Based on a general multifractal queueing approximation some results on multiscale queueing analysis are presented. The results include the well-known Weibullian tail for the important case of the monofractal fractional Brownian motion (fBm) input traffic. It also provides the basics for a new practical method for queueing performance evaluation of multifractal traffic. In addition, several impa...

We study the effect of an external field X on the energy levels of a disordered system by evaluating the parametric number variance (PNV). The weak disorder regime is studied within the Gaussian random matrix theory, while the multifractal regime is studied by considering the q-deformed random matrices. The PNV at both small and large values of X has distinct features in the weak disorder and m...

The performance of the multifractal detrended analysis on short time series is evaluated for synthetic samples of several mono- and multifractal models. The reconstruction of the generalized Hurst exponents is used to determine the range of applicability of the method and the precision of its results as a function of the decreasing length of the series. As an application the series of the daily...

It is very necessary to research the fluctuation of agricultural products prices as well as the data character. In this paper, the wholesale price of agricultural product is considered. The monofractal analysis and multifractal analysis methods are introduced to study wholesale price. We select the appropriate algorithm to calculate the fractal characteristics of the celery wholesale price. Res...

This work describes a knowledge-guided clustering approach for mineral potential mapping (MPM), by which the optimum number of clusters is derived form a knowledge-driven methodology through a concentration-area (C-A) multifractal analysis. To implement the proposed approach, a case study at the North Narbaghi region in the Saveh, Markazi province of Iran, was investigated to discover porphyry ...

The effect of bulk dissipation on non critical sandpile models is studied using both multifractal and finite size scaling analyses. We show numerically that the local limited (LL) model exhibits a crossover from multifractal to self-similar behavior as the control parameters h ext and ǫ turn towards their critical values, i.e. h ext → 0 + and ǫ → ǫ c. The critical exponents are not universal an...

We have performed detailed multifractal analysis on the minutely volatility of two indexes and 1139 stocks in the Chinese stock markets based on the partition function approach. The partition function χq(s) scales as a power law with respect to box size s. The scaling exponents τ(q) form a nonlinear function of q. Statistical tests based on bootstrapping show that the extracted multifractal nat...

In an earlier paper MR] the authors introduced the inverse measure y (dt) of a given measure (dt) on 0; 1] and presented thèinversion formula' f y () = f(1==) which was argued to link the respective multifractal spectra of and y. A second paper RM2] established the formula under the assumption that and y are continuous measures. Here, we investigate the general case which reveals telling detail...