相关论文: Long-range correlation and multifractality in Bach…
We study percolation as a critical phenomenon on a multifractal support. The scaling exponents of the the infinite cluster size ($\beta$ exponent) and the fractal dimension of the percolation cluster ($d_f$) are quantities that seem do not…
We perform an extensive empirical analysis of scaling properties of equity returns, suggesting that financial data show time varying multifractal properties. This is obtained by comparing empirical observations of the weighted generalised…
Macroscopic systems often display phase transitions where certain physical quantities are singular or self-similar at different (spatial) scales. Such properties of systems are currently characterized by some order parameters and a few…
We study long-range power-law correlated disorder on square and cubic lattices. In particular, we present high-precision results for the percolation thresholds and the fractal dimension of the largest clusters as function of the correlation…
The multifractal spectra of daily foreign exchange rates for US dollar (USD), the British Pound (GBP), the Euro (Euro) and the Japanese Yen (Yen) with respect to the Indian Rupee are analysed for the period 6th January 1999 to 24th July…
Large-deviations theory deals with tails of probability distributions and the rare events of random processes, for example spreading packets of particles. Mathematically, it concerns the exponential fall-of of the density of thin-tailed…
his study investigates the modifications of the thermal spectrum, at low frequency, induced by an external damping on a system in heat contact with internal fluctuating impurities. Those impurities can move among locations and their…
We present results of the numerical simulations and the scaling characteristics of one-dimensional random fluctuations with heavy tailed probability distribution functions. Assuming that the distribution function of the random fluctuations…
Recently, based on heuristic arguments, it was conjectured that an intimate relation exists between any multifractal dimensions, $D_q$ and $D_{q'}$, of the eigenstates of critical random matrix ensembles: $D_{q'} \approx…
We study multifractal properties in time evolution of a single particle subject to repeated measurements. For quantum systems, we consider circuit models consisting of local unitary gates and local projective measurements. For classical…
A common class of methods for analyzing of multivariate time series, stationary and nonstationary, decomposes the observed series into latent sources. Methods such as principal compoment analysis (PCA), independent component analysis (ICA)…
The system size dependence of the multifractal spectrum $f(\alpha)$ and its singularity strength $\alpha$ is investigated numerically. We focus on one-dimensional (1D) and 2D disordered systems with long-range random hopping amplitudes in…
In a recent work Manimaran et al. [Manimaran et al., Phys. Rev. E 72, 046120 (2005)] propose to use multiresolution Daubechies (DB) wavelets to (detrend) remove the low frequency trends and subsequently to quantify the multifractal…
A thin layer of liquid in a horizontal cell is subjected to a periodic vertical force with two control parameters: acceleration and frequency. The influence of the rheological behavior of the fluid was considered over the empirically…
We employed the method of virial expansion in order to compute the retarded density correlation function (generalized diffusion propagator) in the critical random matrix ensemble in the limit of strong multifractality. We found that the…
We revisit the basic properties of Fano-Feshbach resonances in two-body systems with van der Waals tail interactions, such as ultracold neutral atoms. Using a two-channel model and two different methods, we investigate the relationship…
Eye movements during fixation of a stationary target prevent the adaptation of the photoreceptors to continuous illumination and inhibit fading of the image. These random, involuntary, small, movements are restricted at long time scales so…
We analyze daily prices of 29 commodities and 2449 stocks, each over a period of $\approx 15$ years. We find that the price fluctuations for commodities have a significantly broader multifractal spectrum than for stocks. We also propose…
We investigate how extreme loss of data affects the scaling behavior of long-range power-law correlated and anti-correlated signals applying the DFA method. We introduce a segmentation approach to generate surrogate signals by randomly…
The fractal properties of the transverse Talbot images are analysed with two well-known scaling methods, the wavelet transform modulus maxima (WTMM) and the wavelet transform multifractal detrended fluctuation analysis (WT-MFDFA). We use…