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In this article a collection of random self-similar fractal dendrites is constructed, and their Hausdorff dimension is calculated. Previous results determining this quantity for random self-similar structures have relied on geometrical…

概率论 · 数学 2012-10-23 David A. Croydon

In the interstellar medium, as well as in the Universe, large density fluctuations are observed, that obey power-law density distributions and correlation functions. These structures are hierarchical, chaotic, turbulent, but are also…

天体物理学 · 物理学 2016-08-30 Francoise Combes

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…

混沌动力学 · 物理学 2009-11-07 N. Hadyn , J. Luevano , G. Mantica , S. Vaienti

Fractured metal fragments with rough and irregular surfaces are often found at crime scenes. Current forensic practice visually inspects the complex jagged trajectory of fractured surfaces to recognize a ``match'' using comparative…

Using a large dataset on major FX rates, we test the robustness of the rough fractional volatility model over different time scales, by including smoothing and measurement errors into the analysis. Our findings lead to new stylized facts in…

统计金融 · 定量金融 2021-11-09 Matthieu Garcin , Martino Grasselli

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…

统计力学 · 物理学 2015-06-19 Jin-Long Liu , Zu-Guo Yu , Vo Anh

Elastomeric materials display a complicated set of stretchability and fracture properties that strongly depend on the flaw size, which has long been of interest to engineers and materials scientists. Here, we combine experiments and…

软凝聚态物质 · 物理学 2024-09-12 Jaehee Lee , Jeongun Lee , Seounghee Yun , Sanha Kim , Howon Lee , Shawn A. Chester , Hansohl Cho

We analyze the fragmentation behavior of random clusters on the lattice under a process where bonds between neighboring sites are successively broken. Modeling such structures by configurations of a generalized Potts or random-cluster model…

统计力学 · 物理学 2016-08-08 Eren Metin Elçi , Martin Weigel , Nikolaos G. Fytas

The mathematical model of a linear system with the short memory about own stochastic behavior is proposed. It is assumed that the system is under a continual influence of independent stochastic impulses. In a short memory approximation the…

概率论 · 数学 2008-12-10 D. N. Zhabin

In this paper, random and stochastic processes are defined on fractal curves. Fractal calculus is used to define cumulative distribution function, probability density function, moments, variance and correlation function of stochastic…

综合数学 · 数学 2024-03-18 Alireza Khalili Golmankhaneh , Kerri Welch , Cristina Serpa , Ivanka Stamova

The aim of this paper is first the detection of multiple abrupt changes of the long-range dependence (respectively self-similarity, local fractality) parameters from a sample of a Gaussian stationary times series (respectively time series,…

统计理论 · 数学 2007-12-10 Jean-Marc Bardet , Imen Kammoun

This work is inspired by a recent study of a two-dimensional stochastic fragmentation model. We show that the configurational entropy of this model exhibits log-periodic oscillations as a function of the sample size, by exploiting an exact…

统计力学 · 物理学 2024-05-24 Jean-Marc Luck

Under normal operations, memristive devices undergo variability in time and space and have internal dynamics. Interplay of memory and stochastic signal processing in memristive devices makes them candidates for performing bio-inspired tasks…

新兴技术 · 计算机科学 2024-08-01 P. F. Gora , Ewa Gudowska-Nowak

This paper delves into the world of fractal calculus, investigating its implications for fractal sets. It introduces the Fractal Schr\"{o}dinger Equation and provides insights into its consequences. The study presents a General Solution for…

量子物理 · 物理学 2023-10-27 Alireza Khalili Golmankhaneh , Stergios Pellis , Massimiliano Zingales

Many statistical applications require the quantification of joint dependence among more than two random vectors. In this work, we generalize the notion of distance covariance to quantify joint dependence among d >= 2 random vectors. We…

统计方法学 · 统计学 2018-06-18 Shubhadeep Chakraborty , Xianyang Zhang

While crack nucleation and propagation in the brittle or quasi-brittle regime can be predicted via variational or material-force-based phase field fracture models, these models often assume that the underlying elastic response of the…

计算工程、金融与科学 · 计算机科学 2020-08-13 Hyoung Suk Suh , WaiChing Sun , Devin O'Connor

Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…

数据分析、统计与概率 · 物理学 2008-04-07 Jan W. Kantelhardt

Culturomics was recently introduced as the application of high-throughput data collection and analysis to the study of human culture. Here we make use of this data by investigating fluctuations in yearly usage frequencies of specific words…

物理与社会 · 物理学 2012-07-05 Jianbo Gao , Jing Hu , Xiang Mao , Matjaz Perc

Since the recent dissertation by Steffen Winter, for certain self-similar sets $F$ the growth behaviour of the Minkowski functionals of the parallel sets $F_\varepsilon := \{x\in \mathbb R^d : d(x,F)\leq \varepsilon\}$ as $\varepsilon…

度量几何 · 数学 2015-01-06 Peter Straka

Dynamical systems in nature exhibit selfsimilar fractal fluctuations and the corresponding power spectra follow inverse power law form signifying long-range space-time correlations identified as self-organized criticality. The physics of…

综合物理 · 物理学 2008-05-23 A. M. Selvam