English
Related papers

Related papers: Incomplete normalization of probability on multifr…

200 papers

This is the first installment of a series of papers whose aim is to lay a foundation for homotopy probability theory by establishing its basic principles and practices. The notion of a homotopy probability space is an enrichment of the…

Probability · Mathematics 2015-10-29 Jae-Suk Park

We provide an elementary proof of the dual representation of Expected Shortfall on the space of integrable random variables over a general probability space. Unlike the results in the extant literature, our proof only exploits basic…

Risk Management · Quantitative Finance 2023-06-27 Martin Herdegen , Cosimo Munari

We study multifractal properties in time evolution of a single particle subject to repeated measurements. For quantum systems, we consider circuit models consisting of local unitary gates and local projective measurements. For classical…

Quantum Physics · Physics 2024-10-28 Kohei Yajima , Hisanori Oshima , Ken Mochizuki , Yohei Fuji

Random invariant manifolds are geometric objects useful for understanding complex dynamics under stochastic influences. Under a nonuniform hyperbolicity or a nonuniform exponential dichotomy condition, the existence of random pseudo-stable…

Dynamical Systems · Mathematics 2009-01-06 Tomas Caraballo , Jinqiao Duan , Kening Lu , Bjorn Schmalfuss

We introduce a new, probability-level approach to calculations in scalar field particle scattering. The approach involves the implicit summation over final states, which makes causality manifest since retarded propagators emerge naturally.…

High Energy Physics - Phenomenology · Physics 2025-09-17 Robert Dickinson , Jeff Forshaw , Ross Jenkinson , Peter Millington

This paper introduced a way of fractal to solve the problem of taking count of the integer partitions, furthermore, using the method in this paper some recurrence equations concerning the integer partitions can be deduced, including the…

Combinatorics · Mathematics 2025-01-30 Meng Zhang

In this paper, the development of a mathematical method is presented to explore spatially non-uniform phases with no long-range order in mathematical models of first order phase transitions. We use essential results regarding the…

Statistical Mechanics · Physics 2020-09-08 Gyula I. Toth

We extend our theory of amorphous packings of hard spheres to binary mixtures and more generally to multicomponent systems. The theory is based on the assumption that amorphous packings produced by typical experimental or numerical…

Disordered Systems and Neural Networks · Physics 2015-05-13 Indaco Biazzo , Francesco Caltagirone , Giorgio Parisi , Francesco Zamponi

In this paper, a class of fractals, called quadrilateral labyrinth fractals, are introduced and studied. They are a special kind of fractals on any quadrilateral on the plane. This type of fractal is motivated by labyrinth fractal on the…

Dynamical Systems · Mathematics 2021-08-27 Harsha Gopalakrishnan , Srijanani Anurag Prasad

The correct use and interpretation of models depends on several steps, two of which being the calibration by parameter estimation and the analysis of uncertainty. In the biological literature, these steps are seldom discussed together, but…

Quantitative Methods · Quantitative Biology 2015-08-17 André Chalom , Paulo Inácio de Knegt López de Prado

We review basic ideas and basic examples of the theory of the inverse spectral problems.

Mathematical Physics · Physics 2007-05-23 I. M. Krichever , S. P. Novikov

We study some classes of semi-linear differential equations including both well-posed and ill-posed cases that can generate cocycles (or cocycle correspondences with generating cocycles). Under exponential dichotomy condition with other…

Dynamical Systems · Mathematics 2019-03-20 DeLiang Chen

In this paper we investigate multifractal decompositions based on values of Birkhoff averages of functions from a class of symbolically continuous functions. This will be done for an expanding interval map with infinitely many branches and…

Dynamical Systems · Mathematics 2013-02-08 Ai-Hua Fan , Thomas Jordan , Lingmin Liao , Michal Rams

The paper discusses the physical groundlessness of the models used for the derivation of canonical distribution and provides the experimental data demonstrating the incompleteness of quantum mechanics. The possibility of using statistical…

General Physics · Physics 2014-05-06 V. A. Skrebnev

The incomplete version of the Macdonald function has various appellations in literature and earns a well-deserved reputation of being a computational challenge. This paper ties together the previously disjoint literature and presents the…

Functional Analysis · Mathematics 2020-12-14 Jian-Jun Shu , Kunal Krishnaraj Shastri

We develop a multifractal random tilling that fills the square. The multifractal is formed by an arrangement of rectangular blocks of different sizes, areas and number of neighbors. The overall feature of the tilling is an heterogeneous and…

Statistical Mechanics · Physics 2015-06-24 M. G. Pereira , G. Corso , L. S. Lucena , J. E. Freitas

Multifractal analysis has become a powerful signal processing tool that characterizes signals or images via the fluctuations of their pointwise regularity, quantified theoretically by the so-called multifractal spectrum. The practical…

Functional Analysis · Mathematics 2018-11-09 Roberto Leonarduzzi , Patrice Abry , Herwig Wendt , Stéphane Jaffard , Hugo Touchette

We show that under quite general conditions, various multifractal spectra may be obtained as Legendre transforms of functions $T\colon \RR\to \RR$ arising in the thermodynamic formalism. We impose minimal requirements on the maps we…

Dynamical Systems · Mathematics 2010-02-04 Vaughn Climenhaga

Likelihood profiling is an efficient and powerful frequentist approach for parameter estimation, uncertainty quantification and practical identifiablity analysis. Unfortunately, these methods cannot be easily applied for stochastic models…

This paper is a brief review of recent developments in random matrix theory. Two aspects are emphasized: the underlying role of integrable systems and the occurrence of the distribution functions of random matrix theory in diverse areas of…

Mathematical Physics · Physics 2007-05-23 Craig A. Tracy , Harold Widom