Related papers: Multifractal analysis and localized asymptotic beh…

We achieve the multifractal analysis of a class of complex valued statistically self-similar continuous functions. For we use multifractal formalisms associated with pointwise oscillation exponents of all orders. Our study exhibits new…

We present dynamical mean field theory (DMFT) results for the local spectral densities of the one- and two-particle response functions for the infinite dimensional Hubbard model in a magnetic field. We look at the different regimes…

We introduce a new type of local and microlocal asymptotic analysis in algebras of generalized functions, based on the presheaf properties of those algebras and on the properties of their elements with respect to a regularizing parameter.…

We study the limiting behavior of $r$-maximum distance minimizers and the asymptotics of their $1$-dimensional Hausdorff measures as $r$ tends to zero in several contexts, including situations involving objects of fractal nature.

The multifractal formalism for measures in its original formulation is checked for special classes of measures such as doubling, self-similar, and Gibbs-like ones. Out of these classes, suitable conditions should be taken into account to…

Let $\beta>1$, $I$ be the unite interval $[0,1)$ and $\phi$ be an integer function defined on $\mathbb{N}\setminus\{0\}$ satisfying $1\leq\phi(n)\leq n$. Denote by $A_\phi(x,\beta)$ the Erd\"{o}s-R\'{e}nyi average of $x\in I$ associated…

The method of iterated conformal maps allows to study the harmonic measure of Diffusion Limited Aggregates with unprecedented accuracy. We employ this method to explore the multifractal properties of the measure, including the scaling of…

This paper considers the effect of least squares procedures for nearly unstable linear time series with strongly dependent innovations. Under a general framework and appropriate scaling, it is shown that ordinary least squares procedures…

Let $f: M \to M$ be a $C^{1+\alpha}$ map/diffeomorphism of a compact Riemannian manifold $M$ and $\mu$ be an expanding/hyperbolic ergodic $f$-invariant Borel probability measure on $M$. Assume $f$ is average conformal expanding/hyperbolic…

We prove non-asymptotic error bounds for Sequential MCMC methods in the case of multimodal target distributions. Our bounds depend in an explicit way on upper bounds on relative densities, on constants associated with local mixing…

In several variables, we prove the pointwise convergence of multiresolution expansions to the distributional point values of tempered distributions and distributions of superexponential growth. The article extends and improves earlier…

We review and extend the description of ultradifferentiable functions by their almost analytic extensions, i.e., extensions to the complex domain with specific vanishing rate of the $\bar \partial$-derivative near the real domain. We work…

Let $(X, d)$ be a compact metric space, and let $Q \subset X$ be countable. Given functions $R: Q \to \mathbb{R}^+$ and $\phi: \mathbb{R}^+ \to \mathbb{R}^+$, we consider the set $E(Q, R, \phi)$ of points $x \in X$ that ``hit'' the…

A resonant level strongly coupled to a local phonon under nonequilibrium conditions is investigated. The nonequilibrium Hartree-Fock approximation is shown to correspond to approximating the steady state density matrix by delta functions at…

We derive asymptotic estimates at infinity for positive harmonic functions in a large class of non-smooth unbounded domains. These include domains whose sections, after rescaling, resemble a Lipschitz cylinder or a Lipschitz cone, e.g.,…

A theorem about asymptotic estimation of multiple integral of a special type is proved for the case when the integrand peaks at the integration domain bound, but not at a point of extremum. Using this theorem the asymptotic expansion of the…

We establish the conditioned stochastic stability of equilibrium states for H\"older potentials on uniformly hyperbolic sets. While standard stochastic stability characterises measures on attractors, we analyse the statistics of transient…

In this paper we study the asymptotic theory for quadratic variation of a harmonizable fractional $\al$-stable process. We show a law of large numbers with a non-ergodic limit and obtain weak convergence towards a L\'evy-driven Rosenblatt…

Consider semiparametric models that display local asymptotic exponentiality (Ibragimov and Has'minskii (1981)), an asymptotic property of the likelihood associated with discontinuities of densities. Our interest goes to estimation of the…

When a parameter of interest is nondifferentiable in the probability, the existing theory of semiparametric efficient estimation is not applicable, as it does not have an influence function. Song (2014) recently developed a local asymptotic…