Related papers: On Normalized Multiplicative Cascades under Strong…
Geometrical random multiplicative cascade processes are often used to model positive-valued multifractal fields such as for example the energy dissipation field of fully developed turbulence. A dynamical generalisation of these models is…
This paper presents calculations of the Castaing (Physica D, 46, 177, 1990) cascade kernels for five well-known models of the turbulent cascade and demonstrates that these kernels provide conceptually simple and direct descriptions of…
A multivariate fractional Poisson process was recently defined in Beghin and Macci (2016) by considering a common independent random time change for a finite dimensional vector of independent (non-fractional) Poisson processes; moreover it…
Roitman's combinatorial principle $\Delta$ is equivalent to monotone normality of the nabla product, $\nabla (\omega +1)^\omega$. If $\{ X_n : n\in \omega\}$ is a family of metrizable spaces and $\nabla_n X_n$ is monotonically normal, then…
We introduce the point process \begin{align*} \frac{1}{Z_{n}}\prod_{1 \leq j < k \leq n} |e^{i\theta_{j}}+e^{i\theta_{k}}|^{\beta}\prod_{j=1}^{n} d\theta_{j}, \qquad \theta_{1},\ldots,\theta_{n} \in (-\pi,\pi], \quad \beta > 0, \end{align*}…
In social networks, information and influence diffuse among users as cascades. While the importance of studying cascades has been recognized in various applications, it is difficult to observe the complete structure of cascades in practice.…
We give sufficient conditions for the number rigidity of a translation invariant or periodic point process on $\mathbb{R}^d$, where $d=1,2$. That is, the probability distribution of the number of particles in a bounded domain $\Lambda…
A univariate clustering criterion for stationary processes satisfying a $\beta$-mixing condition is proposed extending the work of \cite{KB2} to the dependent setup. The approach is characterized by an alternative sample criterion function…
Consider a measure $\mu_\lambda = \sum_x \xi_x \delta_x$ where the sum is over points $x$ of a Poisson point process of intensity $\lambda$ on a bounded region in $d$-space, and $\xi_x$ is a functional determined by the Poisson points near…
This is basically a polished presentation for Sections 1,2 of arXiv:0801.1050. The Moderate Deviations Principle (MDP) is well-understood for sums of independent random variables, worse understood for stationary random sequences, and…
We study, both analytically and numerically, the cascade of failures in two coupled network systems A and B, where multiple support-dependent relations are randomly built between nodes of networks A and B. In our model we assume that each…
We consider a specific random graph which serves as a disordered medium for a particle performing biased random walk. Take a two-sided infinite horizontal ladder and pick a random spanning tree with a certain edge weight $c$ for the…
In [GHKK18], Gross-Hacking-Keel-Kontsevich discuss compactifications of cluster varieties from "positive subsets" in the real tropicalization of the mirror. To be more precise, let $\mathfrak{D}$ be the scattering diagram of a cluster…
In this survey we summarize properties of pseudorandomness and non-randomness of some number-theoretic sequences and present results on their behaviour under the following measures of pseudorandomness: balance, linear complexity,…
A novel model of discretized energy cascade generated by Benjamin-Feir instability is presented. Conditions for appearance of direct and inverse cascades are given explicitly, as well as conditions for stabilization of the wave system due…
The paper introduces the concept of a cluster structure to define a joint distribution of the sample size and its exchangeable random partitions. The cluster structure allows the probability distribution of the random partitions of a subset…
We consider random graphs with uniformly bounded edges on a Poisson point process conditioned to contain the origin. In particular we focus on the random connection model, the Boolean model and Miller-Abrahams random resistor network with…
In Bayesian nonparametric inference, random discrete probability measures are commonly used as priors within hierarchical mixture models for density estimation and for inference on the clustering of the data. Recently, it has been shown…
Classical peaks over threshold analysis is widely used for statistical modeling of sample extremes, and can be supplemented by a model for the sizes of clusters of exceedances. Under mild conditions a compound Poisson process model allows…
We investigate the Fourier dimension, $\dim_F\mu$, of Mandelbrot multiplicative cascade measures $\mu$ on the $d$-dimensional unit cube. We show that if $\mu$ is the cascade measure generated by a sub-exponential random variable then…