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Related papers: Multifractal analysis of L\'evy fields

200 papers

First, we present some results about the H\"older continuity of the sample paths of so called dilatively stable processes which are certain infinitely divisible processes having a more general scaling property than self-similarity. As a…

Probability · Mathematics 2014-03-25 Endre Igloi , Matyas Barczy

The periodic homogenization problem of integro-differential equations of the alpha stable L{\'e}vy operators is studied in this paper. Thanking to the symmetry of the L{\'e}vy density, we can use the method of the formal asymptotic…

Analysis of PDEs · Mathematics 2010-12-21 M. Arisawa

We characterise, in terms of their transition laws, the class of one-dimensional L\'evy processes whose graph has a continuously differentiable (planar) convex hull. We show that this phenomenon is exhibited by a broad class of infinite…

Probability · Mathematics 2022-06-02 David Bang , Jorge Ignacio González Cázares , Aleksandar Mijatović

We consider a class of L\'evy-type processes with unbounded coefficients, arising as Doob $h$-transforms of Feynman-Kac type representations of non-local Schr\"odinger operators, where the function $h$ is chosen to be the ground state of…

Probability · Mathematics 2019-02-05 József Lorinczi , Xiaochuan Yang

We extend to the function field setting the heuristic previously developed, by Conrey, Farmer, Keating, Rubinstein and Snaith, for the integral moments and ratios of $L$-functions defined over number fields. Specifically, we give a…

Number Theory · Mathematics 2014-07-14 J. C. Andrade , J. P. Keating

The principle of local covariance which was recently introduced admits a generally covariant formulation of quantum field theory. It allows a discussion of structural properties of quantum field theory as well as the perturbative…

High Energy Physics - Theory · Physics 2007-05-23 Klaus Fredenhagen

This overview paper is intended as a quick introduction to Lie algebras of vector fields. Originally introduced in the late 19th century by Sophus Lie to capture symmetries of ordinary differential equations, these algebras, or…

Differential Geometry · Mathematics 2017-10-10 Jan Draisma

Multistable L\'evy motions are extensions of L\'evy motions where the stability index is allowed to vary in time. Several constructions of these processes have been introduced recently, based on Poisson and Ferguson-Klass-LePage series…

Probability · Mathematics 2015-03-24 Xiequan Fan , Jacques Lévy Véhel

In these lecture notes we review the various relations between intersection theory on the moduli space of Riemann surfaces, integrable hierarchies of KdV type, matrix models, and topological quantum field theories. We explain in particular…

High Energy Physics - Theory · Physics 2007-05-23 Robbert Dijkgraaf

Optical singularities, which are positions within an electromagnetic field where certain field parameters become undefined, hold significant potential for applications in areas such as super-resolution microscopy, sensing, and…

The Leray transform and related boundary operators are studied for a class of convex Reinhardt domains in $\mathbb C^2$. Our class is self-dual; it contains some domains with less than $C^2$-smooth boundary and also some domains with smooth…

Complex Variables · Mathematics 2009-05-15 David E. Barrett , Loredana Lanzani

The Debye source representation for solutions to the time harmonic Maxwell equations is extended to bounded domains with finitely many smooth boundary components. A strong uniqueness result is proved for this representation. Natural complex…

Numerical Analysis · Mathematics 2013-08-27 Charles L. Epstein , Leslie Greengard , Michael O'Neil

This paper presents a systematic quantitative study of contact rigidity phenomena based on the contact Hamiltonian Floer theory established by Merry-Uljarevi\'c. Our quantitative approach applies to arbitrary admissible contact Hamiltonian…

Symplectic Geometry · Mathematics 2025-08-25 Danijel Djordjević , Igor Uljarević , Jun Zhang

New constructions in the theory of fields for multiple integrals are designed. Generalizations of the Legendre - Weyl - Caratheodory transforms and corresponding invariant integrals are introduced and explored. Connection and curvature of…

Optimization and Control · Mathematics 2010-03-11 M. Zelikin

Levy-Loewner evolution (LLE) is a generalization of the Schramm-Loewner evolution (SLE) where the branching is possible in a course of growth process. We consider a class of radial Levy-Loewner evolutions for which sets of points of the…

Mathematical Physics · Physics 2019-02-26 Igor Loutsenko , Oksana Yermolayeva

We consider a natural model of inhomogeneous random graphs that extends the classical Erd\H os-R\'enyi graphs and shares a close connection with the multiplicative coalescence, as pointed out by Aldous [AOP 1997]. In this model, the…

Probability · Mathematics 2020-02-10 Nicolas Broutin , Thomas Duquesne , Minmin Wang

In this paper, we perform the multifractal analysis of the Lyapunov exponent for random conformal graph directed Markov systems introduced by Roy and Urba\'nski (2011). We also generalize Bowen's formula for the limit set of a random…

Dynamical Systems · Mathematics 2026-01-16 Yuya Arima

We characterize the finite variation property for stationary increment mixed moving averages driven by infinitely divisible random measures. Such processes include fractional and moving average processes driven by Levy processes, and also…

Probability · Mathematics 2013-01-29 Andreas Basse-O'Connor , Jan Rosiński

For a one-dimensional L\'{e}vy process, we derive an explicit formula for the probability of first hitting a specified point among a fixed finite set. Moreover, using this formula, we obtain an explicit expression for each entry of the…

Probability · Mathematics 2026-02-11 Kohki Iba

There is an abundance of useful fluctuation identities for one-sided L\'evy processes observed up to an independent exponentially distributed time horizon. We show that all the fundamental formulas generalize to time horizons having matrix…

Probability · Mathematics 2021-01-21 Mogens Bladt , Jevgenijs Ivanovs