We study Brownian zeroes in the neighborhood of which one can observe a non-typical growth rate of Brownian excursions. We interpret the multifractal curve for the Brownian zeroes calculated in [6] as the Hausdorff dimension of certain sets. This provides an example of the multifractal analysis of a statistically self-similar random fractal when both the spacing and the size of the correspondin...

There is evidence of a scale-invariant matter distribution up to scales over 10 Megaparsecs. We review scaling (fractal or multifractal) models of large scale structure and their observational evidence. We conclude that the dynamics of cosmological structure formation seems to be driven to a multifractal attractor. This supports previous studies, which we review, of structure formation by means...

Application of the multifractal microcanonical formalism to the detection of fire plumes in NOAA–AVHRR data H. Yahia , A. Turiel , N. Chrysoulakis , J. Grazzini , P. Prastacos & I. Herlin To cite this article: H. Yahia , A. Turiel , N. Chrysoulakis , J. Grazzini , P. Prastacos & I. Herlin (2008) Application of the multifractal microcanonical formalism to the detection of fire plumes in NOAA–AVH...

In this paper we propose a multifractal traffic model that is based on a multiplicative cascade presenting specific multiplier distributions in each cascade stage. In the proposed model, the multipliers are obtained through the estimate of their probability densities found in real network traffic by using Kernel and Acceptance/Rejection methods. Statistical analysis and queueing behavior study ...

Heart rate variability is assumed to result from a multiplicative or cascade mechanism based on its multifractal property. Numerical results on the perturbation of the cascade are given to compare HRV under parasympathetic (PNS) and sympathetic (SNS) autonomic blockades. It was found that qualitative change of the HRV multifractal, which was observed in PNS blockade, is due to the change from a...

We investigate the properties of multifractal products of the exponential of Ornstein-Uhlenbeck processes driven by Lévy motion. The conditions on the mean, variance and covariance functions of these processes are interpreted in terms of the moment generating functions. We provide an illustrative example of Euler’s gamma distribution. We establish the corresponding log-Euler multifractal scenar...

We study self-avoiding random walks in an environment where sites are excluded randomly, in two and three dimensions. For a single polymer chain, we study the statistics of the time averaged monomer density and show that these are well described by multifractal statistics. This is true even far from the percolation transition of the disordered medium. We investigate solutions of chains in a dis...

This paper proposes a combined coarse-grained multifractal method to discriminate between distressed and normal foetuses. The coarse-graining operation was performed by means of a coarse-grained procedure and the multifractal operation was based on a structure function. The proposed method was evaluated by one hundred recordings including eighty normal foetuses and twenty distressed foetuses. W...

We investigate the temporal correlations and multifractal nature of trading volume of 22 liquid stocks traded on the Shenzhen Stock Exchange in 2003. We find that the trading volume exhibits size-dependent non-universal long memory and multifractal nature. No crossover in the power-law dependence of the detrended fluctuation functions is observed. Our results show that the intraday pattern in t...