Results 161 to 170 of about 3,034 (206)
Some of the next articles are maybe not open access.

Multifractional correlation

Optics Letters, 2001
Multifractional correlation is proposed that is based on a new generalized fractional Fourier transform to which we refer as a multifractional Fourier transform. The multifractional correlation yields remarkable improvements in the correlation output peak intensity, peak sharpness, and light efficiency compared with convention correlation, which uses ...
B, Zhu, S, Liu
openaire   +2 more sources

Multiscaling in multifractals

Physical Review Letters, 1991
Multiscaling is shown to be a consequence of multifractality when a lower cutoff ∈ is introduced in calculations of correlation functions. After a suitable rescaling, the correlation function data for different values of ∈ seem to fall onto a single curve.
, Jensen, , Paladin, , Vulpiani
openaire   +2 more sources

Multifractal intensity in dynamical behaviors of multifractals

Journal of the Korean Physical Society, 2014
We study the dynamical behavior of multifractals in typhoons. A significant and fascinating feature of this behavior is that it provides a proper interpretation for the pattern of a typhoon in terms of the numerical values of its generalized dimension and scaling exponent.
Seong Kyu Seo   +5 more
openaire   +1 more source

Non-stationary multifractality in stock returns

open access: yesPhysica A: Statistical Mechanics and Its Applications, 2013
We perform an extensive empirical analysis of scaling properties of equity returns, suggesting that financial data show time varying multifractal properties. This is obtained by comparing empirical observations of the weighted generalised Hurst exponent (
Tomaso Aste
exaly   +2 more sources

Wavelet Transform of Multifractals

Physical Review Letters, 1988
no ...
Arneodo, A.   +2 more
openaire   +2 more sources

Multifractal spectra and multifractal rigidity for horseshoes

Journal of Dynamical and Control Systems, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Barreira, L., Pesin, Ya., Schmeling, J.
openaire   +2 more sources

MULTIFRACTALITY OF SNOWFLAKES

Fractals, 1996
The results of the extensive numerical simulations of the Dielectric Breakdown Model (DBM) with noise reduction on the hexagonal lattice are presented. Seventy-five clusters grown under different boundary conditions consisting of 16 000 particles on the lattice 1001×1001 were generated.
openaire   +2 more sources

Multifractional Processes in Finance

SSRN Electronic Journal, 2013
There is a growing consensus that fundamental financial theory based on the assumption that markets are complete is not sustainable when financial markets become increasingly complex. Traditional models fail to capture many of the stylized facts and biases identified by recent financial developments that have sought to explain financial prices when ...
BIANCHI, Sergio, PIANESE, Augusto
openaire   +3 more sources

On a general concept of multifractality: Multifractal spectra for dimensions, entropies, and Lyapunov exponents. Multifractal rigidity

Chaos: An Interdisciplinary Journal of Nonlinear Science, 1997
We introduce the mathematical concept of multifractality and describe various multifractal spectra for dynamical systems, including spectra for dimensions and spectra for entropies. We support the study by providing some physical motivation and describing several nontrivial examples.
Barreira, Luis   +2 more
openaire   +4 more sources

Consistent scaling of multifractal measures: Multifractal spatial correlations

Physical Review E, 1993
There are a number of apparently disparate problems in multifractal scaling whose solutions have remained unclear, ranging from rather pathological cases where the standard Legendre transformations do not produce effective measures for the H\"older exponent and Hausdorff-Besicovitch dimension to the problem of describing the scaling of point-point ...
, Platt, , Family
openaire   +2 more sources

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