Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

We develop a method for the multifractal characterization of nonstationary time series, which
is based on a generalization of the detrended fluctuation analysis (DFA). We relate our …

Reviews a significant component of the rich field of statistical multiresolution (MR) modeling
and processing. These MR methods have found application and permeated the literature of …

We introduce a class of multifractal processes, referred to as multifractal random walks
(MRWs). To our knowledge, it is the first multifractal process with continuous dilation …

Lagrangian turbulence lies at the core of numerous applied and fundamental problems
related to the physics of dispersion and mixing in engineering, biofluids, the atmosphere …

Ethanol electrooxidation was investigated at platinum based electrodes: Pt, Pt—Sn, Pt—Re
dispersed on a high surface area carbon powder. The atomic composition of the bimetallic …

Portfolio analysis and optimization, together with the associated risk assessment and
management, require knowledge of the likely distributions of returns at different time scales …

The presence of scaling behavior in telecommunications traffic is striking not only in its
ubiquity, appearing in almost every kind of packet data, but also in the wide range of scales …

In this paper, we provide a simple,“generic” interpretation of multifractal scaling laws and
multiplicative cascade process paradigms in terms of volatility correlations. We show that in …

The properties of several multifractal formalisms based on wavelet coefficients are
compared from both mathematical and numerical points of view. When it is based directly on …