Issue
EPL
Volume 77, Number 4, February 2007
Article Number 40004
Number of page(s) 5
Section General
DOI http://dx.doi.org/10.1209/0295-5075/77/40004
Published online 06 February 2007
EPL, 77 (2007) 40004
DOI: 10.1209/0295-5075/77/40004

Effects of finite probing windows on the interpretation of the multifractal properties of random walks

L. Giuggioli1, G. M. Viswanathan1, 2, V. M. Kenkre1, R. R. Parmenter3, 4 and T. L. Yates4

1  Consortium of the Americas for Interdisciplinary Science and Department of Physics and Astronomy University of New Mexico - Albuquerque NM 87131, USA
2  Instituto de Física, Universidade Federal de Alagoas - 57072-970, Maceió-AL, Brazil
3  Valles Caldera Trust, Jemez Springs - NM, 87025, USA
4  Department of Biology, University of New Mexico - Albuquerque, NM 87131, USA


received 9 October 2006; accepted in final form 15 December 2006; published February 2007
published online 6 February 2007

Abstract
We investigate the general problem of how the finiteness of a probing window for measurements of the movements of a random walker can lead to spurious detection of multifractality as well as to incorrect values of Hurst exponents, and propose a method for correcting for these effects. We also study the case in which the roaming region of the walker is itself of limited extent, when a nonlinear interplay occurs between the roaming area and the window size. In the context of animal movements, we describe briefly an application of these ideas to mark-recapture observations in a mouse population, of interest to the important topic of the spread of the Hantavirus epidemic.

PACS
05.40.Fb - Random walks and Levy flights.
89.20.-a - Interdisciplinary applications of physics.
87.23.-n - Ecology and evolution.

© Europhysics Letters Association 2007