Results 71 to 80 of about 11,601 (226)
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT We develop a unified mathematical framework extending classical moment theory from discrete integer orders to a continuous spectrum of real orders f>0$$ f>0 $$, providing a systematic statistical characterization of complex systems exhibiting power‐law behavior.
Farrukh A. Chishtie
wiley +1 more source
PLoS ONE, 2013 Recently, many lines of investigation in neuroscience and statistical physics have converged to raise the hypothesis that the underlying pattern of neuronal activation which results in electroencephalography (EEG) signals is nonlinear, with self-affine ...
Todd Zorick, Mark A Mandelkern
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Fractal and Fractional, 2023 Technological innovation, the financial market, and the real economy are mutually promoting and restricting. Considering the interference of market-noise information, this paper applies the wavelet-denoising method of the soft- and hard-threshold ...
Jinchuan Ke, Yu Duan, Chao Xu, Yue Zhang
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Hölder differentiability of self-conformal devil's staircases
, 2014 In this paper we consider the probability distribution function of a Gibbs measure supported on a self-conformal set given by an iterated function system (devil's staircase) applied to a compact subset of ℝ. We use thermodynamic multifractal formalism to
Troscheit, S., Sascha Troscheit
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Energies, 2020 Understanding the pore structure can help us acquire a deep insight into the fluid transport properties and storage capacity of tight sandstone reservoirs.
Kaixuan Qu, Shaobin Guo
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Wavelet‐Based Hurst Exponent Estimation
WIREs Computational Statistics, Volume 18, Issue 3, September 2026.The review explores how wavelet‐based methods for estimating the Hurst parameters have developed from their theoretical roots to real‐world applications in fields like biology, engineering, and telecommunications. The review aims to highlight key techniques, compare their strengths and limitations, and point out challenges that still need to be ...
Dixon Vimalajeewa +2 more
wiley +1 more source
Multifractal characteristics of combustor dynamics close to lean blowout
, 2015 In classical literature, blowout is described as loss of static stability of the combustion system whereas thermoacoustic instability is seen as loss of dynamic stability of the system. At blowout, the system transitions from a stable reacting state to a
Unni, Vishnu R., Sujith, R. I.
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On Multifractality and Fractional Derivatives [PDF]
Journal of Statistical Physics, 2002 It is shown phenomenologically that the fractional derivative $ξ=D^αu$ of order $α$ of a multifractal function has a power-law tail $\propto |ξ| ^{-p_\star}$ in its cumulative probability, for a suitable range of $α$'s. The exponent is determined by the condition $ζ_{p_\star} = αp_\star$, where $ζ_p$ is the exponent of the structure function of order ...
U. Frisch, T. Matsumoto
openaire +2 more sources
Journal of Forecasting, Volume 45, Issue 4, Page 1579-1600, July 2026.ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann +2 more
wiley +1 more source
Multifractal variability in geoelectrical signals and correlations with seismicity: a study case in southern Italy [PDF]
Natural Hazards and Earth System Sciences, 2005 Multifractal fluctuations in the time dynamics of geoelectrical data, recorded in a seismic area of southern Italy, have been revealed using the Multifractal Detrended Fluctuation Analysis (MF-DFA), which allows to detect multifractality in nonstationary
L. Telesca, G. Colangelo, V. Lapenna
doaj