- A
multifractal system is a
generalization of a
fractal system in
which a
single exponent (the
fractal dimension) is not
enough to
describe its dynamics;...
- the Koch snowflake.
Qualitative self-similarity: as in a time
series Multifractal scaling:
characterized by more than one
fractal dimension or scaling...
-
application of
statistical methods to
economic data), the Markov-switching
multifractal (MSM) is a
model of ****et
returns developed by
Laurent E.
Calvet and...
-
studies of parti****tion
numbers obtained by
exact diagonalization,
multifractal properties,
level statistics and many others.
Especially fruitful is...
- In mathematics, a
multiplicative cascade is a fractal/
multifractal distribution of
points produced via an
iterative and
multiplicative random process....
-
manifest local variations in
fractal dimension, they are said to be
multifractals.
Examples of data
sequences that
exhibit local variations in p like...
- Calvet, L. E. (1997). A
multifractal model of ****et returns. 3.2 The
Binomial Measure is the
Simplest Example of a
Multifractal Except the
trivial case...
- the
purely empirical ETAS
linear model. The
basic ****umption of this "
Multifractal stress activated"
model is that, at any
place and time, the
local failure...
-
dynamics he is
known for
having introduced,
together with
Uriel Frisch,
multifractal models to
describe the
phenomenon of
intermittency in
turbulent flows...
-
universe itself, is a
fractal across a wide
range of
scales (see also:
multifractal system). More generally, it
relates to the
usage or
appearance of fractals...
