We investigate the multifractal properties for the spectra of plasmon–polaritons and light waves in multiple layers arranged in a quasiperiodic fashion. The profiles of the plasmon polariton bandwidths and the light transmission spectra are analyzed and the f(α) functions are calculated for...

Multifractal random walks (MRW) correspond to simple solvable “stochastic volatility” processes. Moreover, they provide a simple interpretation of multifractal scaling laws and multiplicative cascade process paradigms in terms of volatility correlations. We show that they are able to...