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Related papers: Local Multifractal Analysis

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In a previous work \cite{She} we constructed measures on symbolic spaces which satisfy an extended multifractal formalism (in the sense that Olsen's functions $b$ and $B$ differ and that their Legendre transforms have the expected…

Metric Geometry · Mathematics 2014-12-30 Shuang Shen

This paper concerns the development of partial and semi-partial measures of spatial associations in the context of multivariate spatial lattice data which describe global or local associations among spatially aggregated measurements for…

Methodology · Statistics 2019-06-05 Matthias Eckardt , Jorge Mateu

In this paper we consider a variety of procedures for numerical statistical inference in the family of univariate and multivariate stable distributions. In connection with univariate distributions (i) we provide approximations by finite…

Computation · Statistics 2012-09-04 Efthymios G. Tsionas

We prove that any given function can be smoothly approximated by functions lying in the kernel of a linear operator involving at least one fractional component. The setting in which we work is very general, since it takes into account…

Analysis of PDEs · Mathematics 2018-10-22 Alessandro Carbotti , Serena Dipierro , Enrico Valdinoci

Local learning methods are a popular class of machine learning algorithms. The basic idea for the entire cadre is to choose some non-local model family, to train many of them on small sections of neighboring data, and then to `stitch' the…

Machine Learning · Computer Science 2020-04-15 CScott Brown

In this work, we investigate the fine regularity of L\'evy processes using the 2-microlocal formalism. This framework allows us to refine the multifractal spectrum determined by Jaffard and, in addition, study the oscillating singularities…

Probability · Mathematics 2014-02-11 Paul Balança

The aim of this article is to study the behaviour of the relative multifractal spectrum under projections. First of all, we depict a relationship between the mutual multifractal spectra of a couple of measures $(\mu, \nu)$ and its…

Metric Geometry · Mathematics 2021-10-22 Zied Douzi , Bilel Selmi

We have built a new kind of manifolds which leads to an alternative new geometrical space. The study of the nowhere differentiable functions via a family of mean functions leads to a new characterization of this category of functions. A…

General Physics · Physics 2008-11-26 Faycal Ben Adda

We review some recent results on minimisers of a non-local perimeter functional, in connection with some phase coexistence models whose diffusion term is given by the fractional Laplacian.

Analysis of PDEs · Mathematics 2012-10-23 Enrico Valdinoci

We develop a time-non-local (TNL) formalism based on variational calculus, which allows for the analysis of TNL Lagrangians. We derive the generalized Euler-Lagrange equations starting from the Hamilton's principle and, by defining a…

Mathematical Physics · Physics 2015-06-03 Luca Ferialdi , Angelo Bassi

Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…

Dynamical Systems · Mathematics 2019-10-02 Théophile Caby , Davide Faranda , Giorgio Mantica , Sandro Vaienti , Pascal Yiou

When a parameter of interest is defined to be a nondifferentiable transform of a regular parameter, the parameter does not have an influence function, rendering the existing theory of semiparametric efficient estimation inapplicable.…

Statistics Theory · Mathematics 2022-01-06 Kyungchul Song

Most instruments - formalisms, concepts, and metrics - for social networks analysis fail to capture their dynamics. Typical systems exhibit different scales of dynamics, ranging from the fine-grain dynamics of interactions (which recently…

Social and Information Networks · Computer Science 2011-02-04 Nicola Santoro , Walter Quattrociocchi , Paola Flocchini , Arnaud Casteigts , Frederic Amblard

The essence of a general formulation to accommodate non-equilibrium local states in relativistic quantum field theory is explained from the viewpoint of comparison at a spacetime point between unknown generic states to be characterized as…

Statistical Mechanics · Physics 2016-11-23 Izumi Ojima

We study relationships between different formulations of the local principle. Also we establish a connection among the local principle and the non-commutative Fourier transform approach to the investigation of convolution operator algebras.…

Operator Algebras · Mathematics 2007-05-23 Vladimir V. Kisil

The local volatility model is a widely used for pricing and hedging financial derivatives. While its main appeal is its capability of reproducing any given surface of observed option prices---it provides a perfect fit---the essential…

Computational Finance · Quantitative Finance 2019-01-24 Martin Tegnér , Stephen Roberts

Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the…

Numerical Analysis · Mathematics 2015-08-19 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

This paper studies smoothing properties of the local fractional maximal operator, which is defined in a proper subdomain of the Euclidean space. We prove new pointwise estimates for the weak gradient of the maximal function, which imply…

Functional Analysis · Mathematics 2015-06-17 Toni Heikkinen , Juha Kinnunen , Janne Korvenpää , Heli Tuominen

Processes occurring in real open systems are far from equilibrium state and they can lead to synergetic effects, which are caused by coordinated behavior of system units. Traditional methods of analysis often just establish such behavior,…

Computational Physics · Physics 2007-05-23 E. N. Vertyagina

In this paper, we explore connections between interpretable machine learning and learning theory through the lens of local approximation explanations. First, we tackle the traditional problem of performance generalization and bound the…

Machine Learning · Computer Science 2020-11-03 Jeffrey Li , Vaishnavh Nagarajan , Gregory Plumb , Ameet Talwalkar