. The first one uses…

Data Analysis, Statistics and Probability · Physics 2008-12-02 A. Ganchuk , V. Derbentsev , V. Soloviev

Scaling analysis of seismicity in the space-time-magnitude domain very often starts from the relation N(m,L)=a(L)*10**(-bm)*L**c for the rate of seismic events of magnitude M>m in an area of size L. There is some evidence in favor of…

Geophysics · Physics 2009-11-11 G. Molchan , T. Kronrod

In this paper we will try to assess the multifractality displayed by the high-frequency returns of Madrid's Stock Exchange IBEX35 index. A Multifractal Detrended Fluctuation Analysis shows that this index has a wide singularity spectrum…

Statistical Finance · Quantitative Finance 2015-06-16 Pablo Suárez-García , David Gómez-Ullate

The fractal dimension of large-scale galaxy clustering has been demonstrated to be roughly $D_F \sim 2$ from a wide range of redshift surveys. If correct, this statistic is of interest for two main reasons: fractal scaling is an implicit…

General Relativity and Quantum Cosmology · Physics 2010-10-27 J. R. Mureika

Several studies have investigated the fractal and multifractal nature of magnetic features in the solar photosphere and its variation with the solar magnetic activity cycle. Here we extend those studies by examining the fractal geometry of…

Astrophysics · Physics 2009-11-11 Serena Criscuoli , Mark Rast , Ilaria Ermolli , Mauro Centrone

In this letter we have analyzed the temporal correlations of the angle-of-arrival fluctuations of stellar images. Experimentally measured data were carefully examined by implementing multifractal detrended fluctuation analysis. This…

Atmospheric and Oceanic Physics · Physics 2023-07-19 Luciano Zunino , Damián Gulich , Gustavo Funes , Aziz Ziad

In this paper, we study the fractal dimension of the graph of a fractal transformation and also determine the quantization dimension of a probability measure supported on the graph of the fractal transformation. Moreover, we estimate the…

Dynamical Systems · Mathematics 2022-12-20 Manuj Verma , Amit Priyadarshi , Saurabh Verma

The 11/5/2011 Lorca, Spain earthquake (Mw5.2) and related seismicity produced extensive damage in the town of Lorca and vicinity. During these earthquakes, evidence of rotations and permanent deformations in structures were observed. To…

Geophysics · Physics 2014-02-21 Miguel Angel Santoyo

Spatiotemporal clustering of earthquake events is a generally-established fact, and is important for designing models and assessment techniques in seismicity. Here, we investigate how this behavior can manifest in the statistical…

Geophysics · Physics 2013-07-08 Rene C. Batac , Holger Kantz

We reveal a general explicit relation between the statistics of delay times in one-channel reflection from a mesoscopic sample of any spatial dimension and the statistics of the eigenfunction intensities in its closed counterpart. This…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 A. Ossipov , Y. V. Fyodorov

In this paper we have calculated the spectral dimension of loop quantum gravity (LQG) using simple arguments coming from the area spectrum at different length scales. We have obtained that the spectral dimension of the spatial section runs…

General Relativity and Quantum Cosmology · Physics 2010-01-30 Leonardo Modesto