Related papers: Lognormal scale invariant random measures
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…
We consider homogeneous random walks in the quarter-plane. The necessary conditions which characterize random walks of which the invariant measure is a sum of geometric terms are provided in [2,3]. Based on these results, we first develop…
The concept of uniform distribution in $[0,1]$ is extended for a certain strictly separated maximal (in the sense of cardinality) family $(\lambda_t)_{t \in [0,1]}$ of invariant extensions of the linear Lebesgue measure $\lambda$ in…
The characterization of intermittency in turbulence has its roots in the K62 theory, and if no proper definition is to be found in the literature, statistical properties of intermittency were studied and models were developed in attempt to…
We describe all boundedly finite measures which are invariant by Cartesian powers of an infinite measure preserving version of Chacon transformation. All such ergodic measures are products of so-called diagonal measures, which are measures…
About forty years ago it was realized by several researchers that the essential features of certain objects of Probability theory, notably Gaussian processes and limit theorems, may be better understood if they are considered in settings…
We describe a construction process of a relevant measure in any non-empty compact metric space. This probability measure has invariance properties with respect to isometric maps defined on open sets. These properties imply that this measure…
Measure homology is a variation of singular homology designed by Thurston in his discussion of simplicial volume. Zastrow and Hansen showed independently that singular homology (with real coefficients) and measure homology coincide…
Consider a probability measure supported by a regular geodesic ball in a manifold. For any p larger than or equal to 1 we define a stochastic algorithm which converges almost surely to the p-mean of the measure. Assuming furthermore that…
We consider the limit set of generalised iterated function systems. Under the assumption of a natural potential, the so called cylinder function, we prove the existence of the invariant probability measure satisfying the equilibrium state.…
We define a new topological invariant of line arrangements in the complex projective plane. This invariant is a root of unity defined under some combinatorial restrictions for arrangements endowed with some special torsion character on the…
We introduce and study measures and densities (= geometric measures) on differentiable stacks, using a rather straightforward generalization of Haefliger's approach to leaf spaces and to transverse measures for foliations. In general we…
In this work, nonparametric log-rank-type statistical tests are introduced in order to verify homogeneity of purely discrete variables subject to arbitrary right-censoring for infinitely many categories. In particular, the Cram\'er-von…
In this paper, a Lagrangian perturbation theory for the second order treatment of small disturbances of the event horizon in Schwarzchild black holes is introduced. The issue of gauge invariance in the context of general relativistic theory…
We study the long-time behaviour of a stochastic Allen-Cahn-Navier-Stokes system modelling the dynamics of binary mixtures of immiscible fluids. The model features two stochastic forcings, one on the velocity in the Navier-Stokes equation…
This is the second paper in a series on intrinsic Donaldson-Thomas theory, a framework for studying the enumerative geometry of general algebraic stacks. In this paper, we present the construction of Donaldson-Thomas invariants for general…
In this paper, we review recent results on stability and instability in logarithmic Sobolev inequalities, with a particular emphasis on strong norms. We consider several versions of these inequalities on the Euclidean space, for the…
Let $\lambda$ be a probability measure on $\mathbb T^{n-1}$ where $n=2$ or 3. Suppose $\lambda$ is invariant, ergodic and has positive entropy with respect to the linear transformation defined by a hyperbolic matrix. We get a measure $\mu $…
In a series of papers Tsirelson constructed from measure types of random sets and generalised random processes a new range of examples for continuous tensor product systems of Hilbert spaces introduced by Arveson for classifying…
As represented by the Liouville measure, Gaussian multiplicative chaos is a random measure constructed from a Gaussian field. Under certain technical assumptions, we prove the convergence of a process time-changed by Gaussian multiplicative…