Related papers: Convergence of complex multiplicative cascades

We are interested in a fragmentation process. We observe fragments frozen when their sizes are less than {\epsilon} ({\epsilon} > 0). It is known ([BM05]) that the empirical measure of these fragments converges in law, under some…

We analyze invariant measures of two coupled piecewise linear and everywhere expanding maps on the synchronization manifold. We observe that though the individual maps have simple and smooth functions as their stationary densities, they…

Multi-time quantum processes are endowed with the same richness as multipartite states, including temporal entanglement and exotic causal structures. However, experimentally probing these rich phenomena leans heavily on fast and clean…

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…

This paper investigates asymptotic properties of multifractal products of random fields. The obtained limit theorems provide sufficient conditions for the convergence of cumulative fields in the spaces $L_q.$ New results on the rate of…

We characterize the convergence in distribution to a standard normal law for a sequence of multiple stochastic integrals of a fixed order with variance converging to 1. Some applications are given, in particular to study the limiting…

We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…

We prove that every nonnegative continuous real-valued function on a given compact metric space is the uniform limit of some increasing sequence of nonnegative simple functions being linear combinations of indicators of open sets; here the…

This paper is concerned with asymptotic behavior of a variety of functionals of increments of continuous semimartingales. Sampling times are assumed to follow a rather general discretization scheme. If an underlying semimartingale is…

Multiplicative random cascade model naturally reproduces the intermittency or multifractality, which is frequently shown among hierarchical complex systems such as turbulence and financial markets. As described herein, we investigate the…

The creativity and emergence of biological and psychological behavior are nonlinear. However, that does not necessarily mean only that the measurements of the behaviors are curvilinear. Furthermore, the linear model might fail to reduce…

We are interested in a fragmentation process. We observe fragments frozen when their sizes are less than $\epsilon$ ($\epsilon$ > 0). Is is known ([BM05]) that the empirical measure of these fragments converges in law, under some…

Certain notions of convergence of sequences functions such as pointwise convergence and (uniform) convergence on compact or bounded sets come from suitable topological function spaces; see [1]. Under certain conditions these topologies…

We consider a random process as a solution of stochastic differential equations with dependence of the coefficients on small parameter $\varepsilon$ and we suppose that the drift coefficients of these equations are unbounded on the…

This paper investigates new properties concerning the multifractal structure of a class of statistically self-similar measures. These measures include the well-known Mandelbrot multiplicative cascades, sometimes called independent random…

This paper is concerned with the asymptotic behavior of sums of terms which are a test function f evaluated at successive increments of a discretely sampled semimartingale. Typically the test function is a power function (when the power is…

We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…

A permutation sequence $(\sigma_n)_{n \in \mathbb{N}}$ is said to be convergent if, for every fixed permutation $\tau$, the density of occurrences of $\tau$ in the elements of the sequence converges. We prove that such a convergent sequence…

We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…

In this paper, we develop necessary and sufficient conditions for the validity of a martingale approximation for the partial sums of a stationary process in terms of the maximum of consecutive errors. Such an approximation is useful for…