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Roughness exponents to calculate multi-affine fractal exponents

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  • Castro e Silva, A.
  • Moreira, J.G.

Abstract

We propose a new method to determine the multi-affine fractal exponents based on a generalization of the roughness concept. For synthetic multi-affine fractal profiles with exactly known exponents, we show that the results obtained in this method are more accurate than the results obtained with the height-height correlation function method. Also in the present method, scaling is observed using profiles with a number of points more than one order mangnitude smaller.

Suggested Citation

  • Castro e Silva, A. & Moreira, J.G., 1997. "Roughness exponents to calculate multi-affine fractal exponents," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 235(3), pages 327-333.
  • Handle: RePEc:eee:phsmap:v:235:y:1997:i:3:p:327-333
    DOI: 10.1016/S0378-4371(96)00357-3
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    References listed on IDEAS

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    1. Stanley, H.E. & Buldyrev, S.V. & Goldberger, A.L. & Havlin, S. & Peng, C.-K. & Simons, M., 1993. "Long-range power-law correlations in condensed matter physics and biophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 200(1), pages 4-24.
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    Cited by:

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    18. Zunino, L. & Tabak, B.M. & Figliola, A. & Pérez, D.G. & Garavaglia, M. & Rosso, O.A., 2008. "A multifractal approach for stock market inefficiency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(26), pages 6558-6566.
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