132,422 research outputs found
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
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