Related papers: Dynamics of Mandelbrot Cascades
The Gaussian process is a powerful and flexible technique for interpolating spatiotemporal data, especially with its ability to capture complex trends and uncertainty from the input signal. This chapter describes Gaussian processes as an…
We give a survey on classical and recent applications of dynamical systems to number theoretic problems. In particular, we focus on normal numbers, also including computational aspects. The main result is a sufficient condition for…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
A procedure to obtain the symbolic dynamics for conservative dynamical systems is introduced with reference to the standard map in a strongly chaotic regime. The method extends an approach previously developed for highly dissipative…
A continuous time mixed state branching process is constructed as the scaling limits of two-type Galton-Watson processes. The process can also be obtained by the pathwise unique solution to a stochastic equation system. From the stochastic…
Under certain mild conditions, some limit theorems for functionals of two independent Gaussian processes are obtained. The results apply to general Gaussian processes including fractional Brownian motion, sub-fractional Brownian motion and…
The possibility of realization of the phenomena of complex analytic dynamics for the realistic physical models are investigated. Observation of the Mandelbrot and Julia sets in the parameter and phase spaces both for the discrete maps and…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
Among the statistical models employed to approximate nonlinear interactions in biological and psychological processes, one prominent framework is that of cascades. Despite decades of empirical work using multifractal formalisms, a…
When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…
Many branches of theoretical and applied mathematics require a quantifiable notion of complexity. One such circumstance is a topological dynamical system - which involves a continuous self-map on a metric space. There are many notions of…
Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features…
We consider the distributional equation $\textbf{Z}\stackrel{d}{=}\sum_{k=1}^N\textbf{A}_k\textbf{Z}(k) $, where $N$ is a random variable taking value in $\mathbb N_0=\{0,1,\cdots\}$, $\textbf{A}_1,\textbf{A}_2,\cdots$ are $p\times p$…
We investigate the asymptotic properties of the integrated periodogram calculated from a sequence of indicator functions of dependent extremal events. An event in Euclidean space is extreme if it occurs far away from the origin. We use a…
An avalanche or cascade occurs when one event causes one or more subsequent events, which in turn may cause further events in a chain reaction. Avalanching dynamics are studied in many disciplines, with a recent focus on average avalanche…
A new class of particle systems with sequential interaction is proposed to approximate the McKean-Vlasov process that originally arises as the limit of the mean-field interacting particle system. The weighted empirical measure of this…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
We describe all countable particle systems on $\mathbb{R}$ which have the following three properties: independence, Gaussianity and stationarity. More precisely, we consider particles on the real line starting at the points of a Poisson…
The limiting slow dynamics of slow-fast, piecewise-linear, continuous systems of ODEs occurs on critical manifolds that are piecewise-linear. At points of non-differentiability, such manifolds are not normally hyperbolic and so the…
A calculational approach in fluid turbulence is presented. Use is made of the attracting nature of the fluid-dynamic dynamical system. An approximate approach is offerred that effectively propagates the statistics in time. Loss of…