Related papers: Generalised cascades
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…
This memoir is a survey of theorems and inequalities which have grown out of, and extended, the seminal estimate of Montgomery \cite{HM70} \begin{multline*} V(x,Q)=\sum_{q\le Q}\sum_{\substack{a=1\\ (a,q)=1}}^q \left| \psi(x;q,a) -…
We deal with the general structure of (noncommutative) stochastic processes by using the standard techniques of Operator Algebras. Any stochastic process is associated to a state on a universal object, i.e. the free product $C^*$-algebra in…
A family of random probabilities is defined and studied. This family contains the Dirichlet process as a special case, corresponding to an inner point in the appropriate parameter space. The extension makes it possible to have random means…
Motivated by the study of the distribution of zeros of generalized Bessel-type functions, the principal goal of this paper is to identify new research directions in the theory of multiplier sequences. The investigations focus on multiplier…
By making use of the familiar Mathieu series and its generalizations, the authors derive a number of new integral representations and present a systematic study of probability density functions and probability distributions associated with…
The notion of a generalized product, refining that of a (symmetric and smooth) simplicial space is introduced and shown to imply the existence of an algebra of pseudodifferential operators. This encompasses many constructions of such…
We propose a generalisation of Gibbs' statistical mechanics into the domain of non-negligible phase space correlations. Derived are the probability distribution and entropy as a generalised ensemble average, replacing…
The standard notion of NS-NS 3-form flux is lifted to Hitchin's generalized geometry. This generalized flux is given in terms of an integral of a modified Nijenhuis operator over a generalized 3-cycle. Explicitly evaluating the generalized…
Uncertainty quantification requires efficient summarization of high- or even infinite-dimensional (i.e., non-parametric) distributions based on, e.g., suitable point estimates (modes) for posterior distributions arising from model-specific…
For the steady-state direct cascade of two-dimensional Navier-Stokes turbulence, we derive analytically the probability of strong vorticity fluctuations. The probability density function (pdf) of the vorticity coarse-grained over a scale in…
In this manuscript we analyse the long-term probability density function of non-stationary dynamical processes which are enclosed inward the Feller class of processes with time varying exponents for multiplicative noise. The update in the…
By considering generalized logarithm and exponential functions used in nonextensive statistics, the four usual algebraic operators : addition, subtraction, product and division, are generalized. The properties of the generalized operators…
A formalism is presented to obtain closed evolution equations for asymptotic probability distribution functions of turbulence magnitudes. The formalism is derived for a generic evolution equation, so that the final result can be easily…
We present a universal approach to the investigation of the dynamics in generalized models. In these models the processes that are taken into account are not restricted to specific functional forms. Therefore a single generalized models can…
The statistical inverse problem of estimating the probability distribution of an infinite-dimensional unknown given its noisy indirect observation is studied in the Bayesian framework. In practice, one often considers only…
In this work we consider a generalized version of Probability Smoothing, the core elementary model for sequential prediction in the state of the art PAQ family of data compression algorithms. Our main contribution is a code length analysis…
Preferences among acts are analyzed in the style of L. Savage, but as partially ordered. The rationality postulates considered are weaker than Savage's on three counts. The Sure Thing Principle is derived in this setting. The postulates are…
A new class of dependent random measures which we call {\it compound random measures} are proposed and the use of normalized versions of these random measures as priors in Bayesian nonparametric mixture models is considered. Their…
In this paper, we determine the almost sure multifractal spectrum of a class of random functions constructed as sums of pulses with random dilations and translations. In addition, the continuity modulii of these functions is investigated.