Hopping transport on a fractal: ac conductivity of porous silicon

We have measured the frequency dependence of the conductivity and the dielectric constant of various samples of porous Si in the regime 1 Hz-100 kHz at different temperatures. The conductivity data exhibit a strong frequency dependence. When normalized to the dc conductivity, our data obey a universal scaling law, with a well-defined crossover, in which the real part of the conductivity sigma' changes from an sqrt(omega) dependence to being proportional to omega. We explain this in terms of activated hopping in a fractal network. The low-frequency regime is governed by the fractal properties of porous Si, whereas the high-frequency dispersion comes from a broad distribution of activation energies. Calculations using the effective-medium approximation for activated hopping on a percolating lattice give fair agreement with the data.

Are European equity markets efficient? New evidence from fractal analysis

We report an empirical analysis of long-range dependence in the returns of eight stock market indices, using the Rescaled Range Analysis (RRA) to estimate the Hurst exponent. Monte Carlo and bootstrap simulations are used to construct critical values for the null hypothesis of no long-range dependence. The issue of disentangling short-range and long-range dependence is examined. Pre-filtering by fitting a (short-range) autoregressive model eliminates part of the long-range dependence when the latter is present, while failure to pre-filter leaves open the possibility of conflating short-range and long-range dependence. There is a strong evidence of long-range dependence for the small central European Czech stock market index PX-glob, and a weaker evidence for two smaller western European stock market indices, MSE (Spain) and SWX (Switzerland). There is little or no evidence of long-range dependence for the other five indices, including those with the largest capitalizations among those considered, DJIA (US) and FTSE350 (UK). These results are generally consistent with prior expectations concerning the relative efficiency of the stock markets examined. © 2011 Elsevier Inc.

The fractal properties of the retinal vascular architecture

Purpose: The human retinal vasculature has been demonstrated to exhibit fractal, or statistically self similar properties. Fractal analysis offers a simple quantitative method to characterise the complexity of the branching vessel network in the retina. Several methods have been proposed to quantify the fractal properties of the retina. Methods: Twenty five healthy volunteers underwent retinal photography, retinal oximetry and ocular biometry. A robust method to evaluate the fractal properties of the retinal vessels is proposed; it consists of manual vessel segmentation and box counting of 50 degree retinal photographs centred on the fovea. Results: Data is presented on the associations between the fractal properties of the retinal vessels and various functional properties of the retina. Conclusion Fractal properties of the retina could offer a promising tool to assess the risk and prognostic factors that define retinal disease. Outstanding efforts surround the need to adopt a standardised protocol for assessing the fractal properties of the retina, and further demonstrate its association with disease processes.

Applications of fractals to image data compression

Digital image processing is exploited in many diverse applications but the size of digital images places excessive demands on current storage and transmission technology. Image data compression is required to permit further use of digital image processing. Conventional image compression techniques based on statistical analysis have reached a saturation level so it is necessary to explore more radical methods. This thesis is concerned with novel methods, based on the use of fractals, for achieving significant compression of image data within reasonable processing time without introducing excessive distortion. Images are modelled as fractal data and this model is exploited directly by compression schemes. The validity of this is demonstrated by showing that the fractal complexity measure of fractal dimension is an excellent predictor of image compressibility. A method of fractal waveform coding is developed which has low computational demands and performs better than conventional waveform coding methods such as PCM and DPCM. Fractal techniques based on the use of space-filling curves are developed as a mechanism for hierarchical application of conventional techniques. Two particular applications are highlighted: the re-ordering of data during image scanning and the mapping of multi-dimensional data to one dimension. It is shown that there are many possible space-filling curves which may be used to scan images and that selection of an optimum curve leads to significantly improved data compression. The multi-dimensional mapping property of space-filling curves is used to speed up substantially the lookup process in vector quantisation. Iterated function systems are compared with vector quantisers and the computational complexity or iterated function system encoding is also reduced by using the efficient matching algcnithms identified for vector quantisers.

Unifractality and multifractality in the Italian stock market

Tests for random walk behaviour in the Italian stock market are presented, based on an investigation of the fractal properties of the log return series for the Mibtel index. The random walk hypothesis is evaluated against alternatives accommodating either unifractality or multifractality. Critical values for the test statistics are generated using Monte Carlo simulations of random Gaussian innovations. Evidence is reported of multifractality, and the departure from random walk behaviour is statistically significant on standard criteria. The observed pattern is attributed primarily to fat tails in the return probability distribution, associated with volatility clustering in returns measured over various time scales. © 2009 Elsevier Inc. All rights reserved.

Tracing the evolution of physics on the backbone of citation networks

Many innovations are inspired by past ideas in a nontrivial way. Tracing these origins and identifying scientific branches is crucial for research inspirations. In this paper, we use citation relations to identify the descendant chart, i.e., the family tree of research papers. Unlike other spanning trees that focus on cost or distance minimization, we make use of the nature of citations and identify the most important parent for each publication, leading to a treelike backbone of the citation network. Measures are introduced to validate the backbone as the descendant chart. We show that citation backbones can well characterize the hierarchical and fractal structure of scientific development, and lead to an accurate classification of fields and subfields. © 2011 American Physical Society.