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The Multifractal Embedded Branching Process (MEBP) process and Canonical Embedded Branching Process (CEBP) process were introduced by Decrouez and Jones (2012). The CEBP is a process in which the crossings of dyadic intervals constitute a branching process. An MEBP process is defined as a...
Persistent link: https://www.econbiz.de/10011194137
We consider a self-similar phase space with specific fractal dimension d being distributed with spectrum function f(d). Related thermostatistics is shown to be governed by the Tsallis formalism of the non-extensive statistics, where the non-additivity parameter equals to τ̄(q)≡1/τ(q)1, and...
Persistent link: https://www.econbiz.de/10011058103
The surface profiles resulting from a laser beam melt ablation process have been quantified on the basis of the multifractal formalism. The multifractal spectra for several parameters sets, obtained with the wavelet transform modulus maxima method, were found to change towards higher Hölder...
Persistent link: https://www.econbiz.de/10011059412
Electronic Cardiogram (ECG) data taken from healthy adult subjects are found to characterize multifractality. In order to quantitatively analyze multifractal spectrum, the area of the spectrum is computed. We have a comparison between the spectrum of the young subjects and that of the old ones....
Persistent link: https://www.econbiz.de/10010589431
A time series can be decomposed into two sub-series: a magnitude series and a sign series. Here we analyze separately the scaling properties of the magnitude series and the sign series using the increment time series of cardiac interbeat intervals as an example. We find that time series having...
Persistent link: https://www.econbiz.de/10010589779
We develop a financial market model using an Ising spin system on a Sierpinski carpet lattice that breaks the equal status of each spin. To study the fluctuation behavior of the financial model, we present numerical research based on Monte Carlo simulation in conjunction with the statistical...
Persistent link: https://www.econbiz.de/10010679208