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Multifractal properties of the distribution of topological invariants for a model of trajectories randomly entangled with a nonsymmetric lattice of obstacles are investigated. Using the equivalence of the model to random walks on a locally…

Statistical Mechanics · Physics 2009-10-31 R. Voituriez , S. Nechaev

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

The familiar cascade measures are sequences of random positive measures obtained on $[0,1]$ via $b$-adic independent cascades. To generalize them, this paper allows the random weights invoked in the cascades to take real or complex values.…

Probability · Mathematics 2010-10-22 Julien Barral , Xiong Jin , Beno\^{ı}t Mandelbrot

In this paper, we prove central limit theorems for bias reduced estimators of the structure function of several multifractal processes, namely mutiplicative cascades, multifractal random measures, multifractal random walk and multifractal…

Statistics Theory · Mathematics 2014-04-15 Carenne Ludeña , Philippe Soulier

For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the…

Probability · Mathematics 2013-07-30 Paul Jung , Greg Markowsky

A multifractal random walk (MRW) is defined by a Brownian motion subordinated by a class of continuous multifractal random measures $M[0,t], 0\le t\le1$. In this paper we obtain an extension of this process, referred to as multifractal…

Probability · Mathematics 2008-12-18 Carenne Ludeña

In this paper we study the asymptotic behaviour of weighted random sums when the sum process converges stably in law to a Brownian motion and the weight process has continuous trajectories, more regular than that of a Brownian motion. We…

Probability · Mathematics 2014-02-07 José Manuel Corcuera , David Nualart , Mark Podolskij

We consider random walks with independent but not necessarily identical distributed increments. Assuming that the increments satisfy the well-known Lindeberg condition, we investigate the asymptotic behaviour of first-passage times over…

Probability · Mathematics 2016-11-03 Denis Denisov , Alexander Sakhanenko , Vitali Wachtel

We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…

Probability · Mathematics 2019-09-16 Antonio Di Crescenzo , Claudio Macci , Barbara Martinucci , Serena Spina

In this article, we show a result of approximation in law to subfractional Brownian motion, with $H>\frac{1}{2}$, in the Skorohod topology. The construction of these approximations is based on a sequence of I.I.D random variables

Probability · Mathematics 2014-01-17 Hongshuai Dai

We consider admissible random walks on hyperbolic graphs. For a given harmonic function on such a graph, we prove that asymptotic properties of non-tangential boundedness and non-tangential convergence are almost everywhere equivalent. The…

Metric Geometry · Mathematics 2013-03-12 Camille Petit

We consider a walker that at each step keeps the same direction with a probabilitythat depends on the time already spent in the direction the walker is currently moving. In this paper, we study some asymptotic properties of this persistent…

Probability · Mathematics 2015-09-15 Peggy Cénac , Basile De Loynes , Arnaud Le Ny , Yoann Offret

There is a close connection between intersections of Brownian motion paths and percolation on trees. Recently, ideas from probability on trees were an important component of the multifractal analysis of Brownian occupation measure, in joint…

Probability · Mathematics 2007-05-23 Yuval Peres

In this paper we study a random walk on an affine building of type $\tilde{A}_r$, whose radial part, when suitably normalized, converges to the Brownian motion of the Weyl chamber. This gives a new discrete approximation of this process,…

Probability · Mathematics 2009-05-25 Bruno Schapira

This paper considers two Brownian motions in a situation where one is correlated to the other with a slight delay. We study the problem of estimating the time lag parameter between these Brownian motions from their high-frequency…

Statistics Theory · Mathematics 2018-04-10 Yuta Koike

We use a random walk in the ensemble of impurity configurations to generate a Brownian motion model for energy levels in disordered conductors. Treating arc-length along the random walk as fictitous time, the resulting Langevin equation…

Condensed Matter · Physics 2009-10-28 J. T. Chalker , Igor V. Lerner , Robert A. Smith

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

This paper extends the result of Broniatowski and Caron (2013) pertaining to the asymptotic distribution of a random walk conditioned on its final value as the number of summands increase. We consider multivariate light-tailed random walk…

Probability · Mathematics 2014-01-15 Caron Virgile

In this paper, we study the dynamics of a random walker diffusing on a disordered one-dimensional lattice with random trappings. The distribution of escape probabilities is computed exactly for any strength of the disorder. These…

Statistical Mechanics · Physics 2016-08-31 Clement Sire

Log-normal continuous random cascades form a class of multifractal processes that has already been successfully used in various fields. Several statistical issues related to this model are studied. We first make a quick but extensive review…

Statistical Finance · Quantitative Finance 2008-12-02 E. Bacry , A. Kozhemyak , J. -F. Muzy
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