On the dynamical foundation of multifractality

Korosh Mahmoodi, Bruce J. West and Paolo Grigolini

Physica A: Statistical Mechanics and its Applications, 2020, vol. 551, issue C

Abstract: The crucial aspect of this demonstration is the discovery of renewal events, hidden in the computed dynamics of a multifractal metronome, which enables the replacement of the phenomenon of strong anticipation with a time delayed cross-correlation between the driven and the driving metronome. We establish that the phenomenon of complexity matching, which is the theme of an increasing number of research groups, has two distinct measures. One measure is the sensitivity of a complex system to environmental multifractality; another is the level of information transfer, between two complex networks at criticality. The cross-correlation function is evaluated in the ergodic long-time limit, but its delayed maximal value is the signature of information transfer occurring in the non ergodic short-time regime. It is shown that a more complex system transfers its multifractality to a less complex system while the reverse case is not possible.

Keywords: Transfer of multifractality; Complexity matching; Crucial events; Ergodicity breaking; Multifractal metronome; Multifractal decision making model (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437119322332

DOI: 10.1016/j.physa.2019.124038

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