Related papers: Multifractal analysis of measures arising from ran…
We establish the Level-1 and Level-3 Large Deviation Principles (LDPs) for invariant measures on shift spaces over finite alphabets under very general decoupling conditions for which the thermodynamic formalism does not apply. Such…
We derive the extended fluctuation theorems in presence of multiple measurements and feedback, when the system is governed by Hamiltonian dynamics. We use only the forward phase space trajectories in the derivation. However, to obtain an…
Tilings and point sets arising from substitutions are classical mathematical models of quasicrystals. Their hierarchical structure allows one to obtain concrete answers regarding spectral questions tied to the underlying measures and…
Under mild conditions, it is possible to obtain, from almost purely measure-theoretic considerations and without any specific reference to stochastic processes, a change-of-measures result, resembling the usual Radon-Nikod\'ym change of…
We adopt methods from statistical field theory to stochastic inflation. For the example of a free test field in de Sitter and power-law inflation, the power spectrum of long-wavelength fluctuations is computed. We study its dependence on…
We calculate perturbatively the multifractality spectrum of wave-functions in critical random matrix ensembles in the regime of weak multifractality. We show that in the leading order the spectrum is universal, while the higher order…
Multifractal analysis has become a standard signal processing tool,for which a promising new formulation, the p-leader multifractal formalism, has recently been proposed. It relies on novel multiscale quantities, the p-leaders, defined as…
We introduce an event based framework of directional changes and overshoots to map continuous financial data into the so-called Intrinsic Network - a state based discretisation of intrinsically dissected time series. Defining a method for…
A natural representation of random graphs is the random measure. The collection of product random measures, their transformations, and non-negative test functions forms a general representation of the collection of non-negative weighted…
In this paper we construct measures supported in $[0,1]$ with prescribed multifractal spectrum. Moreover, these measures are homogeneously multifractal (HM, for short), in the sense that their restriction on any subinterval of $[0,1]$ has…
Multivariate functional data can be intrinsically multivariate like movement trajectories in 2D or complementary like precipitation, temperature, and wind speeds over time at a given weather station. We propose a multivariate functional…
The standard calculation of the spectrum of density perturbations produced during inflation assumes that there is only one real dynamical degree of freedom during inflation. However, there is no reason to believe that this is actually the…
Entropy-like functionals on operator algebras have been studied since the pioneering work of von Neumann, Umegaki, Lindblad, and Lieb. The most well-known are the von Neumann entropy $trace (\rho\log \rho)$ and a generalization of the…
A class of multivariate spectral representations for real-valued nonstationary random variables is introduced, which is characterised by a general complex Gaussian distribution. In this way, the temporal signal properties -- harmonicity,…
This paper investigates asymptotic properties of multifractal products of random fields. The obtained limit theorems provide sufficient conditions for the convergence of cumulative fields in the spaces $L_q.$ New results on the rate of…
As a guiding example, the diffraction measure of a random local mixture of the two classic Fibonacci substitutions is determined and reanalysed via self-similar measures of Hutchinson type, defined by a finite family of contractions. Our…
There are given sufficient conditions under which mixtures of dilations of L\'evy spectral measures, on a Hilbert space, are L\'evy measures again. We introduce some random integrals with respect to infinite dimensional L\'evy processes,…
The tight-binding model for a chain, where the hopping constants follow a Fibonacci sequence, predicts multifractality in the spectrum and wavefunctions. Experimentally, we realize this model by chains of small dielectric resonators with…
We construct perturbation series for the q-th moment of eigenfunctions of various critical random matrix ensembles in the strong multifractality regime close to localization. Contrary to previous investigations, our results are valid in the…
We prove a new general multiplicity estimate applicable to sets of functions without any assumption on algebraic independence. The multiplicity estimates are commonly used in determining measures of algebraic independence of values of…