We study traac streams through their counting process representation. We examine the long-range-dependent (LRD) characteristics of such processes. We rst show that the measured LRD traac, as described by the interarrival time and packet size sequences , is suuciently well approximated by a synthesized stream formed by recording the counting state of the traac at the start of each time slot. We ...

Complex networks have attracted much attention in diverse areas of science and technology. Multifractal analysis (MFA) is a useful way to systematically describe the spatial heterogeneity of both theoretical and experimental fractal patterns. In this paper, we employ the sandbox (SB) algorithm proposed by Tél et al. (Physica A 159, 155-166 (1989)), for MFA of complex networks. First, we compare...

We study the combined effect of quasiperiodic disorder, driven, and interaction in periodically kicked Aubry-Andr\'e model. In noninteracting limit, by analyzing quasienergy spectrum statistics, we verify existence a dynamical localization transition high-frequency region, whereas statistics becomes intricate low-frequency region due to emergence extended/localized-to-multifractal edges spectru...

the aim of this study was to identify various sulfidic mineralized zones in the ghare-tappeh cu deposit (nw iran) based on geo-electrical data including induced polarization (ip) and resistivity (rs) using the concentration-volume (c-v) and number-size (n-s) fractal models. the fractal models were used to separate high and moderate sulfidic zones from low sulfidic zones and barren wall rocks. b...

Résumé Dans cet article nous allons présenter une méthode de détection d’objets basée sur l’analyse multifractale. La détection d’objets est particulièrement difficile lorsque l’on ne connaît pas les caractéristiques des objets pouvant être présents dans l’image. Contrairement aux méthodes le plus souvent proposées, cette méthode est destinée à détecter des objets artificiels dans des images ph...

In this paper, we make a short overview of multifractal models of asset returns. All the proposed models rely upon the notion of random multiplicative cascades. We focus in more details on the simplest of such models namely the log-normal Multifractal Random Walk. This model can be seen as a stochastic volatility model where the (log-) volatility has a peculiar long-range correlated memory. We ...

The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of nonstationary time series and the long-range correlations of fractal surfaces, which contains a parameter θ determining the position of the detrending window. We develop multifractal detrending moving average (MFDMA) algorithms for the analysis of one-dimensional multifractal measu...