منابع مشابه
Multifractality of complex networks.
We demonstrate analytically and numerically the possibility that the fractal property of a scale-free network cannot be characterized by a unique fractal dimension and the network takes a multifractal structure. It is found that the mass exponents τ(q) for several deterministic, stochastic, and real-world fractal scale-free networks are nonlinear functions of q, which implies that structural me...
متن کاملMultifractality of Random Products
Moments of the measure defined by products of random deviates are considered with the aim of reproducing the multifractal spectrum of the DiffusionLimited Aggregation (DLA) . appeared in: Journal of Technical Physics 37 (1996), pp.441-444 In 1981 Witten and Sander have proposed the Diffusion-Limited Aggregation (DLA) model [1] leading to the formation of fractal patterns. The growth process of ...
متن کاملMultifractality in Percolation
Using renormalization group methods we study multifractality in percolation at the instance of noisy random resistor networks. We introduce the concept of master operators. The multifractal moments of the current distribution (which are proportional to the noise cumulants C (l) R (x, x ′) of the resistance between two sites x and x′ located on the same cluster) are related to such master operat...
متن کاملMultifractality in Time Series
We apply the concepts of multifractal physics to financial time series in order to characterize the onset of crash for the Standard & Poor’s 500 stock index x(t). It is found that within the framework of multifractality, the ”analogous” specific heat of the S&P500 discrete price index displays a shoulder to the right of the main peak for low values of time lags. On decreasing T , the presence o...
متن کاملMarket Simulation Displaying Multifractality
We proposed a market simulation model (micro model) which displays multifractality and reproduces many important stylized facts of speculative markets. From this model we analytically extracted the MMAR model (Multifractal Model of Asset Returns)[3] for the macroscopic limit.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Physical Review E
سال: 2011
ISSN: 1539-3755,1550-2376
DOI: 10.1103/physreve.84.036118