English
Related papers

Related papers: Martingale dimensions for fractals

200 papers

We study the kinetics of random sequential adsorption of a mixture of particles with continuous distribution of sizes for different deposition rules. It appears in the long time limit the resulting system can be described using the fractal…

Condensed Matter · Physics 2008-02-03 M. K. Hassan

We provide a rigorous study on dimensions of fractal interpolation function defined on a closed and bounded interval of $\mathbb{R}$ which is associated to a continuous function with respect to a base function, scaling functions and a…

Dynamical Systems · Mathematics 2020-12-01 S. Verma , S. Jha

We give a generalization of Lagarias' formula for diffraction by ideal crystals, and we apply it to the lattice case, in preparation for addressing the problem of quasicrystals and complex dimensions posed by Lapidus and van Frankenhuijsen…

Mathematical Physics · Physics 2024-07-30 Michel L. Lapidus , Machiel van Frankenhuijsen , Edward K. Voskanian

This paper gives a complete characterization of infinitely divisible semimartingales, i.e., semimartingales whose finite dimensional distributions are infinitely divisible. An explicit and essentially unique decomposition of such…

Probability · Mathematics 2014-05-02 Andreas Basse-O'Connor , Jan Rosinski

In this paper we explain that the natural filtration of a continuous Hunt process is continuous, and show that martingales over such a filtration are continuous. We further establish a martingale representation theorem for a class of…

Probability · Mathematics 2009-10-27 Zhongmin Qian , ; Jiangang Ying

We relate various concepts of fractal dimension of the limiting set C in fractal percolation to the dimensions of the set consisting of connected components larger than one point and its complement in C (the "dust"). In two dimensions, we…

Probability · Mathematics 2012-03-08 Erik Broman , Federico Camia , Matthijs Joosten , Ronald Meester

We consider several different models for generating random fractals including random self-similar sets, random self-affine carpets, and fractal percolation. In each setting we compute either the \emph{almost sure} or the \emph{Baire…

Metric Geometry · Mathematics 2018-04-26 Jonathan M. Fraser , Jun Jie Miao , Sascha Troscheit

To any spectral triple (A,D,H) a dimension d is associated, in analogy with the Hausdorff dimension for metric spaces. Indeed d is the unique number, if any, such that |D|^-d has non trivial logarithmic Dixmier trace. Moreover, when d is…

Operator Algebras · Mathematics 2007-05-23 Daniele Guido , Tommaso Isola

We investigate aspects of semimartingale decompositions, approximation and the martingale representation for multidimensional correlated Markov processes. A new interpretation of the dependence among processes is given using the martingale…

Statistics Theory · Mathematics 2015-02-24 Antonio Dalessandro , Gareth W. Peters

Kusuoka's measure on fractals is a Gibbs measure of a very special kind, because its potential is discontinuous, while the standard theory of Gibbs measures requires continuous (actuallly, H\"older) potentials. In this paper, we shall see…

Metric Geometry · Mathematics 2020-05-26 Ugo Bessi

Fractal nests are sets defined as unions of unit $n$-spheres scaled by a sequence of $k^{-\alpha}$ for some $\alpha>0$. In this article we generalise the concept to subsets of such spheres and find the formulas for their box counting…

Metric Geometry · Mathematics 2018-08-01 Siniša Miličić

In a recently published paper (J. of Modern Optics 50 (9) (2003) 1477-1486) a qualitative analysis of the moire effect observed by superposing two grids containing Cantor fractal structures was presented. It was shown that the moire effect…

Optics · Physics 2007-05-23 Luciano Zunino , Mario Garavaglia

Two aspects of noncolliding diffusion processes have been extensively studied. One of them is the fact that they are realized as harmonic Doob transforms of absorbing particle systems in the Weyl chambers. Another aspect is integrability in…

Probability · Mathematics 2014-07-18 Makoto Katori

This paper provides a new model to compute the fractal dimension of a subset on a generalized-fractal space. Recall that fractal structures are a perfect place where a new definition of fractal dimension can be given, so we perform a…

Chaotic Dynamics · Physics 2010-07-23 M. A. Sánchez-Granero , Manuel Fernández-Martínez

We exploit dynamical properties of diagonal actions to derive results in Diophantine approximations. In particular, we prove that the continued fraction expansion of almost any point on the middle third Cantor set (with respect to the…

Dynamical Systems · Mathematics 2011-01-21 Manfred Einsiedler , Lior Fishman , Uri Shapira

We consider the problem of finding a real valued martingale fitting specified marginal distributions. For this to be possible, the marginals must be increasing in the convex order and have constant mean. We show that, under the extra…

Probability · Mathematics 2008-08-19 George Lowther

We introduce the concept of index for regular Dirichlet forms by means of energy measures, and discuss its properties. In particular, it is proved that the index of strong local regular Dirichlet forms is identical with the martingale…

Probability · Mathematics 2010-01-04 Masanori Hino

Estimates of the fractal dimension $D$ of the set of galaxies in the universe, based on ever improving data sets, tend to settle on $D\approx 2$. This result raised a raging debate due to its glaring contradiction with astrophysical models…

We prove that, with probability 1, all orthogonal projections of the natural measure on a percolation fractal are absolutely continuous and (except for the horizontal and vertical projection) have H\"older continuous density.

Dynamical Systems · Mathematics 2014-06-17 Yuval Peres , Michal Rams

Following \cite{Visintin}, we exploit the fractional perimeter of a set to give a definition of fractal dimension for its measure theoretic boundary. We calculate the fractal dimension of sets which can be defined in a recursive way and we…

Analysis of PDEs · Mathematics 2016-03-22 Luca Lombardini