Related papers: Lognormal scale invariant random measures

Let $Z$ be a random variable with values in a proper closed convex cone $C\subset \mathbb{R}^d$, $A$ a random endomorphism of $C$ and $N$ a random integer. We assume that $Z$, $A$, $N$ are independent. Given $N$ independent copies…

Spaces with locally varying scale of measurement, like multidimensional structures with differently scaled dimensions, are pretty common in statistics and machine learning. Nevertheless, it is still understood as an open question how to…

The notion of a homogeneous standard filtration of $\sigma$-algebras was introduced by the author in 1970. The main theorem asserted that a homogeneous filtration is standard, i.e., generated by a sequence of independent random variables,…

We study the characteristic polynomial of Haar distributed random unitary matrices. We show that after a suitable normalization, as one increases the size of the matrix, powers of the absolute value of the characteristic polynomial as well…

We give a new, two-step approach to prove existence of finite invariant measures for a given Markovian semigroup. First, we identify a convenient auxiliary measure and then we prove conditions equivalent to the existence of an invariant…

Let $M_{\gamma}$ be a subcritical Gaussian multiplicative chaos measure associated with a general log-correlated Gaussian field defined on a bounded domain $D \subset \mathbb{R}^d$, $d \geq 1$. We find an explicit formula for its…

A theory of intermittency differentiation is developed for a general class of 1D Infinitely Divisible Multiplicative Chaos measures. The intermittency invariance of the underlying infinitely divisible field is established and utilized to…

This paper deals with the existence and limiting behavior of invariant measures of the stochastic Landau-Lifshitz-Bloch equation driven by linear multiplicative noise and additive noise defined in the entire space $\mathbb{R}^d$ for…

For a non-elementary subgroup of the mapping class group of a surface, we study its invariant Radon measures on the space of measured laminations, by classifying them on the recurrent measured laminations. In particular, given a…

In his 1996 paper, Talagrand highlighted that the Law of Large Numbers (LLN) for independent random variables can be viewed as a geometric property of multidimensional product spaces. This phenomenon is known as the concentration of…

Let $G$ be a real Lie group, $\Lambda<G$ a lattice and $H<G$ a connected semisimple subgroup without compact factors and with finite center. We define the notion of $H$-expanding measures $\mu$ on $H$ and, applying recent work of…

This paper investigates the stochastic Cahn-Hilliard equation (SCHE) driven by additive space-time white noise. We first refine the analytical ergodic theory by proving that the continuum equation admits a unique invariant measure in the…

A consistent generalization of statistical mechanics is obtained by applying the maximum entropy principle to a trace-form entropy and by requiring that physically motivated mathematical properties are preserved. The emerging…

We extend in several ways a recently proposed method to construct one-dimensional chaotic maps with exactly known natural invariant measure [Sogo 1999, 2009]. First, we assume that the given invariant measure depends on a continuous…

To describe the small-scale intermittency of turbulence, a self-similarity is assumed for the probability density function of a logarithm of the rate of energy dissipation smoothed over a length scale among those in the inertial range. The…

In this paper we revisit an idea originally proposed by Mandelbrot about the possibility to observe ``negative dimensions'' in random multifractals. For that purpose, we define a new way to study scaling where the observation scale $\tau$…

We study the structure of invariant measures for continuous automorphisms of compact metrizable abelian groups satisfying the descending chain condition. We show that the finitely supported invariant measures are weak-* dense in the space…

Based on the theory of quantum mechanics, intrinsic randomness in measurement distinguishes quantum effects from classical ones. From the perspective of states, this quantum feature can be summarized as coherence or superposition in a…

A measure on a locally compact group is called spread out if one of its convolution powers is not singular with respect to Haar measure. Using Markov chain theory, we conduct a detailed analysis of random walks on homogeneous spaces with…

This paper presents a mathematical analysis of a one-dimensional model of turbulence based on a stochastic generalized Constantin-Lax-Majda-DeGregorio (gCLMG) equation. We focus on the specific case where the nonlinearity in the equation…