Relation between Magnitude Series Correlations and Multifractal Spectrum Width

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dc.creatorAshkenazy, Yosef
dc.creatorHavlin, Shlomo
dc.creatorIvanov, Plamen Ch.
dc.creatorPeng, Chung-K.
dc.creatorSchulte-Frohlinde, Verena
dc.creatorStanley, H. Eugene
dc.date2001-11-21
dc.date2003-01-31
dc.date.accessioned2026-07-07T02:43:36Z
dc.date.available2026-07-07T02:43:36Z
dc.descriptionWe 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.
dc.description4 revtex pages, 3 figures
dc.identifierhttps://arxiv.org/abs/cond-mat/0111396
dc.identifierhttp://arxiv.org/abs/cond-mat/0111396
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/18563
dc.subjectCondensed Matter
dc.titleRelation between Magnitude Series Correlations and Multifractal Spectrum Width
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