Multifractional Processes with Random Exponent (MPRE) are obtained by replacing the Hurst parameter of Fractional Brownian Motion (FBM) with a stochastic process. This process need not be independent of the white noise generating the FBM. MPREs can be conveniently represented as random wavelet series. We will use this type of representation to study their Hölder regularity and their self-simila...

In this paper, we shed light on the dynamic characteristics of rational group behaviors and the relationship between monetary policy and economic units in the financial market by using an agent-based model (ABM), the Hurst exponent, and the Shannon entropy. First, an agent-based model is used to analyze the characteristics of the group behaviors at different levels of irrationality. Second, the...

Within the scope of this study we test the Long Memory property on monthly average pig market prices including piglet, young pig, sow and slaughter pig. We also calculate the Hurst exponent using Detrended Fluctuation Analysis (DFA) method. DFA is a method for determining the statistical self-affinity of a time serie. It is a useful technique for investigating time series with long memory (dive...

[1] Geophysical time series sometimes exhibit serial correlations that are stronger than can be captured by the commonly used first‐order autoregressive model. In this study we demonstrate that a power law statistical model serves as a useful upper bound for the persistence of total ozone anomalies on monthly to interannual timescales. Such a model is usually characterized by the Hurst exponent...

Establishing a good algorithm for predicting temperature of thermostable proteins is an important issue. In this study, a new thermostable proteins prediction method by using Hurst exponent and Choquet integral regression model with respect to maximized L-measure is proposed. The main idea of this method is to integrate the physicochemical properties, long term memory property and Choquet integ...

Let h = ∑ hαβX Y β be a polynomial with complex coefficients. The Lojasiewicz exponent of the gradient of h at infinity is the upper bound of the set of all real λ such that |gradh(x, y)| ≥ c|(x, y)| in a neighbourhood of infinity in C, for c > 0. We estimate this quantity in terms of the Newton diagram of h. The equality is obtained in the nondegenerate case.

We report on recent progress in understanding the tubular phase of self-avoiding anisotropic membranes. After an introduction to the problem, we sketch the renormalization group arguments and symmetry considerations that lead us to the most plausible fixed point structure of the model. We then employ an ε-expansion about the upper critical dimension to extrapolate to the physical interesting 3-...

We study the Lyaponov exponent y A (E) of (h u) (n) = u(n + 1) + u(n-l) + A V (n) u (n) in the limit as A +a where V is a suitable random potential. We prove that yA(E)-ln A as A +CO uniformly as E/A runs through compact sets. We also describe a formal expansion (to order A-*) for random and almost periodic potentials. In this note, we study one-dimensional tight binding Hamiltonians h = ho + A...