Related papers: From almost sure local regularity to almost sure H…
It is well known that the spectral form factor (SFF) of a possibly degenerate many-body Hamiltonian can be identified with a planar random walk taking steps of unequal length. In this paper we push this identification further and propose to…
We consider Riemann sum approximations of stochastic integrals with respect to the fractional Browian motion of index $H\geq \frac12$. We show the convergence of these schemes at first and second order. The processes obtained in the limit…
Let $H$ be an infinite-dimensional separable Hilbert space and let $(X,d,\mu)$ be a metric measure space satisfying the doubling and upper Alhfors regularity conditions at small scale. We prove that every bounded continuous tight frame…
We construct a family $I_{n_{\eps}}(f)_{t}$ of continuous stochastic processes that converges in the sense of finite dimensional distributions to a multiple Wiener-It\^o integral $I_{n}^{H}(f1^{\otimes n}_{[0,t]})$ with respect to the…
Operators with zero dimensional spectral measures appear naturally in the theory of ergodic Schr\"odinger operators. We develop the concept of a complete family of Hausdorff measure functions in order to analyze and distinguish between…
We construct non-random bounded discrete half-line Schr\" odinger operators which have purely singular continuous spectral measures with fractional Hausdorff dimension (in some interval of energies). To do this we use suitable sparse…
Skew-symmetric functions are a class of functions defined on a product space $M \times M$ that are antisymmetric with respect to the order of their inputs. In [13], the authors proved that non-deterministic skew-symmetric Gaussian fields…
We develop a versatile framework which allows us to rigorously estimate the Hausdorff dimension of maximal conformal graph directed Markov systems in $\mathbb{R}^n$ for $n \geq 2$. Our method is based on piecewise linear approximations of…
In [14], the authors developed a new approach to the computation of the Hausdorff dimension of the invariant set of an iterated function system or IFS. In this paper, we extend this approach to incorporate high order approximation methods.…
In this paper we propose a new model of random graph directed fractals that extends the current well-known model of random graph directed iterated function systems, $V$-variable attractors, and fractal and Mandelbrot percolation. We study…
Consider the problem of estimating the $\gamma$-level set $G^*_{\gamma}=\{x:f(x)\geq\gamma\}$ of an unknown $d$-dimensional density function $f$ based on $n$ independent observations $X_1,...,X_n$ from the density. This problem has been…
We study Fourier frames of exponentials on fractal measures associated with a class of affine iterated function systems. We prove that, under a mild technical condition, the Beurling dimension of a Fourier frame coincides with the Hausdorff…
Since the middle of the 90's, multifractional processes have been introduced for overcoming some limitations of the classical Fractional Brownian Motion model. In their context, the Hurst parameter becomes a Holder continuous function H(?)…
In this paper, we obtain the weighted boundedness for the local multi(sub)linear Hardy-Littlewood maximal operators and local multilinear fractional integral operators associated with the local Muckenhoupt weights on Gaussian measure…
Motivated by the subordinated Brownian motion, we define a new class of (in general discontinuous) random fields on higher-dimensional parameter domains: the subordinated Gaussian random field. We investigate the pointwise marginal…
We show that if $\partial\mathcal{R}$ is the boundary of the range of super-Brownian motion and dim denotes Hausdorff dimension, then with probability one, for any open set $U$, $\partial\mathcal{R}\cap U\neq\emptyset$ implies…
Consider an estimation of the Hurst parameter $H\in(0,1)$ and the volatility parameter $\sigma>0$ for a fractional Brownian motion with a drift term under high-frequency observations with a finite time interval. In the present paper, we…
The paper suggests a way of stochastic integration of random integrands with respect to fractional Brownian motion with the Hurst parameter H> 1/2. The integral is defined initially on the processes that are "piecewise" predictable on a…
We determine the Hausdorff and box dimension of the fractal graphs for a general class of Weierstrass-type functions of the form $f(x) = \sum_{n=1}^\infty a_n \, g(b_n x + \theta_n)$, where $g$ is a periodic Lipschitz real function and…
It is known that the point set process of the Brownian net is almost surely locally finite for all deterministic time, and there are random times that break this locally finiteness property. It is shown in this paper that the set of such…