Related papers: Fractal behavior of multivariate operator-self-sim…
We investigate the large deviation behaviour of a point process sequence based on a stationary symmetric stable non-Gaussian discrete-parameter random field using the framework of Hult and Samorodnitsky (2010). Depending on the ergodic…
Derivatives and integration operators are well-studied examples of linear operators that commute with scaling up to a fixed multiplicative factor; i.e., they are scale-invariant. Fractional order derivatives (integration operators) also…
We formulate frequency fluctuations of intramolecular vibrations of a solute by exploring the fluctuation of the electrostatic potential by solvents. We present a numerical methodology for estimating the frequency fluctuations; the…
In this work, we study the fractal and multifractal properties of a family of fractal networks introduced by Gallos {\it et al.} ({\it Proc. Natl. Acad. Sci. U.S.A.}, 2007, {\bf 104}: 7746). In this fractal network model, there is a…
In this paper we explore solvability of steady-state variational inequalities with multivalued operators. Moreover, we are studying the connections between the class of radially semi-continuous operators with semi-bounded variation and…
We investigate a random normal matrix model with eigenvalues forced to be in the droplet, the support of the equilibrium measure associated with an external field. For radially symmetric external fields, we show that the fluctuations of the…
By appropriate choices of elements in the underlying iterated function system, methodology of fractal interpolation entitles one to associate a family of continuous self-referential functions with a prescribed real-valued continuous…
Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…
Utilizing the framework of free probability, we analyze the spectral and operator statistics of the Rosenzweig-Porter random matrix ensembles, which exhibit a rich phase structure encompassing ergodic, fractal, and localized regimes.…
We offer a spectral analysis for a class of transfer operators. These transfer operators arise for a wide range of stochastic processes, ranging from random walks on infinite graphs to the processes that govern signals and recursive wavelet…
This paper considers a generalization of Gaussian random field with covariance function of Whittle-Mat$\acute{\text{e}}$rn family. Such a random field can be obtained as the solution to the fractional stochastic differential equation with…
Let $X=\{X(t),t\in\mathrm{R}^N\}$ be a centered real-valued operator-scaling Gaussian random field with stationary increments, introduced by Bierm\'{e}, Meerschaert and Scheffler (Stochastic Process. Appl. 117 (2007) 312-332). We prove that…
We study the local regularity and multifractal nature of the sample paths of jump diffusion processes, which are solutions to a class of stochastic differential equations with jumps. This article extends the recent work of Barral {\it et…
The basic object we consider is a certain model of continuum random tree, called the stable tree. We construct a fragmentation process $(F^-(t), t>=0)$ out of this tree by removing the vertices located under height $t$. Thanks to a…
The phase ordering dynamics of coupled chaotic maps on fractal networks are investigated. The statistical properties of the systems are characterized by means of the persistence probability of equivalent spin variables that define the…
Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition…
We consider the fragmentation process with mass loss and discuss self-similar properties of the arising structure both in time and space, focusing on dimensional analysis. This exhibits a spectrum of mass exponents $\theta$, whose exact…
Highly nonlinear behavior of a system of discrete sites on a lattice is observed when a specific feedback loop is introduced into models employing coupled map lattices, quantum cellular automata, or the real-valued analogues of the latter.…
The paper addresses the question whether a random functional, a map from a set $E$ into the space of real-valued measurable functions on a probability space, has a measurable version with values in ${\mathbb R}^E$. Similarly, one may ask…
For $(X_t)$ a two-sided $\alpha$-stable moving average, this paper studies the conditional distribution of future paths given a piece of observed trajectory when the process is far from its central values. Under this framework, vectors of…