Results 61 to 70 of about 29,188 (209)
Estimating the scaling function of multifractal measures and multifractal random walks using ratios
, 2014 In this paper, we prove central limit theorems for bias reduced estimators of the structure function of several multifractal processes, namely mutiplicative cascades, multifractal random measures, multifractal random walk and multifractal fractional ...
Ludeña, Carenne, Soulier, Philippe
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Energies, 2023 Analyzing and mastering the fractal features of coal-measure sedimentary rocks is crucial for accurately describing the pore structure of coalbed methane resources.
Na Zhang +5 more
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MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS [PDF]
Mathematical Finance, 2013 The aim of this work is to advocate the use of multifractional Brownian motion (mBm) as a relevant model in financial mathematics. mBm is an extension of fractional Brownian motion where the Hurst parameter is allowed to vary in time. This enables the possibility to accommodate for varying local regularity, and to decouple it from long‐range dependence
Corlay, Sylvain +2 more
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ESC Heart Failure, Volume 12, Issue 2, Page 980-997, April 2025.Abstract Heart failure (HF) creates a considerable clinical, humanistic and economic burden on patients and caregivers as well as on healthcare systems. To attenuate the significant burden of HF, there is a need for enhanced management of patients with HF.
Javed Butler +8 more
wiley +1 more source
Multifractal analysis of weighted networks by a modified sandbox algorithm [PDF]
, 2015 Complex networks have attracted growing attention in many fields. As a generalization of fractal analysis, multifractal analysis (MFA) is a useful way to systematically describe the spatial heterogeneity of both theoretical and experimental fractal ...
Li, Bao-Gen +3 more
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Multifractal Analysis of Hydrologic Data Using Wavelet Methods and Fluctuation Analysis
Discrete Dynamics in Nature and Society, 2017 We study the multifractal properties of water level with a high-frequency and massive time series using wavelet methods (estimation of Hurst exponents, multiscale diagram, and wavelet leaders for multifractal analysis (WLMF)) and multifractal detrended ...
Tongzhou Zhao +3 more
doaj +1 more source
Towards Multifractional Calculus [PDF]
Frontiers in Physics, 2018 After motivating the need of a multiscale version of fractional calculus in quantum gravity, we review current proposals and the program to be carried out in order to reach a viable definition of scale-dependent fractional operators. We present different types of multifractional Laplacians and comment on their known or expected properties.
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Donor‐acceptor fractal synergy: Decoding self‐similarity for stable organic photovoltaics
FlexMat, EarlyView.Morphological congruence between donor and acceptor refines the fractal structure of bulk heterojunction films and enhances their self‐similarity. This optimized multiscale morphology preserves charge‐transport pathways against external disturbances, suppresses structural degradation, and improves the operational stability of organic solar cells while ...
Runzheng Gu +13 more
wiley +1 more source
Multifractality in the stock market: price increments versus waiting times
, 2004 By applying the multifractal detrended fluctuation analysis to the high-frequency tick-by-tick data from Deutsche B\"orse both in the price and in the time domains, we investigate multifractal properties of the time series of logarithmic price increments
Arneodo +32 more
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Many-Body-Localization Transition : strong multifractality spectrum for matrix elements of local operators [PDF]
, 2016 For short-ranged disordered quantum models in one dimension, the Many-Body-Localization is analyzed via the adaptation to the Many-Body context [M. Serbyn, Z. Papic and D.A.
Monthus, Cecile
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