Related papers: Spatially independent martingales, intersections, …
We illustrate a process that constructs martingales from raw material that arises naturally from the theory of sampling without replacement.The usefulness of the new martingales is illustrated by the development of maximal inequalities for…
If a point particle moves chaotically through a periodic array of scatterers the associated transport coefficients are typically irregular functions under variation of control parameters. For a piecewise linear two-parameter map we analyze…
A circle, centered at the origin and with radius chosen so that it has non-empty intersection with the integer lattice $\mathbb{Z}^{2}$, gives rise to a probability measure on the unit circle in a natural way. Such measures, and their weak…
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…
Given strong local Dirichlet forms and $\mathbb{R}^N$-valued functions on a metrizable space, we introduce the concepts of geodesic distance and intrinsic distance on the basis of these objects. They are defined in a geometric and an…
We consider the fragmentation process with mass loss and discuss self-similar properties of the arising structure both in time and space, focusing on dimensional analysis. This exhibits a spectrum of mass exponents $\theta$, whose exact…
In the paper, the martingales and super-martingales relative to a convex set of equivalent measures are systematically studied. The notion of local regular super-martingale relative to a convex set of equivalent measures is introduced and…
We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees).…
These lectures present a survey of recent developments in the area of random matrices (finite and infinite) and random permutations. These probabilistic problems suggest matrix integrals (or Fredholm determinants), which arise very…
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.
It is wellknown that the ordinary calculus is inadequate to handle fractal structures and processes and another suitable calculus needs to be developed for this purpose. Recently it was realized that fractional calculus with suitable…
The aim of this paper is to construct a fractal with the help of a finite family of generalized F-contraction mappings, a class of mappings more general than contraction mappings, defined in the setup of b-metric space. Consequently, we…
We give a new characterization for mutual absolute continuity of probability measures on a filtered space. For this, we introduce a martingale limit $M$ that measures the similarity between the tails of the probability measures restricted…
We present a new method for the calculation of fragment size correlations in a discrete finite system in which correlations explicitly due to the finite extent of the system are suppressed. To this end, we introduce a combinatorial model,…
We present and analyse numerical quadrature rules for evaluating regular and singular integrals on self-similar fractal sets. The integration domain $\mathbb{R}^n$ is assumed to be the compact attractor of an iterated function system of…
In this article a collection of random self-similar fractal dendrites is constructed, and their Hausdorff dimension is calculated. Previous results determining this quantity for random self-similar structures have relied on geometrical…
We extend results of Y. Benoist and J.-F. Quint concerning random walks on homogeneous spaces of simple Lie groups to the case where the measure defining the random walk generates a semigroup which is not necessarily Zariski dense, but…
A contribution is presented to the study of hadron spectroscopy through the use of fractals and discrete scale invariance implying log-periodic corrections to continuous scaling. The masses of mesons and baryons, reported by the Particle…
In this paper we study the behaviour at infinity of the Fourier transform of Radon measures supported by the images of fractal sets under an algorithmically random Brownian motion. We show that, under some computability conditions on these…
We consider a class of random self-similar fractals based on code trees which includes random recursive, homogeneous and V-variable fractals and many more. For such random fractals we consider mean values of the Lipschitz-Killing curvatures…