Related papers: Random sparse sampling in a Gibbs weighted tree
In this article, starting from a Gibbs capacity, we build a new random capacity by applying two simple operators, the first one introducing some redundancy and the second one performing a random sampling. Depending on the values of the two…
Consider the random matrix $\Sigma = D^{1/2} X \widetilde D^{1/2}$ where $D$ and $\widetilde D$ are deterministic Hermitian nonnegative matrices with respective dimensions $N \times N$ and $n \times n$, and where $X$ is a random matrix with…
Random multifractals occur in particular at critical points of disordered systems. For Anderson localization transitions, Mirlin and Evers [PRB 62,7920 (2000)] have proposed the following scenario (a) the Inverse Participation Ratios…
We develop a powerful yet simple method that generates multifractal fields with fully controlled scaling properties. Adopting the Multifractal Random Walk (MRW) model of Bacry et al. (2001), synthetic multifractal fields are obtained from…
We develop a quenched thermodynamic formalism for random dynamical systems generated by countably branched, piecewise-monotone mappings of the interval that satisfy a random covering condition. Given a random contracting potential $\varphi$…
We consider multi-variate signals spanned by the integer shifts of a set of generating functions with distinct frequency profiles and the problem of reconstructing them from samples taken on a random periodic set. We show that such a…
We construct a N-dimensional Gaussian landscape with multiscale, translation invariant, logarithmic correlations and investigate the statistical mechanics of a single particle in this environment. In the limit of high dimension N>>1 the…
Multifractal formalism is designed to describe the distribution at small scales of the elements of $\mathcal M^+_c(\R^d)$, the set of positive, finite and compactly supported Borel measures on $\R^d$. It is valid for such a measure $\mu$…
Let $\lambda$ be a partition of the positive integer $n$, selected uniformly at random among all such partitions. Corteel et al. (1999) proposed three different procedures of sampling parts of $\lambda$ at random. They obtained limiting…
In this paper, we study high-dimensional estimation from truncated samples. We focus on two fundamental and classical problems: (i) inference of sparse Gaussian graphical models and (ii) support recovery of sparse linear models. (i) For…
We describe the multifractal nature of random weak Gibbs measures on some class of attractors associated with $C^1$ random dynamics semi-conjugate to a random subshift of finite type. This includes the validity of the multifractal…
Let $\nu_\lambda^p$ be the distribution of the random series $\sum_{n=1}^\infty i_n \lambda^n$, where $i_n$ is a sequence of i.i.d. random variables taking the values 0,1 with probabilities $p,1-p$. These measures are the well-known…
For any self-similar measure $\mu$ in $\mathbb{R}$, we show that the distribution of $\mu$ is controlled by products of non-negative matrices governed by a finite or countable graph depending only on the IFS. This generalizes the net…
Let $\Sigma_{A}$ be a topologically mixing shift of finite type, let $\sigma:\Sigma_{A}\to\Sigma_{A}$ be the usual left-shift, and let $\mu$ be the Gibbs measure for a H\"{o}lder continuous potential that is not cohomologous to a constant.…
The Boltzmann-Gibbs probability distributions generated by logarithmically correlated random potentials provide a simple yet nontrivial example of disorder-induced multifractal measures. We introduce and discuss two analytically tractable…
We characterize the existence of certain geometric configurations in the fractal percolation limit set $A$ in terms of the almost sure dimension of $A$. Some examples of the configurations we study are: homothetic copies of finite sets,…
We consider random iteration of exponential entire functions, i.e. of the form ${\mathbb C}\ni z\mapsto f_\lambda(z):=\lambda e^z\in\mathbb C$, $\lambda\in{\mathbb C}\setminus \{0\}$. Assuming that $\lambda$ is in a bounded closed interval…
Let $W_1,\ldots,W_N$ be a sample of $\mathrm{Pareto}(\alpha)$ random variables normalized by their sum, such that $\sum_i W_i=1$. The $W_i$ may represent the weights of valleys in a spin glass (if $0<\alpha<1$), or the frequency of…
We study the problem of sampling a random signal with sparse support in frequency domain. Shannon famously considered a scheme that instantaneously samples the signal at equispaced times. He proved that the signal can be reconstructed as…
We refine the multifractal formalism for the local dimension of a Gibbs measure $\mu$ supported on the attractor $\Lambda$ of a conformal iterated functions system on the real line. Namely, for given $\alpha\in \mathbb{R}$, we establish the…