Related papers: Assouad dimension of random processes

In this work we first introduce quasi-infinitely divisible (QID) random measures and formulate spectral representations. Then, we introduce QID stochastic integrals and present integrability conditions and continuity properties. Further, we…

This article introduces Levy-driven graph supOU processes, a parsimonious parametrisation for high-dimensional time series in which dependence between components is governed by a graph structure. Specifically, the model bridges short- and…

The Gaussian entire function is a random entire function, characterised by a certain invariance with respect to isometries of the plane. We study the fluctuations of the increment of the argument of the Gaussian entire function along planar…

We study the application of graph random features (GRFs) - a recently introduced stochastic estimator of graph node kernels - to scalable Gaussian processes on discrete input spaces. We prove that (under mild assumptions) Bayesian inference…

The authors have recently defined the R\'enyi information dimension rate $d(\{X_t\})$ of a stationary stochastic process $\{X_t,\,t\in\mathbb{Z}\}$ as the entropy rate of the uniformly-quantized process divided by minus the logarithm of the…

Random invariant manifolds often provide geometric structures for understanding stochastic dynamics. In this paper, a dynamical approximation estimate is derived for a class of stochastic partial differential equations, by showing that the…

In this article we study existence of pathwise stochastic integrals with respect to a general class of $n$-dimensional Gaussian processes and a wide class of adapted integrands. More precisely, we study integrands which are functions that…

We treat observable operator models (OOM) and their non-commutative generalisation, which we call NC-OOMs. A natural characteristic of a stochastic process in the context of classical OOM theory is the process dimension. We investigate its…

We show that the set defined by digit restrictions contains arbitrarily long arithmetic progressions if and only if its Assouad dimension is one. Moreover, we show that for any $0\le s\le 1$, there exists some set on $\mathbb{R}$ with…

We characterize some asymptotic properties of edge exchangeable random graphs in terms of the measure used to generate them. In particular, we give a necessary and sufficient condition for eventual forever connectedness, a sufficient…

We derive a necessary and sufficient condition for stochastic processes to have almost periodic finite dimensional distributions; in particular, we obtain characterizations for infinitely divisible processes to be almost periodic in terms…

The concept of dimension is essential to grasp the complexity of data. A naive approach to determine the dimension of a dataset is based on the number of attributes. More sophisticated methods derive a notion of intrinsic dimension (ID)…

We investigate several aspects of the Assouad dimension and the lower dimension, which together form a natural `dimension pair'. In particular, we compute these dimensions for certain classes of self-affine sets and quasi-self-similar sets…

We study the stochastic parallel dynamics of Ising spin systems defined on finitely connected directed random graphs with arbitrary degree distributions, using generating functional analysis. For fully asymmetric graphs the dynamics of the…

We study monotone and convex stochastic orders for processes with independent increments. Our contributions are twofold: First, we relate stochastic orders of the Poisson component to orders of their (generalized) L\'evy measures. The…

The goal of this paper is to clarify when a semilinear stochastic partial differential equation driven by L\'evy processes admits an affine realization. Our results are accompanied by several examples arising in natural sciences and…

Consider a stationary Poisson point process in $\mathbb{R}^d$ and connect any two points whenever their distance is less than or equal to a prescribed distance parameter. This construction gives rise to the well known random geometric…

We investigate in this paper the estimation of Gaussian graphs by model selection from a non-asymptotic point of view. We start from a n-sample of a Gaussian law P_C in R^p and focus on the disadvantageous case where n is smaller than p. To…

What is the analogue of L\'evy processes for random surfaces? Motivated by scaling limits of random planar maps in random geometry, we introduce and study L\'evy looptrees and L\'evy maps. They are defined using excursions of general L\'evy…

We prove that any stationary random graph satisfying a growth condition and having positive entropy almost surely admits an infinite dimensional space of bounded harmonic functions. Applications to random infinite planar triangulations and…