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Related papers: Multifractal analysis of some multiple ergodic ave…

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We show that for odd-valued piecewise-constant skew products over a certain two parameter family of interval exchanges, the skew product is ergodic for a full-measure choice of parameters.

Dynamical Systems · Mathematics 2013-01-09 David Ralston , Serge Troubetzkoy

By an appropriate definition, we divide the irregular set into level sets. Then we characterize the multifractal spectrum of these new pieces by calculating their entropies. We also compute the entropies of various intersections of the…

Dynamical Systems · Mathematics 2015-10-23 Yiwei Dong , Xueting Tian

We study multiple ergodic averages along IP sets, meaning we restrict iterates in the averages to all finite sums of some infinite sequence of natural numbers. We give criteria for convergence and divergence in mean of these multiple…

Dynamical Systems · Mathematics 2025-06-24 Bryna Kra , Or Shalom

We present a new method of analysis of measure-preserving dynamical systems, based on frequency analysis and ergodic theory, which extends our earlier work [1]. Our method employs the novel concept of harmonic time average [2], and is…

Chaotic Dynamics · Physics 2014-07-29 Zoran Levnajić , Igor Mezić

Multifractal analysis techniques are applied to patterns in several abstract expressionist artworks, paintined by various artists. The analysis is carried out on two distinct types of structures: the physical patterns formed by a specific…

Popular Physics · Physics 2015-06-26 J. R. Mureika , C. C. Dyer , G. C. Cupchik

We study the evolution of distributions under the action of an ergodic dynamical system, which may be stochastic in nature. By employing tools from Koopman and transfer operator theory one can evolve any initial distribution of the state…

Machine Learning · Statistics 2023-12-22 Prune Inzerilli , Vladimir Kostic , Karim Lounici , Pietro Novelli , Massimiliano Pontil

The paper studies asymptotic properties of estimators of multidimensional stochastic differential equations driven by Brownian motions from high-frequency discrete data. Consistency and central limit properties of a class of estimators of…

Statistics Theory · Mathematics 2024-11-07 Arnab Ganguly

We study mean convergence results for weighted multiple ergodic averages defined by commuting transformations with iterates given by integer polynomials in several variables. Roughly speaking, we prove that a bounded sequence is a good…

Dynamical Systems · Mathematics 2016-07-13 Nikos Frantzikinakis , Bernard Host

We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…

Analysis of PDEs · Mathematics 2020-01-22 Davit Martirosyan , Vahagn Nersesyan

The critical dynamics of conformal field theories on random surfaces is investigated beyond the previously studied dynamics of the overall area and the genus. It is found that the evolution of the order parameter in physical time performs a…

High Energy Physics - Theory · Physics 2025-11-04 Christof Schmidhuber

We define a class of dynamical maps on the quasi-local algebra of a quantum spin system, which are quantum analogues of probabilistic cellular automata. We develop criteria for such a system to be ergodic, i.e., to possess a unique…

Condensed Matter · Physics 2009-10-28 S. Richter , R. F. Werner

We use techniques of proof mining to obtain a computable and uniform rate of metastability (in the sense of Tao) for the mean ergodic theorem for a finite number of commuting linear contractive operators on a uniformly convex Banach space.

Dynamical Systems · Mathematics 2021-10-27 Andrei Sipos

We consider the set of monofractals within a multifractal related to the phase space being the support of a generalized thermostatistics. The statistical weight exponent $\tau(q)$ is shown to can be modeled by the hyperbolic tangent…

Statistical Mechanics · Physics 2007-05-23 A. I. Olemskoi , V. O. Kharchenko

We present a novel method to estimate the multifractal spectrum of point distributions. The method incorporates two motivated criteria (barycentric pivot point selection and non-overlapping coverage) in order to reduce edge effects, improve…

Statistical Mechanics · Physics 2015-06-16 Yavor Kamer , Guy Ouillon , Didier Sornette

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…

Statistical Finance · Quantitative Finance 2008-12-02 E. Bacry , A. Kozhemyak , J. -F. Muzy

Multifractal analysis is one of the important approaches that enables us to measure the complexity of various data via the scaling properties. We compare the most common techniques used for multifractal exponents estimation from both…

Statistical Finance · Quantitative Finance 2016-10-25 Petr Jizba , Jan Korbel

In this paper we compute the multifractal analysis for local dimensions of Bernoulli measures supported on the self-affine carpets introduced by Bedford-McMullen. This extends the work of King where the multifractal analysis is computed…

Dynamical Systems · Mathematics 2009-11-05 Thomas Jordan , Michal Rams

In this paper, we determine the almost sure multifractal spectrum of a class of random functions constructed as sums of pulses with random dilations and translations. In addition, the continuity modulii of these functions is investigated.

Classical Analysis and ODEs · Mathematics 2021-11-23 Guillaume Saes , Stéphane Seuret

We expose two scenarios for the breakdown of quantum multifractality under the effect of perturbations. In the first scenario, multifractality survives below a certain scale of the quantum fluctuations. In the other one, the fluctuations of…

Chaotic Dynamics · Physics 2014-06-16 R. Dubertrand , I. García-Mata , B. Georgeot , O. Giraud , G. Lemarié , J. Martin

A pseudorandom point in an ergodic dynamical system over a computable metric space is a point which is computable but its dynamics has the same statistical behavior as a typical point of the system. It was proved in [Avigad et al. 2010,…

Numerical Analysis · Computer Science 2010-06-03 Stefano Galatolo , Mathieu Hoyrup , Cristóbal Rojas
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