Relation between Magnitude Series Correlations and Multifractal Spectrum Width

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We study the correlation properties of long-range correlated time series, $x_i$, with tunable correlation exponent and built-in multifractal properties. For the cases we investigate we find that the correlation exponent of the magnitude series, $|x_{i+1}-x_i|$, is a monotonically increasing function of the multifractal spectrum width of the original series.
4 revtex pages, 3 figures

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Condensed Matter

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http://salesiana.dossiersoluciones.com/handle/123456789/18563

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/cond-mat/0111396
 http://arxiv.org/abs/cond-mat/0111396

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arXiv