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...

We have studied the stimulated discharge dynamics of fusimotor neurons by applying the wavelet transform technique and by adopting that the neuronal discharge dynamics is manifested by the random time series of interspike intervals. We found two different power-law type behaviors along...

A classic problem in physics is the origin of fat-tailed distributions generated by complex systems. We study the distributions of stock returns measured over different time lags τ. We find that destroying all correlations without changing the τ=1d distribution, by shuffling the order of the...

We investigate ECG recordings of healthy subjects (H subjects) and those with heart failure (HF subjects) based on a new measure derived from the shape of the ECG signal during each heart beat. From this measure we construct sequences, called “morphograms”, which are complementary to...

We choice the yuan exchange rate index based on a basket of currencies as the effective exchange rate of the yuan and investigate the statistical properties of the yuan exchange rate index after China’s exchange rate system reform on the 21st July 2005. After dividing the time series into two...

We have studied the discharge dynamics of dorsal horn neurons (DHN) by applying the detrended fluctuation analysis (DFA) and the wavelet transform (WT) technique. We have adopted that discharge dynamics is manifested by the random time series of the interspike intervals (ISI), that is, by...

We analysed the scaling behaviour of the two-dimensional (2-D) sequence (Δs, Δt) of the 1981–1998 southern California seismicity, where Δs is the distance between two consecutive earthquakes (jump) and Δt is their interevent interval. The 2-D seismic spatio-temporal fluctuations were...

We study the size distribution of purine and pyrimidine clusters in coding and non-coding DNA sequences. We observe that the cluster-size distribution P(s) follows an exponential decay in coding sequences whereas it follows a power-law decay in non-coding sequences: P(s) ∼ s−1−μ, with a...

We use the continuous wavelet transform to perform a space-scale analysis of the AT and GC skews (strand asymmetries) in human genomic sequences, which have been shown to correlate with gene transcription. This study reveals the existence of a characteristic scale ℓc≃25±10kb that separates...

Much of the on-going statistical analysis of DNA sequences is focused on the estimation of characteristics of coding and non-coding regions that would possibly allow discrimination of these regions. In the current approach, we concentrate specifically on genes and intergenic regions. To estimate...