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The method of iterated conformal maps allows to study the harmonic measure of Diffusion Limited Aggregates with unprecedented accuracy. We employ this method to explore the multifractal properties of the measure, including the scaling of…

Statistical Mechanics · Physics 2009-11-07 Mogens H. Jensen , Anders Levermann , Joachim Mathiesen , Itamar Procaccia

Standard large deviation estimates or the use of the Hubbard-Stratonovich transformation reduce the analysis of the distribution of the overlap parameters essentially to that of an explicitly known random function $\Phi_{N,\b}$ on $\R^M$.…

Condensed Matter · Physics 2007-05-23 Anton Bovier , Véronique Gayrard

This paper investigates new properties concerning the multifractal structure of a class of statistically self-similar measures. These measures include the well-known Mandelbrot multiplicative cascades, sometimes called independent random…

Probability · Mathematics 2007-05-23 Julien Barral , Stephane Seuret

For general repeated measures designs the Wald-type statistic (WTS) is an asymptotically valid procedure allowing for unequal covariance matrices and possibly non-normal multivariate observations. The drawback of this procedure is the poor…

Methodology · Statistics 2016-06-24 Sarah Friedrich , Edgar Brunner , Markus Pauly

Consider a random graph process with $n$ vertices corresponding to points $v_{i} \sim {Unif}[0,1]$ embedded randomly in the interval, and where edges are inserted between $v_{i}, v_{j}$ independently with probability given by the graphon…

Probability · Mathematics 2024-06-26 Jeannette Janssen , Aaron Smith

Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…

Data Structures and Algorithms · Computer Science 2023-05-29 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

We study the eigenvalues and the eigenvectors of $N\times N$ structured random matrices of the form $H = W\tilde{H}W+D$ with diagonal matrices $D$ and $W$ and $\tilde{H}$ from the Gaussian Unitary Ensemble. Using the supersymmetry technique…

Mathematical Physics · Physics 2018-08-20 Kevin Truong , Alexander Ossipov

Robust covariance estimation is the following, well-studied problem in high dimensional statistics: given $N$ samples from a $d$-dimensional Gaussian $\mathcal{N}(\boldsymbol{0}, \Sigma)$, but where an $\varepsilon$-fraction of the samples…

Data Structures and Algorithms · Computer Science 2020-06-25 Jerry Li , Guanghao Ye

The reliable recovery and uncertainty quantification of a fixed effect function $\mu$ in a functional mixed model, for modelling population- and object-level variability in noisily observed functional data, is a notoriously challenging…

Methodology · Statistics 2024-11-28 Fangyi Wang , Karthik Bharath , Oksana Chkrebtii , Sebastian Kurtek

The multifractal structure underlying a self-similar measure stems directly from the weighted self-similar system (or weighted iterated function system) which is used to construct the measure. This follows much in the way that the dimension…

Mathematical Physics · Physics 2013-01-28 Rolando de Santiago , Michel L. Lapidus , Scott A. Roby , John A. Rock

In this work, we investigate the sampling and reconstruction of spectrally $s$-sparse bandlimited graph signals governed by heat diffusion processes. We propose a random space-time sampling regime, referred to as {randomized} dynamical…

Numerical Analysis · Mathematics 2024-10-24 Longxiu Huang , Dongyang Li , Sui Tang , Qing Yao

We evaluate the scale at which the multifractal structure of some random Gibbs measures becomes discernible. The value of this scale is obtained through what we call the growth speed in H\"older singularity sets of a Borel measure. This…

Probability · Mathematics 2009-11-11 Julien Barral , Stephane Seuret

A different compressive sensing framework, convolution with white noise waveform followed by subsampling at fixed (not randomly selected) locations, is studied in this paper. We show that its recoverability for sparse signals depends on the…

Optimization and Control · Mathematics 2009-09-30 Yin Xiang , Lianlin Li , Fang Li

We consider generic optimal Bayesian inference, namely, models of signal reconstruction where the posterior distribution and all hyperparameters are known. Under a standard assumption on the concentration of the free energy, we show how…

Probability · Mathematics 2022-07-19 Jean Barbier , Dmitry Panchenko

In the high-dimensional sparse modeling literature, it has been crucially assumed that the sparsity structure of the model is homogeneous over the entire population. That is, the identities of important regressors are invariant across the…

Methodology · Statistics 2014-11-20 Sokbae Lee , Yuan Liao , Myung Hwan Seo , Youngki Shin

Given a permutation $\sigma$, the Robinson-Schensted correspondence determines a certain partition called the shape of $\sigma$. Famously, the shape measures the longest unions of increasing and decreasing subsequences, thus giving global…

Combinatorics · Mathematics 2026-05-12 William Q. Erickson

Samplets are data adapted multiresolution analyses of localized discrete signed measures. They can be constructed on scattered data sites in arbitrary dimension such that they exhibit vanishing moments with respect to any prescribed set of…

Numerical Analysis · Mathematics 2026-04-14 Gianluca Giacchi , Michael Multerer , Jacopo Quizi

Irreversible adsorption of objects of different shapes and sizes on Euclidean, fractal and random lattices is studied. The adsorption process is modeled by using random sequential adsorption (RSA) algorithm. Objects are adsorbed on one-,…

We consider the ensemble of $N\times N$ ($N\gg 1$) symmetric random matrices with the bimodal independent distribution of matrix elements: each element could be either "1" with the probability $p$, or "0" otherwise. We pay attention to the…

Statistical Mechanics · Physics 2014-09-29 S. K. Nechaev

We consider the soft-core Widom-Rowlinson model for particles with spins and holes, on a Cayley tree of order $d$ (which has $d + 1$ nearest neighbours), depending on repulsion strength $\beta$ between particles of different signs and on an…

Probability · Mathematics 2023-02-14 Sebastian Bergmann , Sascha Kissel , Christof Kuelske