Multifractality of the multiplicative autoregressive point processes

Details Multifractality of the multiplicative autoregressive point processes Multifractality of the multiplicative autoregressive point processes

2009-11-11

arxiv.org/abs/0911.2251v1

Complexus Mundi: Emergent Patterns in Nature, Ed. M. M. Novak, World Scientific, Singapore, pp.277-286 (2006)

Physics

Data Analysis, Statistics and Probability

10 pages, 6 figures

Scientific paper

Multiplicative processes and multifractals have earned increased popularity in applications ranging from hydrodynamic turbulence to computer network traffic, from image processing to economics. We analyse the multifractality of the recently proposed point process models generating the signals exhibiting 1/f^b noise. The models may be used for modeling and analysis of stochastic processes in different systems. We show that the multiplicative point process models generate multifractal signals, in contrast to the formally constructed signals with 1/f^b noise and signals consisting of sum of the uncorrelated components with a wide-range distribution of the relaxation times.

Affiliated with

Also associated with

No associations

Rating

Multifractality of the multiplicative autoregressive point processes does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Multifractality of the multiplicative autoregressive point processes, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Multifractality of the multiplicative autoregressive point processes will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-149746