Related papers: Multifractal analysis of L\'evy fields
We review the recent results on the Jacobi field of a (real-valued) L\'evy process defined on a Riemannian manifold. In the case where the L\'evy process is neither Gaussian, nor Poisson, the corresponding Jacobi field acts in an extended…
We show that the R\'enyi entropies of single particle, extended wave functions for disordered systems contain information about the multifractal spectrum. It is shown for moments of the R\'enyi entropy, $S_{n}$, where $|n|<1$, it is…
Using complex analysis techniques we obtain precise asymptotic approximations for the kernels corresponding to the symmetric $\alpha$-stable processes and their fractional derivatives. We apply our method to general L\'evy processes whose…
We establish a novel characterisation of the law of the convex minorant of any L\'evy process. Our self-contained elementary proof is based on the analysis of piecewise linear convex functions and requires only very basic properties of…
We investigate some smoothness properties for a transport-diffusion equation involving a class of non-degerate L{\'e}vy type operators with singular drift. Our main argument is based on a duality method using the molecular decomposition of…
What is the analogue of L\'evy processes for random surfaces? Motivated by scaling limits of random planar maps in random geometry, we introduce and study L\'evy looptrees and L\'evy maps. They are defined using excursions of general L\'evy…
A class of two-dimensional field theories with exponential interactions is introduced. The interaction depends on two ``coupling'' matrices and is sufficiently general to include all Toda field theories existing in the literature. Lie point…
In this paper, we first explore certain structural properties of L\'evy flows and use this information to obtain the existence of strong solutions to a class of Stochastic PDEs in the space of tempered distributions, driven by L\'evy noise.…
We study natural invariance properties of functionals defined on L\'evy processes and show that they can be described by a simplified structure of the deterministic chaos kernels in It\^o's chaos expansion. These structural properties of…
We present a satisfactory definition of the important class of L\'evy processes indexed by a general collection of sets. We use a new definition for increment stationarity of set-indexed processes to obtain different characterizations of…
Liouville field theory is considered on domains with conformally invariant boundary conditions. We present an explicit expression for the three point function of boundary fields in terms of the fusion coefficients which determine the…
While multifractal spectra are convex, general field theoretic arguments show that power of field operators $\phi^f$ yield a concave spectrum of exponents as function of $f$. This is resolved by appropriate choice of operators to describe…
A method for extracting the Levy stability index $\mu$ from the multi-fractal spectrum $f(\alpha)$ in high energy multiparticle production is proposed. This index is an important parameter, characterizing the non-linear behaviour of…
We compute the Hausdorff multifractal spectrum of two versions of multistable L{\'e}vy motions. These processes extend classical L{\'e}vy motion by letting the stability exponent $\alpha$ evolve in time. The spectra provide a decomposition…
The R\'enyi function plays an important role in the analysis of multifractal random fields. For random fields on the sphere, there are three models in the literature where the R\'enyi function is known explicitly. The theoretical part of…
In this note, we recall main properties of generalized random fields and present a proof of the continuity theorem of Paul L\'evy for generalized random fields in the space of tempered distributions. This theorem was first proved by…
A spectral representation for regularly varying L\'evy processes with index between one and two is established and the properties of the resulting random noise are discussed in detail giving also new insight in the $L^2$-case where the…
In this paper we analyze the Cardy-Lewellen equation in general diagonal model. We show that in these models it takes simple form due to some general properties of conformal field theories, like pentagon equations and OPE associativity.…
We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…
Basing on invariant properties of universal multifractals we propose a simple algorithm for interpolation of multifractal densities. The algorithm admits generalization to a multidimensional case. Analitically obtained are multifractal…