Related papers: On multifractality and time subordination for cont…
A novel approach to zipper fractal interpolation theory for functions of several variables is proposed. We develop multivariate zipper fractal functions in a constructive manner. We then perturb a multivariate function to construct its…
The quantization dimension function for an $F$-conformal measure $m_F$ generated by an infinite conformal iterated function system satisfying the strong open set condition and by a summable H\"{o}lder family of functions is expressed by a…
We show how multifractal properties of a measure supported by a fractal F contained in [0,1] may be expressed in terms of complementary intervals of F and thus in terms of spectral triples and the Dixmier trace of certain operators. For…
This paper gives the pointwise H\"older (or multifractal) spectrum of continuous functions on the interval $[0,1]$ whose graph is the attractor of an iterated function system consisting of $r\geq 2$ affine maps on $\mathbb{R}^2$. These…
Complex dynamical systems are prevalent in many scientific disciplines. In the analysis of such systems two aspects are of particular interest: 1) the temporal patterns along which they evolve and 2) the underlying causal mechanisms.…
We analyze the relationship between Borel measures and continuous linear functionals on the space $\mathrm{Lip}_0(M)$ of Lipschitz functions on a complete metric space $M$. In particular, we describe continuous functionals arising from…
This note develops shortly the theory of time-inhomogeneous additive functionals and is a useful support for the analysis of time-dependent Markov processes and related topics. It is a significant tool for the analysis of BSDEs in law. In…
We study the multifractal analysis of self-similar measures arising from random homogeneous iterated function systems. Under the assumption of the uniform strong separation condition, we see that this analysis parallels that of the…
Let $\mu$ be a positive Borel measure on the positive real axis. We study the integral operator $$ \mathcal{H}_{\mu}(f)(z)=\int_{0}^{\infty}\frac{1}{t}f\left(\frac{z}{t}\right)\,d\mu(t),\quad z\in \mathbb{C}\,, $$ acting on the Fock spaces…
Let $\mathfrak{D}$ be the space consists of pairs $(f,g)$, where $f$ is a univalent function on the unit disc with $f(0)=0$, $g$ is a univalent function on the exterior of the unit disc with $g(\infty)=\infty$ and $f'(0)g'(\infty)=1$. In…
Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian…
Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…
The fractional stable motion is a prototypical stochastic process exhibiting both heavy tails and long-range dependence, parameterized via a stability index $\alpha$ and a Hurst exponent $H$. We consider a nonstationary extension where the…
We prove a multivariate version of Hoeffding's inequality about the distribution of homogeneous polynomials of Rademacher functions. The proof is based on such an estimate about the moments of homogeneous polynomials of Rademacher functions…
An analytic function $f$ defined on the open unit disk $\mathbb{D}=\{z:|z|<1\}$ is bi-univalent if the function $f$ and its inverse $f^{-1}$ are univalent in $\mathbb{D}$. Estimates for the initial coefficients of bi-univalent functions $f$…
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…
Any Borel probability measure supported on a Cantor set of zero Lebesgue measure on the real line possesses a discrete inverse measure. We study the validity of the multifractal formalism for the inverse measures of random weak Gibbs…
Multizeta values are numbers appearing in many different contexts. Unfortunately, their arithmetics remains mostly out of reach. In this article, we define a functional analogue of the algebra of multizetas values, namely the algebra of…
A real harmonizable multifractional stable process is defined, its H\"older continuity and localizability are proved. The existence of local time is shown and its regularity is established.
In this article, we study the Bohr operator for the operator valued subordination class $S(f)$ consisting of holomorphic functions subordinate to $f$ in the unit disk $\mathbb{D}:=\{z \in \mathbb{C}: |z|<1\}$, where $f:\mathbb{D}…