Linearization effect in multifractal analysis: insights from the random energy model

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Publication:720688


DOI10.1016/j.physd.2011.04.016zbMath1223.37104arXiv1012.3688MaRDI QIDQ720688

Eric Bertin, Marc Mézard, Patrice Abry, Florian Angeletti

Publication date: 11 October 2011

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1012.3688


65C05: Monte Carlo methods

37M10: Time series analysis of dynamical systems


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