Results 61 to 70 of about 7,202 (214)
Quantum logarithmic multifractality
Physical Review ResearchThrough a combination of rigorous analytical derivations and extensive numerical simulations, this work reports an exotic multifractal behavior, dubbed “logarithmic multifractality,” in effectively infinite-dimensional systems undergoing the Anderson ...
Weitao Chen +3 more
doaj +1 more source
Day and Night Changes of Cardiovascular Complexity: A Multi-Fractal Multi-Scale Analysis
Entropy, 2020 Recently, a multifractal-multiscale approach to detrended fluctuation analysis (DFA) was proposed to evaluate the cardiovascular fractal dynamics providing a surface of self-similarity coefficients α(q,τ), function of the scale τ, and moment order q.
Paolo Castiglioni +3 more
doaj +1 more source
Perturbation approach to multifractal dimensions for certain critical random matrix ensembles
, 2011 Fractal dimensions of eigenfunctions for various critical random matrix ensembles are investigated in perturbation series in the regimes of strong and weak multifractality.
A. Erdélyi +3 more
core +2 more sources
Multifractal wave functions of simple quantum maps [PDF]
, 2010 We study numerically multifractal properties of two models of one-dimensional quantum maps, a map with pseudointegrable dynamics and intermediate spectral statistics, and a map with an Anderson-like transition recently implemented with cold atoms.
A. Arneodo +5 more
core +3 more sources
MULTIFRACTAL FLUCTUATIONS IN FINANCE [PDF]
International Journal of Theoretical and Applied Finance, 2000 We consider the structure functions S(q)(τ), i.e. the moments of order q of the increments X(t + τ)-X(t) of the Foreign Exchange rate X(t) which give clear evidence of scaling (S(q)(τ)∝τζ(q)). We demonstrate that the nonlinearity of the observed scaling exponent ζ(q) is incompatible with monofractal additive stochastic models usually introduced in ...
F. Schmitt, D. Schertzer, S. Lovejoy
openaire +4 more sources
Journal of Forecasting, EarlyView.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
Tissue multifractality and Born approximation in analysis of light scattering: a novel approach for precancers detection [PDF]
, 2014 Multifractal, a special class of complex self-affine processes, are under recent intensive investigations because of their fundamental nature and potential applications in diverse physical systems.
Ch Ivanov Plamen +20 more
core +1 more source
Journal of Forecasting, EarlyView.ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu +3 more
wiley +1 more source
Wave Transport and Localization in Prime Number Landscapes
Frontiers in Physics, 2021 In this paper, we study the wave transport and localization properties of novel aperiodic structures that manifest the intrinsic complexity of prime number distributions in imaginary quadratic fields.
Luca Dal Negro +4 more
doaj +1 more source