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A recent approach to the Beck-Fiala conjecture, a fundamental problem in combinatorics, has been to understand when random integer matrices have constant discrepancy. We give a complete answer to this question for two natural models:…
We consider the dimension and measure of typical attractors of random iterated function systems (RIFSs). We define a RIFS to be a finite set of (deterministic) iterated function systems (IFSs) acting on the same metric space and, for a…
The fractal properties of models of randomly placed $n$-dimensional spheres ($n$=1,2,3) are studied using standard techniques for calculating fractal dimensions in empirical data (the box counting and Minkowski-sausage techniques). Using…
We consider a general schema involving measure spaces, contractions and linear and continuous operators. Within the framework of this schema we use our sesquilinear uniform integral and introduce some integral operators on continuous vector…
In this work, we aim to advance the development of a fractal theory for sets of integers. The core idea is to utilize the fractal structure of $p$-adic integers, where $p$ is a prime number, and compare this with conventional densities and…
We provide verification theorems (at different levels of generality) for infinite horizon stochastic control problems in continuous time for semimartingales. The control framework is given as an abstract "martingale formulation", which…
Investigating a model of scale-invariant random spatial network suggested by Aldous, Kendall constructed a random metric $T$ on $\mathbb{R}^d$, for which the distance between points is given by the optimal connection time, when travelling…
We introduce a technique that uses projection properties of fractal percolation to establish dimension conservation results for sections of deterministic self-similar sets. For example, let $K$ be a self-similar subset of $\mathbb{R}^2$…
We consider the numerical evaluation of a class of double integrals with respect to a pair of self-similar measures over a self-similar fractal set (the attractor of an iterated function system), with a weakly singular integrand of…
In a previous work, we associated with any submartingale $X$ of class $(\Sigma)$, defined on a filtered probability space $(\Omega, \mathcal{F}, \mathbb{P}, (\mathcal{F}_t)_{t \geq 0})$ satisfying some technical conditions, a…
In this paper, we consider the special class of positive local submartingales (X_{t}) of the form: X_{t}=N_{t}+A_{t}, where the measure (dA_{t}) is carried by the set {t: X_{t}=0}. We show that many examples of stochastic processes studied…
We construct a family of measures for random fields based on the iterated subdivision of simple geometric shapes (triangles, squares, tetrahedrons) into a finite number of similar shapes. The intent is to construct continuum limits of scale…
We consider matrix-valued processes described as solutions to stochastic differential equations of very general form. We study the family of the empirical measure-valued processes constructed from the corresponding eigenvalues. We show that…
For a spatial characteristic, there exist commonly fat-tail frequency distributions of fragment-size and -mass of glass, areas enclosed by city roads, and pore size/volume in random packings. In order to give a new analytical approach for…
We consider some versions and generalizations of an approach to the expansion of iterated Ito stochastic integrals of arbitrary multiplicity $k$ $(k\in\mathbb{N})$ based on generalized multiple Fourier series. Expansions of iterated…
The purpose of this paper is to give a survey of a class of maximal inequalities for purely discontinuous martingales, as well as for stochastic integral and convolutions with respect to Poisson measures, in infinite dimensional spaces.…
Regular variation provides a convenient theoretical framework to study large events. In the multivariate setting, the dependence structure of the positive extremes is characterized by a measure - the spectral measure - defined on the…
The average number $S_N(t)$ of distinct sites visited up to time t by N noninteracting random walkers all starting from the same origin in a disordered fractal is considered. This quantity $S_N(t)$ is the result of a double average: an…
We study the kinetics of random sequential adsorption of a mixture of particles with continuous distribution of sizes for different deposition rules. It appears in the long time limit the resulting system can be described using the fractal…
This article discusses the notion of convergence of sequences of iterated function systems. The technique of iterated function systems is one of the several methods to construct objects with fractal nature, and the fractals obtained with…