English
Related papers

Related papers: Multifractal analysis of random weak Gibbs measure…

200 papers

The multifractal formalism characterizes the scaling properties of a physical density rho as a function of the distance L. To each singularity alpha of the field is attributed a fractal dimension for its support f(alpha). An alternative…

Chaotic Dynamics · Physics 2009-11-10 Stephane Roux , Mogens H. Jensen

In this paper, by proposing two new kinds of distributional uncertainty sets, we explore robustness of distortion risk measures against distributional uncertainty. To be precise, we first consider a distributional uncertainty set which is…

Risk Management · Quantitative Finance 2025-08-15 Xiangyu Han , Yijun Hu , Ran Wang , Linxiao Wei

Multifractal analysis of multiplicative random cascades is revisited within the framework of {\em mixed asymptotics}. In this new framework, statistics are estimated over a sample which size increases as the resolution scale (or the…

Probability · Mathematics 2008-05-05 Emmanuel Bacry , Arnaud Gloter , Marc Hoffmann , Jean-Francois Muzy

We investigate multiscale Gibbs measures from a variational and probabilistic viewpoint, focusing on the structural asymmetry among conditional entropies that characterizes their construction. We show how this asymmetry emerges both from…

Mathematical Physics · Physics 2025-12-23 Francesco Camilli , Pierluigi Contucci , Emanuele Mingione

A general approach to the measurement of an observable with pre- and post-selection is presented. The limit of weak measurement is studied in detail, and it is shown that the phase of the probe, including a Hamiltonian contribution to it,…

Quantum Physics · Physics 2008-04-19 Antonio Di Lorenzo , J. Carlos Egues

In this paper we propose a new model of random graph directed fractals that extends the current well-known model of random graph directed iterated function systems, $V$-variable attractors, and fractal and Mandelbrot percolation. We study…

Metric Geometry · Mathematics 2019-12-23 Sascha Troscheit

For a Borel measure and a sequence of partitions on the unit interval, we define a multifractal spectrum based on coarse Holder regularity. Specifically, the coarse Holder regularity values attained by a given measure and with respect to a…

Mathematical Physics · Physics 2011-04-28 Kate E. Ellis , Michel L. Lapidus , Michael C. Mackenzie , John A. Rock

We introduce a local multifractal formalism adapted to functions, measures or distributions which display multifractal characteristics that can change with time, or location. We develop this formalism in a general framework and we work out…

Classical Analysis and ODEs · Mathematics 2012-09-19 Julien Barral , Arnaud Durand , Stéphane Jaffard , Stéphane Seuret

"Weak measurements" -- involving a weak unitary interaction between a quantum system and a meter followed by a projective measurement -- are investigated when the system has a non-Hermitian Hamiltonian. We show in particular how the…

Quantum Physics · Physics 2012-12-21 A. Matzkin

In this paper we study the dependence of geometric properties of Radon measures, such as Hausdorff dimension and rectifiability of singular sets, on the wavefront set. This is achieved by adapting the method of Brummelhuis to the…

Analysis of PDEs · Mathematics 2020-04-16 Rami Ayoush , Michał Wojciechowski

For a dynamical system, we study the set of points $\cal W$ whose orbit approximates any chosen point at certain specified rates. Our basic setting is that of left shift acting on topological Markov chains endowed with a local weak Gibbs…

Dynamical Systems · Mathematics 2016-06-09 María Victoria Melián Pérez

We discuss recent results of the replica approach to statistical mechanics of a single classical particle placed in a random N(>>1)-dimensional Gaussian landscape. The particular attention is paid to the case of landscapes with…

Disordered Systems and Neural Networks · Physics 2008-01-07 Yan V Fyodorov

We consider a special class of weak dependent random variables with control on covariances of Lipschitz transformations. This class includes, but is not limited to, positively, negatively associated variables and a few other classes of…

Probability · Mathematics 2017-02-06 Idir Arab , Paulo Eduardo Oliveira

The isotropy of multiples of Pfister forms is studied. In particular, an improved lower bound on the value of their first Witt index is obtained. This result and certain of its corollaries are applied to the study of the weak isotropy index…

Number Theory · Mathematics 2012-08-03 James O'Shea

Gaussian random vectors exhibit the loss of dimension phenomena, which relate to their joint survival tail behaviour. Besides, the fact that the components of such vectors are light-tailed complicates the approximations of various…

Risk Management · Quantitative Finance 2018-10-09 E. Hashorva

This paper is devoted to study multifractal analysis of quotients of Birkhoff averages for countable Markov maps. We prove a variational principle for the Hausdorff dimension of the level sets. Under certain assumptions we are able to show…

Dynamical Systems · Mathematics 2018-09-18 Godofredo Iommi , Thomas Jordan

We calculate rigorous bounds on the Hausdorff dimension of the attractor at the accumulation of the period-doubling cascade for families of maps with quadratic, cubic, and quartic critical point. To do this, we express the attractors as the…

Dynamical Systems · Mathematics 2021-02-23 Andrew D Burbanks , Andrew H Osbaldestin , Judi A Thurlby

The local magnetization in the one-dimensional random-field Ising model is essentially the sum of two effective fields with multifractal probability measure. The probability measure of the local magnetization is thus the convolution of two…

Disordered Systems and Neural Networks · Physics 2009-11-07 Thomas Nowotny , Ulrich Behn

The aim of this paper is to obtain an estimation of Hausdorff as well as fractal dimensions of random attractors for a class of stochastic partial differential equations with delay. The stochastic equation is first transformed into a…

Probability · Mathematics 2023-02-14 Wenjie Hu , Tomás Caraballo

The genuine multiparticle negativity is a measure of genuine multiparticle entanglement which can be computed numerically. We present several results how this entanglement measure can be characterized analytically. First, we show that with…

Quantum Physics · Physics 2014-05-01 Martin Hofmann , Tobias Moroder , Otfried Gühne