33 citations · 119 across the 21 of their papers we have counts for
7 papers · 1 filter
Fluctuations of separation of trajectories in chaos and correlation dimension
Itzhak Fouxon, Siim Ainsaar, Jaan Kalda
We consider the cumulant generating function of the logarithm of the distance between two infinitesimally close trajectories of a chaotic system. Its long-time behavior is given by…
Intersections of moving fractal sets
Indrek Mandre, Jaan Kalda
Intersection of a random fractal or self-affine set with a linear manifold or another fractal set is studied, assuming that one of the sets is in a translational motion with respec…
Monte-Carlo study of scaling exponents of rough surfaces and correlated percolation
Indrek Mandre, Jaan Kalda
We calculate the scaling exponents of the two-dimensional correlated percolation cluster's hull and unscreened perimeter. Correlations are introduced through an underlying correlat…
Scaling analysis of multivariate intermittent time series
Robert Kitt, Jaan Kalda
The scaling properties of the time series of asset prices and trading volumes of stock markets are analysed. It is shown that similarly to the asset prices, the trading volume data…
Properties of low variability periods in financial time series
R. Kitt, J. Kalda
Properties of low-variability periods in the time series are analysed. The theoretical approach is used to show the relationship between the multi-scaling of low-variability period…
Oceanic coastline and super-universality of percolation clusters
Jaan Kalda
New fractal subset of a rough surface, the ``oceanic coastline'', is defined. For random Gaussian surfaces with negative Hurst exponent , ``oceanic coastlines'' are mapped to…