Related papers: Fractal behavior of multivariate operator-self-sim…
We establish properties of a new type of fractal which has partial self similarity at all scales. For any collection of iterated functions systems with an associated probability distribution and any positive integer V there is a…
We give the first example of a connected 4-regular graph whose Laplace operator's spectrum is a Cantor set, as well as several other computations of spectra following a common ``finite approximation'' method. These spectra are simple…
We compute spectra of sample auto-covariance matrices of second order stationary stochastic processes. We look at a limit in which both the matrix dimension $N$ and the sample size $M$ used to define empirical averages diverge, with their…
In the single-scattering theory of electromagnetic radiation, the {\it fractal regime} is a definite range in the photon momentum-transfer $q$, which is characterized by the scaling-law behavior of the structure factor: $S(q) \propto…
The initial conditions of cosmological simulations are commonly drawn from a Gaussian ensemble. The limited number of modes inside a simulation volume gives rise to statistical fluctuations known as \textit{sample variance}, limiting the…
The scaling properties of oil price fluctuations are described as a non-stationary stochastic process realized by a time series of finite length. An original model is used to extract the scaling exponent of the fluctuation functions within…
Covariance matrix of heights measured relative to the average height of a growing self-affine surface in the steady state are investigated in the framework of random matrix theory. We show that the spectral density of the covariance matrix…
We present a unified dynamical mean-field theory for stochastic self-organized critical models. We use a single site approximation and we include the details of different models by using effective parameters and constraints. We identify the…
We study operators on rooted graphs with a certain spherical homogeneity. These graphs are called path commuting and allow for a decomposition of the adjacency matrix and the Laplacian into a direct sum of Jacobi matrices which reflect the…
Sample correlation matrices are employed ubiquitously in statistics. However, quite surprisingly, little is known about their asymptotic spectral properties for high-dimensional data, particularly beyond the case of "null models" for which…
The completely positive maps, a generalization of the nonnegative matrices, are a well-studied class of maps from $n\times n$ matrices to $m\times m$ matrices. The existence of the operator analogues of doubly stochastic scalings of…
We extend results of Y. Benoist and J.-F. Quint concerning random walks on homogeneous spaces of simple Lie groups to the case where the measure defining the random walk generates a semigroup which is not necessarily Zariski dense, but…
Multifractal properties of the distribution of topological invariants for a model of trajectories randomly entangled with a nonsymmetric lattice of obstacles are investigated. Using the equivalence of the model to random walks on a locally…
Starting from the equation of motion of the quantum operator of a real scalar field phi in de Sitter space-time, a simple differential equation is derived which describes the evolution of quantum fluctuations <phi^2> of this field. Full de…
We introduce a general framework for studying fields equipped with operators, given as co-ordinate functions of homomorphisms into a local algebra $\mathcal{D}$, satisfying various compatibility conditions that we denote by $\Gamma$ and…
Max-stable random fields play a central role in modeling extreme value phenomena. We obtain an explicit formula for the conditional probability in general max-linear models, which include a large class of max-stable random fields. As a…
Linear Multifractional Stable Motion (LMSM), denoted by $\{Y(t):t\in\R\}$, has been introduced by Stoev and Taqqu in 2004-2005, by substituting to the constant Hurst parameter of a classical Linear Fractional Stable Motion (LFSM), a…
We present a general class of spatio-temporal stochastic processes describing the causal evolution of a positive-valued field in space and time. The field construction is based on independently scattered random measures of Levy type whose…
Regularity estimates for an integral operator with a symmetric continuous kernel on a convex bounded domain are derived. The covariance of a mean-square continuous random field on the domain is an example of such an operator. The estimates…
We treat the effects of quantum field fluctuations on the decay of a meta-stable state of a self-coupled scalar field. We consider two varieties of field fluctuations and their potential effects in a semiclassical description. The first are…