相关论文: Investigation of Multifractal Properties of Additi…
The work presents results of numerical study of self-similar properties of additive data traffic. It is shown that the value of Hurst exponent of total stream is determined by the maximum value of Hurst exponent of summed streams and the…
The paper deals with fractal characteristics (Hurst exponent) and wavelet-scaleograms of the information distribution model, suggested by the authors. The authors have studied the effect of Hurst exponent change depending upon the model…
We provide an alternative method for analysis of multifractal properties of time series. The new approach takes into account the behaviour of the whole multifractal profile of the generalized Hurst exponent $h(q)$ for all moment orders $q$,…
Multiplicative processes and multifractals have earned increased popularity in applications ranging from hydrodynamic turbulence to computer network traffic, from image processing to economics. We analyse the multifractality of the recently…
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…
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…
We investigate the presence of residual multifractal background for monofractal signals which appears due to the finite length of the signals and (or) due to the long memory the signals reveal. This phenomenon is investigated numerically…
Multifractal analysis has become a powerful signal processing tool that characterizes signals or images via the fluctuations of their pointwise regularity, quantified theoretically by the so-called multifractal spectrum. The practical…
We present a novel method for determining multi-fractal properties from experimental data. It is based on maximising the likelihood that the given finite data set comes from a particular set of parameters in a multi-parameter family of well…
Fractal behavior and long-range dependence are widely observed in measurements and characterization of traffic flow in high-speed computer networks of different technologies and coverage levels. This paper presents the results obtained when…
The fractal nature of graphs has traditionally been investigated by using the nodes of networks as the basic units. Here, instead, we propose to concentrate on the graph edges, and introduce a practical and computationally not demanding…
A novel constructive mathematical model based on the multifractal formalism in order to accurately characterizing the localized fluctuations present in the course of traffic flows today high-speed computer networks is presented. The…
The multifractal characterization of the distribution over disorder of the mean first-passage time in a finite chain is revisited. Both, absorbing-absorbing and reflecting-absorbing boundaries are considered. Two models of dichotomic…
Stochastic line integrals provide a useful tool for quantitatively characterizing irreversibility and detailed balance violation in noise-driven dynamical systems. A particular realization is the stochastic area, recently studied in coupled…
We consider the problem of detecting the presence of a spatially correlated multichannel signal corrupted by additive Gaussian noise (i.i.d across sensors). No prior knowledge is assumed about the system parameters such as the noise…
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…
Stochastic processes with multiplicative noise have been studied independently in several different contexts over the past decades. We focus on the regime, found for a generic set of control parameters, in which stochastic processes with…
It has been recently proven that natural images exhibit scaling properties analogue to those of turbulent flows. These properties allow regarding each image as a multifractal object, for which its most singular manifold conveys the most of…
We analyze invariant measures of two coupled piecewise linear and everywhere expanding maps on the synchronization manifold. We observe that though the individual maps have simple and smooth functions as their stationary densities, they…
In this paper, we determine the almost sure multifractal spectrum of a class of random functions constructed as sums of pulses with random dilations and translations. In addition, the continuity modulii of these functions is investigated.