Related papers: Dimension for Martingales

Let $X$ be a fractional Brownian motion in $\mathbb{R}^d$. For any Borel function $f:[0,1] \to \mathbb{R}^d$, we express the Hausdorff dimension of the image and the graph of $X+f$ in terms of $f$. This is new even for the case of Brownian…

A \emph{fractal} is an object exhibiting complexity at arbitrarily small scales. In order to study and characterise fractals, one is often interested in quantifying how they fill up space on small scales. This gives rise to various notions…

It is known that a full description of Brownian motion in the entire course of time should incorporate both kinetic and hydrodynamic effects, but a formula accounts for both effects has been established only in three dimension and only for…

The counting and (upper) mass dimensions are notions of dimension for subsets of $\mathbb{Z}^d$. We develop their basic properties and give a characterization of the counting dimension via coverings. In addition, we prove Marstrand-type…

We consider scale-invariant interactions of 6D N=1 hypermultiplets with the gauge multiplet. If the canonical dimension of the matter scalar field is assumed to be 1, scale-invariant lagrangians involve higher derivatives in the action.…

The paper deals with convergence of solutions of a class of stochastic differential equations driven by infinite-dimensional semimartingales. The infinite-dimensional semimartingales considered in the paper are Hilbert-space valued. The…

We define a class of random measures, spatially independent martingales, which we view as a natural generalisation of the canonical random discrete set, and which includes as special cases many variants of fractal percolation and Poissonian…

The standard definition of the dimension of a vector space or rank of a module states that dimension or rank is equal to the cardinality of any basis, which requires an understanding of the concepts of basis, generating set, and linear…

We consider the problem of finding a real valued martingale fitting specified marginal distributions. For this to be possible, the marginals must be increasing in the convex order and have constant mean. We show that, under the extra…

Developing a robust generalization measure for the performance of machine learning models is an important and challenging task. A lot of recent research in the area focuses on the model decision boundary when predicting generalization. In…

This paper gives a complete characterization of infinitely divisible semimartingales, i.e., semimartingales whose finite dimensional distributions are infinitely divisible. An explicit and essentially unique decomposition of such…

Let $B =\{ B_t \, : \, t \geq 0 \}$ be a real-valued fractional Brownian motion of index $H \in (0,1)$. We prove that the macroscopic Hausdorff dimension of the level sets $\mathcal{L}_x = \left\{ t \in \mathbb{R}_+ \, : \, B_t=x \right\}$…

We discuss the definition and measurability questions of random fractals and find under certain conditions a formula for upper and lower Minkowski dimensions. For the case of a random self-similar set we obtain the packing dimension.

We study H-structures associated to SU-rank 1 measurable structures. We prove that the SU-rank of the expansion is continuous and that it is uniformly definable in terms of the parameters of the formulas. We also introduce notions of…

Given a left noetherian k-algebra A graded by a group G, an injective object I in the category of G-graded A-modules and a morphism from G to another group G', we provide bounds for the injective dimension of I as a G'-graded A-module. For…

Let D be a domain with quotient field K and A a D-algebra. We call a polynomial with coefficients in K that maps every element of A to an element of A "integer-valued on A". For commutative A we also consider integer-valued polynomials in…

Some classes of increment martingales, and the corresponding localized classes, are studied. An increment martingale is indexed by the real line and its increment processes are martingales. We focus primarily on the behavior as time goes to…

The relationship between the Hamiltonian and Lagrangean functions in analytical mechanics is a type of duality. The two functions, while distinct, are both descriptive functions encoding the behavior of the same dynamical system. One…

Two pseudo-Riemannian metrics are called projectively equivalent if their unparametrized geodesics coincide. The degree of mobility of a metric is the dimension of the space of metrics that are projectively equivalent to it. We give a…

Here we introduce a fractional notion of $k$-dimensional measure, $0\leq k<n$, that depends on a parameter $\sigma$ that lies between $0$ and $1$. When $k=n-1$ this coincides with the fractional notions of area and perimeter, and when $k=1$…