Multifractal descriptors ergodically characterize non-ergodic multiplicative cascade processes

DOI10.1016/J.PHYSA.2023.128651OpenAlexW4323307183MaRDI QIDQ2700719

Damian G. Kelty-Stephen, Madhur Mangalam

Publication date: 27 April 2023

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

Full work available at URL: https://doi.org/10.1016/j.physa.2023.128651

zbMATH Keywords

heterogeneitycausalitystationaritymultiplicativitynon-equilibriumfar-from-equilibrium

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multifractal detrended fluctuation analysis of nonstationary time series
• Asymptotic behaviour of time averages for non-ergodic Gaussian processes
• Fractal and multifractal descriptors restore ergodicity broken by non-Gaussianity in time series
• Critique of the test of multifractality as applied to biological data
• Aging and nonergodicity beyond the Khinchin theorem
• Quantifying the non-ergodicity of scaled Brownian motion
• Fractal measures and their singularities: The characterization of strange sets
• Intermittent turbulence in self-similar cascades: divergence of high moments and dimension of the carrier
• The Weather and Climate: Emergent Laws and Multifractal Cascades
• The role of ergodicity in anomalous stochastic processes: analysis of single-particle trajectories
• Fractional Brownian Motions, Fractional Noises and Applications
• Characterising stochastic motion in heterogeneous media driven by coloured non-Gaussian noise

This page was built for publication: Multifractal descriptors ergodically characterize non-ergodic multiplicative cascade processes