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In this paper, we define a new and broad family of vector-valued random fields called tempered operator fractional operator-stable random fields (TRF, for short). TRF is typically non-Gaussian and generalizes tempered fractional stable…

Probability · Mathematics 2020-02-25 G. Didier , S. Kanamori , F. Sabzikar

We discuss the asymptotic behaviour of random critical Boltzmann planar maps in which the degree of a typical face belongs to the domain of attraction of a stable law with index $\alpha \in (1,2]$. We prove that when conditioning such maps…

Probability · Mathematics 2018-10-25 Cyril Marzouk

We construct in this article an explicit geometric rough path over arbitrary $d$-dimensional paths with finite $1/\alpha$-variation for any $\alpha\in(0,1)$. The method may be coined as 'Fourier normal ordering', since it consists in a…

Probability · Mathematics 2015-05-13 J. Unterberger

Using the framework of random walks in random scenery, Cohen and Samorodnitsky (2006) introduced a family of symmetric $\alpha$-stable motions called local time fractional stable motions. When $\alpha=2$, these processes are precisely…

Probability · Mathematics 2011-03-08 Paul Jung

We propose discrete random-field models that are based on random partitions of $\mathbb{N}^2$. The covariance structure of each random field is determined by the underlying random partition. Functional central limit theorems are established…

Probability · Mathematics 2018-02-13 Olivier Durieu , Yizao Wang

We establish a central limit theorem for partial sums of stationary linear random fields with dependent innovations, and an invariance principle for anisotropic fractional Brownian sheets. Our result is a generalization of the invariance…

Probability · Mathematics 2013-02-14 Yizao Wang

We introduce and study a universal model of random geometry in two dimensions. To this end, we start from a discrete graph drawn on the sphere, which is chosen uniformly at random in a certain class of graphs with a given size $n$, for…

Probability · Mathematics 2014-04-01 Jean-François Le Gall

For $\alpha \in (1,2]$, the $\alpha$-stable graph arises as the universal scaling limit of critical random graphs with i.i.d. degrees having a given $\alpha$-dependent power-law tail behavior. It consists of a sequence of compact measured…

Probability · Mathematics 2020-07-09 Christina Goldschmidt , Bénédicte Haas , Delphin Sénizergues

Many stochastic complex systems are characterized by the fact that their configuration space doesn't grow exponentially as a function of the degrees of freedom. The use of scaling expansions is a natural way to measure the asymptotic growth…

Statistical Mechanics · Physics 2020-04-15 Jan Korbel , Rudolf Hanel , Stefan Thurner

We define decorated $\alpha$-stable trees which are informally obtained from an $\alpha$-stable tree by blowing up its branchpoints into random metric spaces. This generalizes the $\alpha$-stable looptrees of Curien and Kortchemski, where…

Probability · Mathematics 2022-05-09 Delphin Sénizergues , Sigurdur Örn Stefánsson , Benedikt Stufler

Probabilistic integration of a continuous dynamical system is a way of systematically introducing model error, at scales no larger than errors introduced by standard numerical discretisation, in order to enable thorough exploration of…

Numerical Analysis · Mathematics 2019-10-29 H. C. Lie , A. M. Stuart , T. J. Sullivan

This paper aims at presenting a few models of quantum dynamics whose description involves the analysis of random unitary matrices for which dynamical localization has been proven to hold. Some models come from physical approximations…

Mathematical Physics · Physics 2011-05-03 Alain Joye

We determine the exact Hausdorff measure functions for the range and level sets of a class of Gaussian random fields satisfying sectorial local nondeterminism and other assumptions. We also establish a Chung-type law of the iterated…

Probability · Mathematics 2020-12-08 Cheuk Yin Lee

In this article, we study microscopic properties of a two-dimensional eigenvalue ensemble near a conical singularity arising from insertion of a point charge in the bulk of the support of eigenvalues. In particular, we characterize all…

Mathematical Physics · Physics 2021-09-01 Yacin Ameur , Nam-Gyu Kang , Seong-Mi Seo

This paper relates uniform alpha-Hoelder continuity, or alpha-dimensionality, of spectral measures in an arbitrary interval to the Fourier transform of the measure. This is used to show that scaling exponents of exponential sums obtained…

chao-dyn · Physics 2009-10-28 A. Hof

We study large random dissections of polygons. We consider random dissections of a regular polygon with $n$ sides, which are chosen according to Boltzmann weights in the domain of attraction of a stable law of index $\theta\in(1,2]$. As $n$…

Probability · Mathematics 2014-04-16 Igor Kortchemski

Let $Z^H= \{Z^H(t), t \in \R^N\}$ be a real-valued $N$-parameter harmonizable fractional stable sheet with index $H = (H_1, \ldots, H_N) \in (0, 1)^N$. We establish a random wavelet series expansion for $Z^H$ which is almost surely…

Probability · Mathematics 2019-03-12 Antoine Ayache , Narn-Rueih Shieh , Yimin Xiao

A generalization of the random geometric graph (RGG) model is proposed by considering a set of points uniformly and independently distributed on a rectangle of unit area instead of on a unit square [0,1]^2. The topological properties of the…

Physics and Society · Physics 2015-05-20 Ernesto Estrada , Matthew Sheerin

We investigate some statistical and transport properties of the relativistic standard map. Through the Hamiltonian of a wave packet under an electric potential, we are able to obtain a relativistic version of the standard map, where there…

Operator fractional Brownian fields (OFBFs) are Gaussian, stationary-increment vector random fields that satisfy the operator self-similarity relation {X(c^{E}t)}_{t in R^m} L= {c^{H}X(t)}_{t in R^m}. We establish a general harmonizable…

Probability · Mathematics 2014-05-26 Changryong Baek , Gustavo Didier , Vladas Pipiras