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Linear processes in high dimensions: Phase space and critical properties.
Mastromatteo I, Bacry E, Muzy JF. Mastromatteo I, et al. Among authors: bacry e. Phys Rev E Stat Nonlin Soft Matter Phys. 2015 Apr;91(4):042142. doi: 10.1103/PhysRevE.91.042142. Epub 2015 Apr 29. Phys Rev E Stat Nonlin Soft Matter Phys. 2015. PMID: 25974473
Multifractal stationary random measures and multifractal random walks with log infinitely divisible scaling laws.
Muzy JF, Bacry E. Muzy JF, et al. Among authors: bacry e. Phys Rev E Stat Nonlin Soft Matter Phys. 2002 Nov;66(5 Pt 2):056121. doi: 10.1103/PhysRevE.66.056121. Epub 2002 Nov 21. Phys Rev E Stat Nonlin Soft Matter Phys. 2002. PMID: 12513570
These processes generalize within a unified framework both the recently defined log-normal multifractal random walk [J.F. Muzy, J. Delour, and E. Bacry, Eur. J. Phys. B 17, 537 (2000), E. Bacry, J. Delour, and J.F. Muzy, Phys. Rev. E 64, 026103 …
These processes generalize within a unified framework both the recently defined log-normal multifractal random walk [J.F. Muzy, J. Delour, a …
Extreme values and fat tails of multifractal fluctuations.
Muzy JF, Bacry E, Kozhemyak A. Muzy JF, et al. Among authors: bacry e. Phys Rev E Stat Nonlin Soft Matter Phys. 2006 Jun;73(6 Pt 2):066114. doi: 10.1103/PhysRevE.73.066114. Epub 2006 Jun 12. Phys Rev E Stat Nonlin Soft Matter Phys. 2006. PMID: 16906921
Multifractal random walk.
Bacry E, Delour J, Muzy JF. Bacry E, et al. Phys Rev E Stat Nonlin Soft Matter Phys. 2001 Aug;64(2 Pt 2):026103. doi: 10.1103/PhysRevE.64.026103. Epub 2001 Jul 17. Phys Rev E Stat Nonlin Soft Matter Phys. 2001. PMID: 11497647
Oscillating singularities in locally self-similar functions.
Arneodo A, Muzy JF, Bacry E. Arneodo A, et al. Among authors: bacry e. Phys Rev Lett. 1995 Jun 12;74(24):4823-4826. doi: 10.1103/PhysRevLett.74.4823. Phys Rev Lett. 1995. PMID: 10058608 No abstract available.
17 results