Related papers: Exact Multifractal Spectra for Arbitrary Laplacian…
Let $M_{\gamma}$ be a subcritical Gaussian multiplicative chaos measure associated with a general log-correlated Gaussian field defined on a bounded domain $D \subset \mathbb{R}^d$, $d \geq 1$. We find an explicit formula for its…
Consider the empirical autocovariance matrix at a given non-zero time lag based on observations from a multivariate complex Gaussian stationary time series. The spectral analysis of these autocovariance matrices can be useful in certain…
A new model of Laplacian stochastic growth is formulated using conformal mappings. The model describes two growth regimes, stable and turbulent, separated by a sharp phase transition. The first few Fourier components of the mapping define…
We consider infinite Galton-Watson trees without leaves together with i.i.d.~random variables called marks on each of their vertices. We define a class of flow rules on marked Galton-Watson trees for which we are able, under some algebraic…
The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…
In empirical studies of random walks, continuous trajectories of animals or individuals are usually sampled over a finite number of points in space and time. It is however unclear how this partial observation affects the measured…
Given a sample from a probability measure with support on a submanifold in Euclidean space one can construct a neighborhood graph which can be seen as an approximation of the submanifold. The graph Laplacian of such a graph is used in…
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 develop techniques to obtain rigorous bounds on the behaviour of random walks on combs. Using these bounds we calculate exactly the spectral dimension of random combs with infinite teeth at random positions or teeth with random but…
We derive the first explicit bounds for the spectral gap of a random walk Metropolis algorithm on $R^d$ for any value of the proposal variance, which when scaled appropriately recovers the correct $d^{-1}$ dependence on dimension for…
We study the spectral properties and eigenvector statistics of the Laplacian on highly-connected networks with random coupling strengths and a gamma distribution of rescaled degrees. The spectral density, the distribution of the local…
The growth exponent $\alpha$ for loop-erased or Laplacian random walk on the integer lattice is defined by saying that the expected time to reach the sphere of radius $n$ is of order $n^\alpha$. We prove that in two dimensions, the growth…
Gaussianity of temperature fluctuations in the Cosmic Microwave Background(CMB) implies that the statistical properties of the temperature field can be completely characterized by its two point correlation function. The two point…
We show that the spectral gap of a random walk on the domain of normal attraction of an $\alpha$-stable law is of order $\mathcal O(n^{\alpha})$ when restricted to boxes of size $n$. The proof is based on a comparison principle that may be…
We propose a new approach for finding discrete harmonic functions in the quarter plane with Dirichlet conditions. It is based on solving functional equations that are satisfied by the generating functions of the values taken by the harmonic…
We apply lessons from fast timing detector R$\&$D to strategies for initial calibration of large timing arrays at future colliders. Detector R$\&$D often benefits from detailed information about the sensor and front-end signal (waveform…
We consider a random walk in random environment in the low disorder regime on $\mathbb Z^d$. That is, the probability that the random walk jumps from a site $x$ to a nearest neighboring site $x+e$ is given by $p(e)+\epsilon \xi(x,e)$, where…
Stationary probability distributions of one-dimensional random walks on lattices with aperiodic disorder are investigated. The pattern of the distribution is closely related to the diffusional behavior, which depends on the wandering…
For an expanding (unstable) foliation of a diffeomorphism, we use a natural dynamical averaging to construct transverse measures, which we call \emph{maximal}, describing the statistics of how the iterates of a given leaf intersect the…
Using spectral embedding based on the signless Laplacian, we obtain bounds on the spectrum of transition matrices on graphs. As a consequence, we bound return probabilities and the uniform mixing time of simple random walk on graphs. In…