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Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…

流体动力学 · 物理学 2021-06-30 L. Moriconi

We study the multifractal analysis of a class of self-similar measures with overlaps. This class, for which we obtain explicit formulae for the L^q spectrum tau(q) as well as the singularity spectrum f(alpha), is sufficiently large to point…

经典分析与常微分方程 · 数学 2009-11-11 Benoit Testud

The presence of multifractality in a time series shows different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. The identification of a multifractal nature…

星系天体物理 · 物理学 2018-05-21 A. Bewketu Belete , J. P. Bravo , B. L. Canto Martins , I. C. Leão , J. M. De Araujo , J. R. De Medeiros

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…

量子物理 · 物理学 2024-10-28 Kohei Yajima , Hisanori Oshima , Ken Mochizuki , Yohei Fuji

Scaling properties of time series are usually studied in terms of the scaling laws of empirical moments, which are the time average estimates of moments of the dynamic variable. Nonlinearities in the scaling function of empirical moments…

概率论 · 数学 2023-04-24 Marco Zamparo

An approach is suggested for treating multiscale fluctuations in macromolecular systems. The emphasis is on the statistical properties of such fluctuations. The approach is illustrated by a macromolecular system with mesoscopic fluctuations…

化学物理 · 物理学 2012-08-07 V. I. Yukalov , E. P. Yukalova

The multifractal analysis of disorder induced localization-delocalization transitions is reviewed. Scaling properties of this transition are generic for multi parameter coherent systems which show broadly distributed observables at…

凝聚态物理 · 物理学 2015-06-25 Martin Janssen

Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian…

数据分析、统计与概率 · 物理学 2015-05-13 Stanislaw Drozdz , Jaroslaw Kwapien , Pawel Oswiecimka , Rafal Rak

We demonstrate that description of fluctuations observed in multiparticle production processes using Tsallis statistics approach (in which fluctuations are described by the nonextensivity parameter q) leads to a specific sum rule for…

高能物理 - 唯象学 · 物理学 2011-06-09 Grzegorz Wilk , Zbigniew Wlodarczyk , Wojciech Wolak

Multifractals arise in various systems across nature whose scaling behavior is characterized by a continuous spectrum of multifractal exponents $\Delta_q$. In the context of Anderson transitions, the multifractality of critical wave…

无序系统与神经网络 · 物理学 2024-01-03 Jaychandran Padayasi , Ilya A. Gruzberg

Through a combination of rigorous analytical derivations and extensive numerical simulations, this work reports an exotic multifractal behavior, dubbed "logarithmic multifractality", in effectively infinite-dimensional systems undergoing…

无序系统与神经网络 · 物理学 2025-03-04 Weitao Chen , Olivier Giraud , Jiangbin Gong , Gabriel Lemarié

Topologically ordered systems are characterized by topological invariants that are often calculated from the momentum space integration of a certain function that represents the curvature of the many-body state. The curvature function may…

介观与纳米尺度物理 · 物理学 2016-01-21 Wei Chen

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…

The concept of multifractality offers a powerful formal tool to filter out multitude of the most relevant characteristics of complex time series. The related studies thus far presented in the scientific literature typically limit themselves…

统计金融 · 定量金融 2018-09-25 Stanisław Drożdż , Rafał Kowalski , Paweł Oświȩcimka , Rafał Rak , Robert Gȩbarowski

The dynamical behaviour of many-body systems is often richer than what can be anticipated from their static properties. Here we show that in closed quantum systems this becomes evident by considering time-integrated observables as order…

统计力学 · 物理学 2013-06-14 James M. Hickey , Sam Genway , Igor Lesanovsky , Juan P. Garrahan

Within framework of the quantum calculus, we represent the partition function and the mass exponent of a multifractal, as well as the average of random variables distributed over self-similar set, on the basis of the deformed expansion in…

统计力学 · 物理学 2009-07-24 Alexander Olemskoi , Irina Shuda

Quantum multifractality is a fundamental property of systems such as non-interacting disordered systems at an Anderson transition and many-body systems in Hilbert space. Here we discuss the origin of the presence or absence of a fundamental…

无序系统与神经网络 · 物理学 2021-06-16 A. M. Bilen , B. Georgeot , O. Giraud , G. Lemarié , I. García-Mata

Second-order phase transitions are characterised by critical scaling and universality. The singular behaviour of thermodynamic quantities at the transition, in particular, is determined by critical exponents of the universality class of the…

We apply the concepts of multifractal physics to financial time series in order to characterize the onset of crash for the Standard & Poor's 500 stock index x(t). It is found that within the framework of multifractality, the "analogous"…

凝聚态物理 · 物理学 2009-10-31 Enrique Canessa

We consider the self-similar phase space with reduced fractal dimension $d$ being distributed within domain $0<d<1$ with spectrum $f(d)$. Related thermostatistics is shown to be governed by the Tsallis' formalism of the non-extensive…

统计力学 · 物理学 2007-05-23 A. I. Olemskoi
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