We consider mean first-passage time (MFPT) of random walks from one end to the other of a segment of a Sinai lattice. In the limit of the length of the lattice segment going to infinity, the distribution of MFPT over Sinai disorder has unbounded moments. We present a multifractal characterization of the distribution. We derive an analytical expression for the fractal dimension as a function of the strength of the disorder. We demonstrate that the multifractality of the limiting distribution manifests itself as self-similar fluctuations of the MFPT from one disorder configuration to the other
Start with a compact set K ⊂ ℝd . This has a random number of daughter sets, each of which is a (rot...
International audienceSome asymptotic properties of a Brownian motion in multifractal time, also cal...
Cowles Foundation Discussion Paper, n° 1165/1997The Multifractal Model of Asset Returns ("MMAR," see...
We consider mean first-passage time (MFPT) of random walks from one end to the other of a segment of...
We consider the mean first passage time of random walks to go from one end of a segment of a Sinai l...
The global first passage time density of a network is the probability that a random walker released ...
In the first part of this paper, we present two variants of the A + A --> A and A + A --> P reaction...
The d‐dimentional space‐continuous time‐discrete Markovian random walk with a distribution of step l...
Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulu...
Fractal phenomena may be widely observed in a great number of complex systems. In this paper, motiva...
We introduce a class of multifractal processes, referred to as Multifractal Random Walks (MRWs). To ...
In this article, we investigate the local behaviors of the occupation measure µ of a class of real-v...
We demonstrate numerically that a robust and unusual multifractal regime can emerge in a one-dimensi...
Multiscaling properties are typically described by multifractal random measures or multifractal rand...
Abstract. A renormalisation theory is developed to study the critical behaviour of self-avoiding ran...
Start with a compact set K ⊂ ℝd . This has a random number of daughter sets, each of which is a (rot...
International audienceSome asymptotic properties of a Brownian motion in multifractal time, also cal...
Cowles Foundation Discussion Paper, n° 1165/1997The Multifractal Model of Asset Returns ("MMAR," see...
We consider mean first-passage time (MFPT) of random walks from one end to the other of a segment of...
We consider the mean first passage time of random walks to go from one end of a segment of a Sinai l...
The global first passage time density of a network is the probability that a random walker released ...
In the first part of this paper, we present two variants of the A + A --> A and A + A --> P reaction...
The d‐dimentional space‐continuous time‐discrete Markovian random walk with a distribution of step l...
Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulu...
Fractal phenomena may be widely observed in a great number of complex systems. In this paper, motiva...
We introduce a class of multifractal processes, referred to as Multifractal Random Walks (MRWs). To ...
In this article, we investigate the local behaviors of the occupation measure µ of a class of real-v...
We demonstrate numerically that a robust and unusual multifractal regime can emerge in a one-dimensi...
Multiscaling properties are typically described by multifractal random measures or multifractal rand...
Abstract. A renormalisation theory is developed to study the critical behaviour of self-avoiding ran...
Start with a compact set K ⊂ ℝd . This has a random number of daughter sets, each of which is a (rot...
International audienceSome asymptotic properties of a Brownian motion in multifractal time, also cal...
Cowles Foundation Discussion Paper, n° 1165/1997The Multifractal Model of Asset Returns ("MMAR," see...