Related papers: Irregularity scales for Gaussian processes: Hausdo…

Axially symmetric processes on spheres, for which the second-order dependency structure may substantially vary with shifts in latitude, are a prominent alternative to model the spatial uncertainty of natural variables located over large…

Let $Z^H= \{Z^H(t), t \in \R^N\}$ be a real-valued $N$-parameter harmonizable fractional stable sheet with index $H = (H_1, \ldots, H_N) \in (0, 1)^N$. We establish a random wavelet series expansion for $Z^H$ which is almost surely…

Random systems of curves exhibiting fluctuating features on arbitrarily small scales ($\delta$) are often encountered in critical models. For such systems it is shown that scale-invariant bounds on the probabilities of crossing events imply…

A strong law of large numbers for $d$-dimensional random projections of the $n$-dimensional cube is derived. It shows that with respect to the Hausdorff distance a properly normalized random projection of $[-1,1]^n$ onto $\mathbb{R}^d$…

Let $(X_t)_{t\ge0}$ be a Feller process generated by a pseudo-differential operator whose symbol satisfies $\|p(\cdot,\xi)\|_\infty\le c(1+|\xi|^2)$ and $p(\cdot,0)\equiv0.$ We prove that, for a large class of examples, the Hausdorff…

We consider an infinite extension $K$ of a local field of zero characteristic which is a union of an increasing sequence of finite extensions. $K$ is equipped with an inductive limit topology; its conjugate $\bar{K}$ is a completion of $K$…

This paper addresses the Bayesian calibration of dynamic models with parametric and structural uncertainties, in particular where the uncertain parameters are unknown/poorly known spatio-temporally varying subsystem models. Independent…

Let $\mu$ and $\nu$ be two Borel probability measures on two separable metric spaces $\X$ and $\Y$ respectively. For $h, g$ be two Hausdorff functions and $q\in \R$, we introduce and investigate the generalized pseudo-packing measure…

Given a measure $\nu$ on a regular planar domain $D$, the Gaussian multiplicative chaos measure of $\nu$ studied in this paper is the random measure ${\widetilde \nu}$ obtained as the limit of the exponential of the $\gamma$-parameter…

We consider measures which are invariant under a measurable iterated function system with positive, place-dependent probabilities in a separable metric space. We provide an upper bound of the Hausdorff dimension of such a measure if it is…

This paper extends some results of [M5] and [M3], in particular, removing assumptions of positive lower density. We give conditions on a general family $P_{\lambda}:\mathbb{R}^{n}\to\mathbb{R}^{m}, \lambda \in \Lambda,$ of orthogonal…

Let $g_0$ be a smooth pinched negatively curved Riemannian metric on a complete surface $N$, and let $\Lambda_0$ be a basic hyperbolic set of the geodesic flow of $g_0$ with Hausdorff dimension strictly smaller than two. Given a small…

Let $X = G/\Gamma$, where $G$ is a Lie group and $\Gamma$ is a lattice in $G$, and let $U$ be a subset of $X$ whose complement is compact. We use the exponential mixing results for diagonalizable flows on $X$ to give upper estimates for the…

We consider SDEs of the form $dX_t = |f(X_t)|/t^{\gamma} dt+1/t^{\gamma} dB_t$, where $f(x)$ behaves comparably to $|x|^k$ in a neighborhood of the origin, for $k\in [1,\infty)$. We show that there exists a threshold value…

Let $X_1,\dots,X_n$ be independent centered random vectors in $\mathbb{R}^d$. This paper shows that, even when $d$ may grow with $n$, the probability $P(n^{-1/2}\sum_{i=1}^nX_i\in A)$ can be approximated by its Gaussian analog uniformly in…

Let $\gamma\in (0,2)$, let $h$ be the planar Gaussian free field, and let $D_h$ be the associated $\gamma$-Liouville quantum gravity (LQG) metric. We prove that for any random Borel set $X \subset \mathbb{C}$ which is independent from $h$,…

Let $X= \{X(t), t \in \R^N\}$ be a Gaussian random field with values in $\R^d$ defined by \[ X(t) = \big(X_1(t),..., X_d(t)\big),\qquad t \in \R^N, \] where $X_1, ..., X_d$ are independent copies of a real-valued, centered, anisotropic…

Let $A$ be a limsup random fractal with indices $\gamma_1, ~\gamma_2 ~$and $\delta$ on $[0,1]^d$. We determine the hitting probability $\mathbb{P}(A\cap G)$ for any analytic set $G$ with the condition $(\star)$$\colon$ $\dim_{\rm…

We prove that if a topological dynamical system $(X,T)$ is surjective and has the vague specification property, then its ergodic measures are dense in the space of all invariant measures. The vague specification property generalises Bowen's…

The classical Painlev\'e theorem tells that sets of zero length are removable for bounded analytic functions, while (some) sets of positive length are not. For general $K$-quasiregular mappings in planar domains the corresponding critical…