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This paper proves sharp bounds on the tails of the L\'evy exponent of an operator semistable law on $\mathbb R^d$. These bounds are then applied to explicitly compute the Hausdorff and packing dimensions of the range, graph, and other…

Probability · Mathematics 2018-06-15 Peter Kern , Mark M. Meerschaert , Yimin Xiao

We achieve the multifractal analysis of a class of complex valued statistically self-similar continuous functions. For we use multifractal formalisms associated with pointwise oscillation exponents of all orders. Our study exhibits new…

Mathematical Physics · Physics 2015-05-13 Julien Barral , Xiong Jin

Self-similar sets with open set condition, the linear objects of fractal geometry, have been considered mainly for crystallographic data. Here we introduce new symmetry classes in the plane, based on rotation by irrational angles. Examples…

Metric Geometry · Mathematics 2023-01-02 Christoph Bandt , Dmitry Mekhontsev

We consider the following stochastic space-time fractional diffusion equation with vanishing initial condition:$$ \partial^{\beta} u(t, x)=- \left(-\Delta\right)^{\alpha / 2} u(t, x)+ I_{0+}^{\gamma}\left[\dot{W}(t, x)\right],\quad…

Probability · Mathematics 2024-11-20 Yuhui Guo , Jian Song , Ran Wang , Yimin Xiao

In the present paper, we introduce so-called operator-stable-like processes. Roughly speaking, they behave locally like operator-stable processes, but they need not to be homogenous in space. Having shown existence for this class of…

Probability · Mathematics 2024-01-19 Peter Scheffler , Alexander Schnurr , Daniel Schulte

Properties of the phase space of the standard map with memory are investigated. This map was obtained from a kicked fractional differential equation. Depending on the value of the parameter of the map and the fractional order of the…

Chaotic Dynamics · Physics 2015-05-14 Mark Edelman , Vasily E. Tarasov

It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…

Probability · Mathematics 2019-11-19 Anastassia Baxevani , Krzysztof Podgórski

This paper introduces stationary and multi-self-similar random fields which account for stochastic volatility and have type G marginal law. The stationary random fields are constructed using volatility modulated mixed moving average fields…

Probability · Mathematics 2014-02-13 Almut E. D. Veraart

The paper deals with the distribution of eigenvalues of the compact fractal pseudodifferential operator $T^\mu_\tau$, \[ \big( T^\mu_\tau f\big)(x) = \int_{\mathbb{R}^n} e^{-ix\xi} \, \tau(x,\xi) \, \big( f\mu \big)^\vee (\xi) \, \mathrm{d}…

Functional Analysis · Mathematics 2024-05-28 Hans Triebel

The quasienergy spectrum of a Bloch electron affected by dc-ac fields is known to be a fractal function of the so-called electric matching ratio which is the ratio of the ac field frequency and the Bloch frequency. This paper studies a…

Chaotic Dynamics · Physics 2009-10-31 M. Glueck , A. R. Kolovsky , H. J. Korsch

This paper contains a study of multivariate second order stochastic mappings indexed by an abstract set $\Lambda$ in close connection to their operator covariance functions. The characterizations of the normal Hilbert module or of Hilbert…

Functional Analysis · Mathematics 2015-01-27 Pastorel Gaspar , Lorena Popa

Scaling properties of time series are usually studied in terms of the scaling laws of empirical moments, which are the time average estimates of moments of the dynamic variable. Nonlinearities in the scaling function of empirical moments…

Probability · Mathematics 2023-04-24 Marco Zamparo

We consider the binary fragmentation problem in which, at any breakup event, one of the daughter segments either survives with probability $p$ or disappears with probability $1\!-\!p$. It describes a stochastic dyadic Cantor set that…

Statistical Mechanics · Physics 2021-02-10 Rakibur Rahman , Fahima Nowrin , M. Shahnoor Rahman , Jonathan A. D. Wattis , Md. Kamrul Hassan

Multifractal dimensions allow for characterizing the localization properties of states in complex quantum systems. For ergodic states the finite-size versions of fractal dimensions converge to unity in the limit of large system size.…

Statistical Mechanics · Physics 2019-10-30 Arnd Bäcker , Masudul Haque , Ivan M. Khaymovich

We demonstrate that the fractional Laplacian (FL) is the principal characteristic operator of harmonic systems with {\it self-similar} interparticle interactions. We show that the FL represents the "{\it fractional continuum limit}" of a…

Mathematical Physics · Physics 2015-01-26 Thomas Michelitsch , Gérard Maugin , Shahram Derogar , Rahman Mujibur

We study random walks on a family of treelike regular fractals with a trap fixed on a central node. We obtain all the eigenvalues and their corresponding multiplicities for the associated stochastic master equation, with the eigenvalues…

Statistical Mechanics · Physics 2011-11-11 Zhongzhi Zhang , Bin Wu , Guanrong Chen

We give the first specific conjectures on how frequently graphs satisfy sufficient conditions for being uniquely characterized by spectral information. These conjectures arise from a theoretical framework that we developed based on…

Probability · Mathematics 2026-03-31 Nikita Lvov , Alexander Van Werde

We consider the regularity of sample paths of Volterra-L\'{e}vy processes. These processes are defined as stochastic integrals $$ M(t)=\int_{0}^{t}F(t,r)dX(r), \ \ t \in \mathds{R}_{+}, $$ where $X$ is a L\'{e}vy process and $F$ is a…

Probability · Mathematics 2014-05-20 Eyal Neuman

The fractal properties of models of randomly placed $n$-dimensional spheres ($n$=1,2,3) are studied using standard techniques for calculating fractal dimensions in empirical data (the box counting and Minkowski-sausage techniques). Using…

Condensed Matter · Physics 2009-10-28 Daniel A. Hamburger , Ofer Biham , David Avnir

It has been recently shown that randomly charged surfaces can exhibit long range electrostatic interactions even when they are net neutral. These forces depend on the specific realization of charge disorder and thus exhibit sample to sample…

Soft Condensed Matter · Physics 2011-12-30 David S. Dean , Ali Naji , Rudolf Podgornik