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We compute the Wiener chaos decomposition of the signature for a class of Gaussian processes, which contains fractional Brownian motion (fBm) with Hurst parameter H in (1/4, 1). At level 0, our result yields an expression for the expected…

Probability · Mathematics 2023-12-14 Emilio Ferrucci , Thomas Cass

It is shown that elementary excitations in fractal media obey the so-called parastatistics of a variable order. We show that the order of the parastatistics $N(k) $ is a function of wave numbers $k$ which depends on the fractal dimension…

Condensed Matter · Physics 2007-05-23 A. A. Kirillov

We continue our study of the distribution of the maximal number $X^{\ast}_k$ of offsprings amongst all individuals in a critical Galton-Watson process started with $k$ ancestors, treating the case when the reproduction law has a regularly…

Probability · Mathematics 2012-09-19 Jean Bertoin

Let $b$ be a numeration base. A $b$-Niven number is one that is divisible by the sum of its base $b$ digits. We introduce high degree $b$-Niven numbers. These are $b$-Niven numbers that have a power greater than $1$ that is $b$-Niven…

Number Theory · Mathematics 2018-07-10 Viorel Nitica

This paper gives a brief introduction to some important fractional and multifractional Gaussian processes commonly used in modelling natural phenomena and man-made systems. The processes include fractional Brownian motion (both standard and…

Mathematical Physics · Physics 2014-07-01 S. C. Lim , C. H. Eab

Many questions in experimental mathematics are fundamentally inductive in nature. Here we demonstrate how Bayesian inference --the logic of partial beliefs-- can be used to quantify the evidence that finite data provide in favor of a…

Applications · Statistics 2017-06-20 Quentin F. Gronau , Eric-Jan Wagenmakers

Many statistical problems include model parameters that are defined as the solutions to optimization sub-problems. These include classical approaches such as profile likelihood as well as modern applications involving flow networks or…

Methodology · Statistics 2025-03-17 Cheng Zeng , Yaozhi Yang , Jason Xu , Leo L Duan

A gyrokinetic reduction is based on a specific ordering of the different small parameters characterizing the background magnetic field and the fluctuating electromagnetic fields. In this tutorial, we consider the following ordering of the…

Plasma Physics · Physics 2018-07-18 Natalia Tronko , Cristel Chandre

Recently, a generalized Bernoulli process (GBP) was developed as a stationary binary sequence whose covariance function obeys a power law. In this paper, we further develop generalized Bernoulli processes, reveal their asymptotic behaviors,…

Probability · Mathematics 2023-11-21 Jeonghwa Lee

Zeckendorf proved that every positive integer $n$ can be written uniquely as the sum of non-adjacent Fibonacci numbers; a similar result, though with a different notion of a legal decomposition, holds for many other sequences. We use these…

Number Theory · Mathematics 2018-09-17 Paul Baird-Smith , Alyssa Epstein , Kristen Flint , Steven J. Miller

This article presents a modern deterministic framework for the study of leading significant digit distributions in numerical data. Rather than relying on traditional probabilistic or mixture-based explanations, we demonstrate that the…

Machine Learning · Statistics 2025-08-20 Vladimir Berman

A paradigm for isothermal, mechanical rectification of stochastic fluctuations is introduced in this paper. The central idea is to transform energy injected by random perturbations into rigid-body rotational kinetic energy. The prototype…

Probability · Mathematics 2007-10-18 Nawaf Bou-Rabee , Houman Owhadi

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…

Dynamical Systems · Mathematics 2008-02-04 Michael Barnsley , John E. Hutchinson , Örjan Stenflo

Growth-fragmentation processes model the evolution of positive masses which undergo binary divisions. The aim of this paper is twofold. First, we extend the theory of growth-fragmentation processes to allow signed mass. Among others, we…

Probability · Mathematics 2023-04-17 William Da Silva

Generalised Bayesian inference updates prior beliefs using a loss function, rather than a likelihood, and can therefore be used to confer robustness against possible mis-specification of the likelihood. Here we consider generalised Bayesian…

Methodology · Statistics 2022-01-12 Takuo Matsubara , Jeremias Knoblauch , François-Xavier Briol , Chris. J. Oates

We consider the usual Langevin equation depending on an internal time. This parameter is substituted by a first passage time of a self-similar Markov process. Then the Gaussian process is parent, and the hitting time process is directing.…

Statistical Mechanics · Physics 2011-11-15 Aleksander Stanislavsky

We study the generalized continued fraction expansions of complex numbers in term of elements from Euclidean subrings, especially Gaussian or Eisenstein integers, in a general framework as pursued in [3] and [1]. We introduce a common…

Number Theory · Mathematics 2023-01-18 S. G. Dani , Ojas Sahasrabudhe

We show that the genealogy of any self-similar fragmentation process can be encoded in a compact measured real tree. Under some Malthusian hypotheses, we compute the fractal Hausdorff dimension of this tree through the use of a natural…

Probability · Mathematics 2013-04-02 Robin Stephenson

Natural numbers are represented by Grzegorczyk functions. The representation is implicit in the technique of H. Friedman. An iterated base-shift in the representation with subtracting 1 yields a sequence, Grzegorczyk sequence. It is shown…

Logic · Mathematics 2018-11-27 Toshiyasu Arai

We show that normality for continued fractions expansions and normality for base-$b$ expansions are maximally logically separate. In particular, the set of numbers that are normal with respect to the continued fraction expansion but not…

Number Theory · Mathematics 2021-11-24 Steve Jackson , Bill Mance , Joseph Vandehey