Related papers: Assouad dimension of random processes
Using complex analysis techniques we obtain precise asymptotic approximations for the kernels corresponding to the symmetric $\alpha$-stable processes and their fractional derivatives. We apply our method to general L\'evy processes whose…
Some problems in the theory and applications of stochastic processes can be reduced to solving integral equations. While explicit solutions for these equations are often elusive, valuable insights can be gained through their asymptotic…
For a finite random graph, we defined a simple model of statistical mechanics. We obtain an annealed asymptotic result for the random partition function for this model on finite random graphs as n; the size of the graph is very large. To…
In this paper, we construct a subset of $\mathbb{R}^d$ which asymptotically and omnidirectionally contains arithmetic progressions but has Assouad dimension 1. More precisely, we say that $F$ asymptotically and omnidirectionally contains…
We explicitly calculate the Hausdorff dimension of the graph and range of an isotropic stable L\'{e}vy process $X$ plus deterministic drift function $f$. For that purpose we use a restricted version of the genuine Hausdorff dimension which…
For any real-valued stochastic process X with c\`adl\`ag paths we define non-empty family of processes, which have finite total variation, have jumps of the same order as the process X and uniformly approximate its paths: This allows to…
Let $B$ be a $d$-dimensional Gaussian process on $\mathbb{R}$, where the component are independents copies of a scalar Gaussian process $B_0$ on $\mathbb{R}_+$ with a given general variance function…
Large graphs are sometimes studied through their degree sequences (power law or regular graphs). We study graphs that are uniformly chosen with a given degree sequence. Under mild conditions, it is shown that sequences of such graphs have…
We consider a general d-dimensional Levy-type process with killing. Combining the classical Dyson series approach with a novel polynomial expansion of the generator A(t) of the Levy-type process, we derive a family of asymptotic…
This paper is part of a project that aims at modelling wave propagation in random media by means of Fourier integral operators. A partial aspect is addressed here, namely explicit models of stochastic, highly irregular transport speeds in…
Stochastic processes are considered on free loop spaces, geometric loop and diffeomorphism groups of real and complex manifolds. They are used for investigations of Wiener differentiable quasi-invariant measures on such groups relative to…
We present an outline of the theory of certain L\'evy-driven, multivariate stochastic processes, where the processes are represented by rational transfer functions (Continuous-time AutoRegressive Moving Average or CARMA models) and their…
Building upon [1], this study aims to introduce fractal geometry into graph theory, and to establish a potential theoretical foundation for complex networks. Specifically, we employ the method of substitution to create and explore…
This paper aims at semi-parametrically estimating the input process to a L\'evy-driven queue by sampling the workload process at Poisson times. We construct a method-of-moments based estimator for the L\'evy process' characteristic…
We introduce a new dimension spectrum motivated by the Assouad dimension; a familiar notion of dimension which, for a given metric space, returns the minimal exponent $\alpha\geq 0$ such that for any pair of scales $0<r<R$, any ball of…
We deal with a random graph model evolving in discrete time steps by duplicating and deleting the edges of randomly chosen vertices. We prove the existence of an a.s. asymptotic degree distribution, with streched exponential decay; more…
We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…
We consider the problem of modelling restricted interactions between continuously-observed time series as given by a known static graph (or network) structure. For this purpose, we define a parametric multivariate Graph Ornstein-Uhlenbeck…
In this short note we define a Poissonian model of directed random graphs which generalises the undirected Poissonian random graph process introduced in [Norros, I.; Reittu, H. "On a conditionally Poissonian graph process." Adv. in Appl.…
We study the fine scaling properties of sets satisfying various weak forms of invariance. For general attractors of possibly overlapping bi-Lipschitz iterated function systems, we establish that the Assouad dimension is given by the…