Related papers: Multifractal Formalism from Large Deviations

Large deviation principles are established for the two-parameter Poisson-Dirichlet distribution and two-parameter Dirichlet process when parameter $\theta$ approaches infinity. The motivation for these results is to understand the…

The familiar cascade measures are sequences of random positive measures obtained on $[0,1]$ via $b$-adic independent cascades. To generalize them, this paper allows the random weights invoked in the cascades to take real or complex values.…

The paper studies solutions of stochastic partial differential equations with random initial conditions. First, it overviews some of the known results on scaled solutions of such equations and provides several explicit motivating examples.…

Khinchin proved that the arithmetic mean of continued fraction digits of Lebesgue almost every irrational number in $(0,1)$ diverges to infinity. Hence, none of the classical limit theorems such as the weak and strong laws of large numbers…

In this paper we consider a generalized classical mechanics with fractional derivatives. The generalization is based on the time-clock randomization of momenta and coordinates taken from the conventional phase space. The fractional…

A canonical formalism for higher-derivative theories is presented on the basis of Dirac's method for constrained systems. It is shown that this formalism shares a path integral expression with Ostrogradski's canonical formalism.

The statistical properties of velocity and acceleration fields along the trajectories of fluid particles transported by a fully developed turbulent flow are investigated by means of high resolution direct numerical simulations. We present…

We establish a large deviation principle for the solutions of a class of stochastic partial differential equations with non-Lipschitz continuous coefficients. As an application, the large deviation principle is derived for super-Brownian…

We consider the set M_n of all n-truncated power moment sequences of probability measures on [0,1]. We endow this set with the uniform probability. Picking randomly a point in M_n, we show that the upper canonical measure associated with…

This paper is devoted to establish an invariance principle where the limit process is a multifractional Gaussian process with a multifractional function which takes its values in $(1/2,1)$. Some properties, such as regularity and local…

We prove a large deviation principle for the point process associated to $k$-element connected components in $\mathbb R^d$ with respect to the connectivity radii $r_n\to\infty$. The random points are generated from a homogeneous Poisson…

This work focuses on multivalued stochastic differential equations with jumps. First, by employing the weak convergence approach, we establish the Freidlin-Wentzell uniform large deviation principle and the Dembo-Zeitouni uniform large…

In this article, we investigate the bivariate multifractal analysis of pairs of Borel probability measures. We prove that, contrarily to what happens in the univariate case, the natural extension of the Legendre spectrum does not yield an…

We analyze invariant measures of two coupled piecewise linear and everywhere expanding maps on the synchronization manifold. We observe that though the individual maps have simple and smooth functions as their stationary densities, they…

We prove large deviations principles for spectral measures of perturbed (or spiked) matrix models in the direction of an eigenvector of the perturbation. In each model under study, we provide two approaches, one of which relying on large…

Consider a high-dimensional linear regression problem, where the number of covariates is larger than the number of observations and the interest is in estimating the conditional variance of the response variable given the covariates. A…

We prove a large deviation principle for the slow-fast rough differential equations under the controlled rough path framework. The driver rough paths are lifted from the mixed fractional Brownian motion with Hurst parameter $H\in…

We investigate multifractal regularity for infinite conformal iterated function systems (cIFS). That is we determine to what extent the multifractal spectrum depends continuously on the cIFS and its thermodynamic potential. For this we…

Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…

Given an $n$-dimensional random vector $X^{(n)}$ , for $k < n$, consider its $k$-dimensional projection $\mathbf{a}_{n,k}X^{(n)}$, where $\mathbf{a}_{n,k}$ is an $n \times k$-dimensional matrix belonging to the Stiefel manifold…