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- W2960713013 abstract "Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics. The core of the extended multifractal analysis is the non-monotonic behavior of the generalized Hurst exponent $h(q)$ -- the fundamental exponent in the study of multifractals. The consequence of this behavior is the non-monotonic behavior of the coarse Holder exponent $alpha (q)$ leading to multi-branchedness of the spectrum of dimensions. The Legendre-Fenchel transform is used instead of the routinely used canonical Legendre (single-branched) contact transform. Thermodynamic consequences of the multi-branched multifractality are revealed. These are directly expressed in the language of phase transitions between thermally stable, metastable, and unstable phases. These phase transitions are of the first and second orders according to Mandelbrot's modified Ehrenfest classification. The discovery of multi-branchedness is tantamount in significance to extending multifractal analysis." @default.
- W2960713013 created "2019-07-23" @default.
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- W2960713013 date "2020-06-08" @default.
- W2960713013 modified "2023-10-04" @default.
- W2960713013 title "Multibranch multifractality and the phase transitions in time series of mean interevent times" @default.
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- W2960713013 doi "https://doi.org/10.1103/physreve.101.063303" @default.
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