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We define a large class of continuous time multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined…

Statistical Mechanics · Physics 2009-11-07 J. -F. Muzy , E. Bacry

For a Borel measure and a sequence of partitions on the unit interval, we define a multifractal spectrum based on coarse Holder regularity. Specifically, the coarse Holder regularity values attained by a given measure and with respect to a…

Mathematical Physics · Physics 2011-04-28 Kate E. Ellis , Michel L. Lapidus , Michael C. Mackenzie , John A. Rock

A multiple integral representation of single and joint moments of the total mass of the limit log-infinitely divisible stochastic measure of Bacry and Muzy [$\textit{Comm. Math. Phys.}$ ${\bf 236}$: 449-475, 2003] is derived. The covariance…

Probability · Mathematics 2017-10-10 Dmitry Ostrovsky

We prove a quantitative distortion theorem for iterated function systems that generate sets of continued fractions. As a consequence, we obtain upper and lower bounds on the Hausdorff dimension of any set of real or complex continued…

Number Theory · Mathematics 2020-02-25 Daniel Ingebretson

Let $\gamma\in (0,2)$, let $h$ be the planar Gaussian free field, and let $D_h$ be the associated $\gamma$-Liouville quantum gravity (LQG) metric. We prove that for any random Borel set $X \subset \mathbb{C}$ which is independent from $h$,…

Probability · Mathematics 2020-01-01 Ewain Gwynne , Joshua Pfeffer

We define a large class of multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined log-normal…

Statistical Mechanics · Physics 2009-11-07 E. Bacry , J. F. Muzy

We consider the action of Mandelbrot multiplicative cascades on probability measures supported on a symbolic space. For general probability measures, we obtain almost a sharp criterion of non-degeneracy of the limiting measure; it relies on…

Probability · Mathematics 2021-05-26 Julien Barral , Xiong Jin

We argue that the Hausdorff dimension D of a quantum gravity random surface is always D=4, irrespective of the conformal central charge c, c between -2 and 1, of a critical statistical model possibly borne by it. The…

Mathematical Physics · Physics 2011-08-17 Bertrand Duplantier

For a positive measure set of nonuniformly expanding quadratic maps on the interval we effect a multifractal formalism, i.e., decompose the phase space into level sets of time averages of a given observable and consider the associated {\it…

Dynamical Systems · Mathematics 2019-02-20 Yong Moo Chung , Hiroki Takahasi

We introduce a family of random measures $M_{H,T} (d t)$, namely log S-fBM, such that, for $H>0$, $M_{H,T}(d t) = e^{\omega_{H,T}(t)} d t$ where $\omega_{H,T}(t)$ is a Gaussian process that can be considered as a stationary version of an…

Statistical Finance · Quantitative Finance 2022-07-19 Peng Wu , Jean-François Muzy , Emmanuel Bacry

Under weaker condition than that of Riedi & Mandelbrot, the Hausdorff (and Hausdorff-Besicovitch) dimension of infinite self-similar set K which is the invariant compact set of infinite contractive similarities {S_j(x)} satisfying open set…

Classical Analysis and ODEs · Mathematics 2007-05-23 Zu-Guo Yu , Fu-Yao Ren , Jin-Rong Liang

We prove bounds for the almost sure value of the Hausdorff dimension of the limsup set of a sequence of balls in $\mathbf{R}^d$ whose centres are independent, identically distributed random variables. The formulas obtained involve the rate…

Classical Analysis and ODEs · Mathematics 2018-08-01 Fredrik Ekström , Tomas Persson

In this paper, we study the multifractal Hausdorff and packing dimensions of Borel probability measures and study their behaviors under orthogonal projections. In particular, we try through these results to improve the main result of M. Dai…

Metric Geometry · Mathematics 2019-11-01 Bilel Selmi

In this article we derive a regularity result for the disintegration of the invariant measure associated to a class of Random Dynamical Systems - RDS. The results of this work are obtained by constructing a suitable anisotropic normed space…

Dynamical Systems · Mathematics 2025-04-30 Davi Lima , Rafael Lucena

Let $\{S_i\}_{i=1}^\ell$ be an iterated function system (IFS) on $\R^d$ with attractor $K$. Let $(\Sigma,\sigma)$ denote the one-sided full shift over the alphabet $\{1,..., \ell\}$. We define the projection entropy function $h_\pi$ on the…

Dynamical Systems · Mathematics 2010-02-11 De-Jun Feng , Huyi Hu

Let $(M,g)$ be a Riemannian manifold with Riemannian distance $\mathsf{d}_g$, and $\mathcal{M}(M)$ be the space of all non-negative Borel measures on $M$, endowed with the Hellinger-Kantorovich distance $\mathsf{H\! K}_{\mathsf{d}_g}$…

Functional Analysis · Mathematics 2025-03-12 Lorenzo Dello Schiavo , Giacomo Enrico Sodini

Let $\{x\_n\}\_{n\geq 0}$ be a sequence of $[0,1]^d$, $\{\lambda\_n\} \_{n\geq 0}$ a sequence of positive real numbers converging to 0, and $\delta>1$. Let $\mu$ be a positive Borel measure on $[0,1]^d$, $\rho\in (0,1]$ and $\alpha>0$.…

General Mathematics · Mathematics 2007-05-23 Julien Barral , Stephane Seuret

A measure without local dimension is a measure such that local dimension does not exist for any point in its support. In this paper, we construct such a class of Moran measures and study their lower and upper local dimensions. We show that…

Dynamical Systems · Mathematics 2020-01-08 Zhihui Yuan

Rescaled Mellin-type transforms of the exponential functional of the Bourgade-Kuan-Rodgers statistic of Riemann zeroes are conjecturally related to the distribution of the total mass of the limit lognormal stochastic measure of…

Probability · Mathematics 2016-02-17 Dmitry Ostrovsky

Fractal measures of images of continuous maps from the set of p-adic numbers Qp into complex plane C are analyzed. Examples of "anomalous" fractals, i.e. the sets where the D-dimensional Hausdorff measures (HM) are trivial, i.e. either…

Dynamical Systems · Mathematics 2007-05-23 D. V. Chistyakov
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