Related papers: Spatially independent martingales, intersections, …
We present new properties for the Fractional Poisson process and the Fractional Poisson field on the plane. A martingale characterization for Fractional Poisson processes is given. We extend this result to Fractional Poisson fields,…
Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…
Fractal behavior and long-range dependence have been observed in an astonishing number of physical systems. Either phenomenon has been modeled by self-similar random functions, thereby implying a linear relationship between fractal…
Mode separation, namely how sharply a distribution fragments into barrier-separated clusters, is a fundamental geometric property of densities, difficult to quantify in high dimensions. It is structurally distinct from dispersion, yet…
In this article, we provide a simple and systematic way to represent general (inhomogeneous) fractals that may look different at different scales and places. By using set-valued compression maps, we express these general fractals as…
Stochastic integrals are defined with respect to a collection $P = (P_i; \, i \in I)$ of continuous semimartingales, imposing no assumptions on the index set $I$ and the subspace of $\mathbb{R}^I$ where $P$ takes values. The integrals are…
We study the porosity properties of fractal percolation sets $E\subset\mathbb{R}^d$. Among other things, for all $0<\varepsilon<\tfrac12$, we obtain dimension bounds for the set of exceptional points where the upper porosity of $E$ is less…
An important problem in the analysis of experimental data showing fractal properties, is that such samples are composed by a set of points limited by an upper and a lower cut off. We study how finite size effect due to the discreteness of…
We study derivations and Fredholm modules on metric spaces with a local regular conservative Dirichlet form. In particular, on finitely ramified fractals, we show that there is a non-trivial Fredholm module if and only if the fractal is not…
We describe new families of random fractals, referred to as "V-variable", which are intermediate between the notions of deterministic and of standard random fractals. The parameter V describes the degree of "variability" : at each…
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…
Homogeneous random fractals form a probabilistic extension of self-similar sets with more dependencies than in random recursive constructions. For such random fractals we consider mean values of the Lipschitz-Killing curvatures of their…
The diffraction spectrum of coherent waves scattered from fractal supports is calculated exactly. The fractals considered are of the class generated iteratively by successive dilations and translations, and include generalizations of the…
We introduce and study a class of determinantal probability measures generalising the class of discrete determinantal point processes. These measures live on the Grassmannian of a real, complex, or quaternionic inner product space that is…
A mathematical method for constructing fractal curves and surfaces, termed the $p\lambda n$ fractal decomposition, is presented. It allows any function to be split into a finite set of fractal discontinuous functions whose sum is equal…
We study conditional independence under infinite measures on punctured product spaces, a notion recently introduced for graphical modeling in multivariate extremes and L\'evy processes. In contrast to classical probabilistic conditional…
We present a generalized stochastic Cantor set by means of a simple {\it cut and delete process} and discuss the self-similar properties of the arising geometric structure. To increase the flexibility of the model, two free parameters, $m$…
Many results in stochastic analysis and mathematical finance involve local martingales. However, specific examples of strict local martingales are rare and analytically often rather unhandy. We study local martingales that follow a given…
A class of Fourier based statistics for irregular spaced spatial data is introduced, examples include, the Whittle likelihood, a parametric estimator of the covariance function based on the $L_{2}$-contrast function and a simple…
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…