The complex structure of a typical stratus cloud base height (or profile) time series is analyzed with respect to the variability of its fluctuations and their correlations at all experimentally observed temporal scales. Due to the underlying processes that create these time series, they are...

The multifractal dimensionality Dq as a function of q expresses the distribution of measure over space. When all the moments scale with resolution in exactly the same way, we have a flat spectrum, and a single monofractal dimensionality. We argue that for multifractal spectra the scaling of the...

We propose a systematic method to choose the scaling range for multifractal analysis, and we illustrate this method by examining the texture of paper formation and pore space of sedimentary chalks. To clarify the statistical meaning of a texture characterization based on the moments of a measure...

In the past five to ten years mounting evidence has arisen indicating that the large-scale spatial number density of galaxies may be governed by fractal or multifractal statistics. In this paper we extend this idea by searching for multifractal behaviour in other density fields. Namely,...

Despite its solid foundations, multifractal analysis is still a challenging task. The ‘inversed’ singularity spectrum is a major pitfall in standard multifractal analyses especially for empirical signals. To resolve this issue, we identified the fan-like convergent geometry of scaling...

The financial crisis has fueled interest in alternatives to traditional asset classes that might be less affected by large market gyrations and, thus, provide for a less volatile development of a portfolio. One attempt at selecting stocks that are less prone to extreme risks, is obeyance of...

This paper provides new empirical evidence for intraday scaling behavior of stock market returns utilizing a 5min stock market index (the Dow Jones Industrial Average) from the New York Stock Exchange. It is shown that the return series has a multifractal nature during the day. In addition, we...

The multifractal properties are investigated for the bulk spin wave bands of quasiperiodic magnetic superlattices arranged according to the Fibonacci sequence. The superlattices are considered to be composed of layers of two simple cubic ferromagnetic materials. The layers are characterized by a...

We show the methodology used to analyze fractal and mass-multifractal properties of very large Diffusion-Limited Aggregation (DLA) clusters with a maximum of 109 particles for 2D aggregates and 108 particles for 3D clusters, to support our main result; the scaling behavior obtained by our...

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...