Multifractal detrended cross-correlation analysis for two nonstationary signals

It is ubiquitous in natural and social sciences that two variables, recorded temporally or spatially in a complex system, are cross-correlated and possess multifractal features. We propose a new method called multifractal detrended cross-correlation analysis (MF-DXA) to investigate the multifractal behaviors in the power-law cross-correlations between two records in one or higher dimensions. The method is validated with cross-correlated 1D and 2D binomial measures and multifractal random walks. Application to two financial time series is also illustrated.Comment: 4 RevTex pages including 6 eps figure

Giant Microwave Absorption in Metallic Grains: Relaxation Mechanism

We show that the low frequency microwave absorption of an ensemble of small metallic grains at low temperatures is dominated by a mesoscopic relaxation mechanism. Giant positive magnetoresistance and very strong temperature dependence of the microwave conductivity is predicted.Comment: 4 pages, REVTeX3+mutlticol+epsf, one EPS figur