Related papers: Nonuniform Markov geometric measures
We have built a new kind of manifolds which leads to an alternative new geometrical space. The study of the nowhere differentiable functions via a family of mean functions leads to a new characterization of this category of functions. A…
We provide explicit nonasymptotic estimates for the rate of convergence of empirical means of Markov chains, together with a Gaussian or exponential control on the deviations of empirical means. These estimates hold under a "positive…
Functional inequalities such as the Poincar\'e and log-Sobolev inequalities quantify convergence to equilibrium in continuous-time Markov chains by linking generator properties to variance and entropy decay. However, many applications,…
We present a generalisation of the theory of iterated function systems and associated fractals to the setting of noncommutative geometry. Along the way, we discuss some ideas surrounding locally compact noncommutative metric spaces.
Noncommutative geometry allows to unify the basic building blocks of particle physics, Yang-Mills-Higgs theory and General relativity, into a single geometrical framework. The resulting effective theory constrains the couplings of the…
We generalize Bonahon's characterization of geometrically infinite torsion-free discrete subgroups of PSL(2, $\mathbb{C}$) to geometrically infinite discrete isometry subgroups in the case of rank 1 symmetric spaces, and, under the…
We show that certain iteration systems lead to fractal measures admitting exact orthogonal harmonic analysis.
It is shown that for a non-unitary twist of a Fuchsian group, which is unitary at the cusps, Eisenstein series converge in some half-plane. It is shown that invariant integral operators provide a spectral decomposition of the space of cusp…
This paper is concerned with ergodic properties of inhomogeneous Markov processes. Since the transition probabilities depend on initial times, the existing methods to obtain invariant measures for homogeneous Markov processes are not…
We investigate Gaussian actions through the study of their crossed-product von Neumann algebra. The motivational result is Chifan and Ioana's ergodic decomposition theorem for Bernoulli actions (Ergodic subequivalence relations induced by a…
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…
Dai Pra et al studied two notions of monotonicity for continuous-time Markov processes on a finite partially ordered set (poset), and conjectured that monotonicity equivalence holds for a poset of W-glued diamond, and that there is no other…
We investigate stochastic processes that generalize geometric Brownian motion, focusing on cases where the standard invariant measure, i.e. the solution of the stationary Fokker-Planck equation does not necessarily exist. We demonstrate…
In this paper, random and stochastic processes are defined on fractal curves. Fractal calculus is used to define cumulative distribution function, probability density function, moments, variance and correlation function of stochastic…
We study the Markov chain on $\mathbf{F}_p$ obtained by applying a function $f$ and adding $\pm\gamma$ with equal probability. When $f$ is a linear function, this is the well-studied Chung--Diaconis--Graham process. We consider two cases:…
We study one-sided Markov shifts, corresponding to positively recurrent Markov chains with countable (finite or infinite) state spaces. The following classification problem is considered: when two one-sided Markov shifts are isomorphic up…
Concerning Numerical Stochastic Perturbation Theory, we discuss the convergence of the stochastic process (idea of the proof, features of the limit distribution, rate of convergence to equilibrium). Then we also discuss the expected…
Fractal geometry is the study of sets which exhibit the same pattern at multiple scales. Developing tools to study these sets is of great interest. One step towards developing some of these tools is recognizing the duality between…
We study the geometric properties of random multiplicative cascade measures defined on self-similar sets. We show that such measures and their projections and sections are almost surely exact-dimensional, generalizing Feng and Hu's result…
We show the variational convergence of an irreversible Markov jump process describing a finite stochastic particle system to the solution of a countable infinite system of deterministic time-inhomogeneous quadratic differential equations…