We consider the regularity of sample paths of Volterra–Lévy processes. These processes are defined as stochastic integrals M(t)=∫0tF(t,r)dX(r),t∈R+, where X is a Lévy process and F is a deterministic real-valued function. We derive the spectrum of singularities and a result on the...

Two-dimensional multifractal analysis is performed in a seismic area of Northern Greece responsible for recent strong earthquakes, including the Arnea sequence of May 1995, culminating in a M<Subscript>w</Subscript> 5.3 event on 4/5/1995. It is found that multifractality gradually increases prior to the major seismic...</subscript>

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,...

The pointwise Holder exponent describes the local regularity of a function. This description is particularly applicable to complex time-series representing natural phenomena that exhibit statistical self-similarity, where the scaling exponent fluctuates from point to point. In this work, an...

Multifractal fluctuations in the time dynamics of seismicity data have been analyzed. We investigated the interspike intervals (times between successive earthquakes) of one of the most seismically active areas of central Italy by using the Multifractal Detrended Fluctuation Analysis (MF-DFA)....

Cellular aggregation is essential for a wide range of phenomena in developmental biology, and a crucial event in the life-cycle of Dictyostelium discoideum. The current manuscript presents an analysis of multi-scale interactions involved in D. discoideum aggregation and non-aggregation events....

Multifractal processes are a relatively new tool of stock market analysis. Their power lies in the ability to take multiple orders of autocorrelations into account explicitly. In the first part of the paper we discuss the framework of the Lux model and refine the underlying phenomenological...