Related papers: Lognormal scale invariant random measures
We consider complex Mandelbrot multiplicative cascades on a random weigh\-ted tree. Under suitable assumptions, this yields a dynamics $\T$ on laws invariant by random weighted means (the so called fixed points of smoothing transformations)…
We show the existence of Lebesgue-equivalent conservative and ergodic $\sigma$-finite invariant measures for a wide class of one-dimensional random maps consisting of piecewise convex maps. We also estimate the size of invariant measures…
We introduce the antipodal pairs property for probability measures on finite Boolean algebras and prove that conditional versions imply strong forms of log-concavity. We give several applications of this fact, including improvements of some…
This paper is concerned with modelling multiple claim arrays that are subject to one or more common shocks. It uses a structure that involves very general forms both idiosyncratic and common shock components of cell means. The dependencies…
The need to test whether two random vectors are independent has spawned a large number of competing measures of dependence. We are interested in nonparametric measures that are invariant under strictly increasing transformations, such as…
This paper investigates the problem of extending measure theory to non-separable structures, from generalized descriptive set theory to a broader class of spaces beyond this framework. While various notions, such as the ideal of measure…
It is shown that the classical book by von Neumann proposing dynamics of measured systems with "reduction (or collapse) of system's wave packet" contains also hints how to avoid this discontinuity in time evolution of the measured system…
Heap monoids equipped with Bernoulli measures are a model of probabilistic asynchronous systems. We introduce in this framework the notion of asynchronous stopping time, which is analogous to the notion of stopping time for classical…
In this paper we study the problems of invariant and ergodic measures under G-expectation framework. In particular, the stochastic differential equations driven by G-Brownian motion have the unique invariant and ergodic measures. Moreover,…
We study the problem of when, given a countable homogeneous structure $M$ and a space $S$ of expansions of $M$, every $\mathrm{Aut}(M)$-invariant probability measure on $S$ is exchangeable (i.e. invariant under all permutations of the…
We study the statistical regularity of Mather measures associated with $C^1$ perturbations of a Tonelli Lagrangian. When the unperturbed Mather measure is supported on a quasi-periodic torus with a Diophantine frequency, we establish…
Coherence, the superposition of orthogonal quantum states, is indispensable in various quantum processes. Inspired by the polynomial invariant for classifying and quantifying entanglement, we first define polynomial coherence measure and…
For an $N \times N$ random unitary matrix $U_N$, we consider the random field defined by counting the number of eigenvalues of $U_N$ in a mesoscopic arc of the unit circle, regularized at an $N$-dependent scale $\epsilon_N>0$. We prove that…
We consider the space of countable structures with fixed underlying set in a given countable language. We show that the number of ergodic probability measures on this space that are $S_\infty$-invariant and concentrated on a single…
We consider $N\times N$ matrices $X$ with independent, identically distributed entries, and prove that the sequence of measures $\frac{ | \det (X-z)|^\gamma}{\mathbb{E}[ | \det (X-z)|^\gamma]}$ converge to the Gaussian Multiplicative Chaos…
We consider two methods to establish log-Sobolev inequalities for the invariant measure of a diffusion process when its density is not explicit and the curvature is not positive everywhere. In the first approach, based on the Holley-Stroock…
We study the lengths of monotone subsequences for permutations drawn from the Mallows measure. The Mallows measure was introduced by Mallows in connection with ranking problems in statistics. Under this measure, the probability of a…
We study algorithmic randomness and monotone complexity on product of the set of infinite binary sequences. We explore the following problems: monotone complexity on product space, Lambalgen's theorem for correlated probability,…
We consider a class of large-scale interacting systems with one conservation law satisfying the ``degree-preserving property'', and study the classification of their invariant measures and their hydrodynamic limits. Under a few basic…
The space of $G$-invariant metrics on a homogeneous space $G/H$ is in one-to-one correspondence with the set of inner products on the tangent space $\fr{m}\cong T_{{\it o}}(G/H)$, which are invariant under the isotropy representation. When…