Related papers: On the multivariate multifractal formalism: exampl…
We compute the Hausdorff multifractal spectrum of two versions of multistable L{\'e}vy motions. These processes extend classical L{\'e}vy motion by letting the stability exponent $\alpha$ evolve in time. The spectra provide a decomposition…
Let $f$ be a holomorphic endomorphism of $\mathbb{C}\mathbb{P}^k$ of algebraic degree at least $2$ and let $X \subseteq \mathbb{C}\mathbb{P}^k$ be an uniformly expanding set. In this paper, we study multifractal analysis of equilibrium…
Multifractals are inhomogeneous measures (or functions) which are typically described by a full spectrum of real dimensions, as opposed to a single real dimension. Results from the study of fractal strings in the analysis of their geometry,…
We introduced a new continued fraction expansions in our previous paper. For these expansions, we show formulae of probability about incomplete quotients. Furthermore, we prove the existence of invariant measures with respect to the…
In this paper, we perform a multifractal analysis of Birkhoff averages for interval maps with finitely many branches and parabolic fixed points. Using the thermodynamic approach, we strengthen the results of Johansson et al. on the…
In the present work, we give a new {\it multifractal formalism} for which the classical multifractal formalism does not hold. We precisely introduce and study a multifractal formalism based on the Hewitt-Stromberg measures and that this…
In this article we study the influence of regularly varying probability measures on additive and multiplicative Boolean convolutions. We introduce the notion of Boolean subexponentiality (for additive Boolean convolution), which extends the…
The asymptotic normality of the maximum likelihood estimator (MLE) under regularity conditions is a cornerstone of statistical theory. In this paper, we give explicit upper bounds on the distributional distance between the distribution of…
We quantify the pointwise doubling properties of self-similar measures using the notion of pointwise Assouad dimension. We show that all self-similar measures satisfying the open set condition are pointwise doubling in a set of full…
We show the relevance of a multifractal-type analysis for pointwise convergence and divergence properties of wavelet series: Depending on the sequence space which the wavelet coefficients sequence belongs to, we obtain deterministic upper…
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 problem of binary hypothesis testing between two probability measures is considered. New sharp bounds are derived for the best achievable error probability of such tests based on independent and identically distributed observations.…
This paper introduces an extension to the normal distribution through the polar method to capture bimodality and asymmetry, which are often observed characteristics of empirical data. The later two features are entirely controlled by a…
We consider the multifractal formalism for the dynamics of semigroups of rational maps on the Riemann sphere and random complex dynamical systems. We elaborate a multifractal analysis of level sets given by quotients of Birkhoff sums with…
An approach to testing theories describing a multiverse, that has gained interest of late, involves comparing theory-generated probability distributions over observables with their experimentally measured values. It is likely that such…
We explore the consequences of a set of axioms which extend Scarsini's axioms for bivariate measures of concordance to the multivariate case and exhibit the following results: (1) A method of extending measures of concordance from the…
We show for very general classes of measures on locally compact second countable groups that every Borel measurable quasimorphism is at bounded distance from a quasi-biharmonic one. This allows us to deduce non-degenerate central limit…
We study self-similar measures in $\mathbb{R}$ satisfying the weak separation condition along with weak technical assumptions which are satisfied in all known examples. For such a measure $\mu$, we show that there is a finite set of concave…
Under the formalism of annealed averaging of the partition function, a type of random multifractal measures with their multipliers satisfying exponentially distributed is investigated in detail. Branching emerges in the curve of generalized…
We obtain new lower and upper bounds for probabilities of unions of events.These bounds are sharp. They are stronger than earlier ones. General bounds maybe applied in arbitrary measurable spaces.We have improved the method that has been…