Related papers: On the uniqueness of the branching parameter for a…
The problem is sequence prediction in the following setting. A sequence x1,..., xn,... of discrete-valued observations is generated according to some unknown probabilistic law (measure) mu. After observing each outcome, it is required to…
A measure independence property of Lebesgue measurable convex cones of $\mathbb{C}^2$, for $SU(2)$ transformations invariant continuous probability joint distributions over $\mathbb{C}^2$, will be proved using the existence of the Haar…
This note examines the question of randomness in a sequence based on the continued fraction (CF) representation of its corresponding representation as a number, or as D sequence. We propose a randomness measure that is directly equal to the…
Let $\nu$ be a vector measure defined on a $\sigma$-algebra $\Sigma$ and taking values in a Banach space. We prove that if $\nu$ is homogeneous and $L_1(\nu)$ is non-separable, then there is a vector measure $\tilde{\nu}:\Sigma \to…
A random dense countable set is characterized (in distribution) by independence and stationarity. Two examples are `Brownian local minima' and `unordered infinite sample'. They are identically distributed; the former ad hoc proof of this…
This article is devoted to the detection of parameters in anomalous diffusion from a single passive measurement. More precisely, we consider the simultaneous identification of coefficients as well as a time-dependent source term appearing…
We examine several notions of randomness for elements in a given $\Pi^0_1$ class $\mathcal{P}$. Such an effectively closed subset $\mathcal{P}$ of $2^\omega$ may be viewed as the set of infinite paths through the tree $T_{\mathcal{P}}$ of…
This paper investigates the dimension theory of some families of continuous piecewise linear iterated function systems. For one family, we show that the Hausdorff dimension of the attractor is equal to the exponential growth rate obtained…
If supersymmetry exists at the electroweak scale, then it should be discovered at the LHC. Determining masses, of supersymmetric particles however, is more difficult. In this paper, methods are discussed to determine combinations of masses…
Kifer, Peres, and Weiss proved that there exists $c_0>0,$ such that $\dim \mu\leq 1-c_0$ for any probability measure $\mu$ which makes the digits of the continued fraction expansion i.i.d. random variables. In this paper we prove that…
Representations of branching Markov processes and their measure-valued limits in terms of countable systems of particles are constructed for models with spatially varying birth and death rates. Each particle has a location and a "level,"…
The distribution function of a random distance in three dimensions is given and some new three-dimensional d2-tests of randomness are suggested. We show that our test statistics are not correlated with the usual test statistics and are…
Measuring the concentration of random variables is a fundamental concept in probability and statistics. Here, we explore a type of concentration measure for continuous random variables with bounded support and use it to provide a notion of…
Sampling in control applications is increasingly done non-equidistantly in time. This includes applications in motion control, networked control, resource-aware control, and event-based control. Some of these applications, like the ones…
We consider a special one-parameter family of d-dimensional random, homogeneous self-similar iterated function systems (IFSs) satisfying the finite type condition. The object of our study is the positivity of Lebesgue measure and the…
This paper investigates new properties concerning the multifractal structure of a class of statistically self-similar measures. These measures include the well-known Mandelbrot multiplicative cascades, sometimes called independent random…
In this paper we are interested in the joint distribution of two order statistics from overlapping samples. We give an explicit formula for the distribution of such a pair of random variables under the assumption that the parent…
Processes leading to anomalous fluctuations in turbulent flows, referred to as intermittency, are still challenging. We consider cascade trajectories through scales as realizations of a stochastic Langevin process for which multiplicative…
The ergodicity breaking parameter is a measure for the heterogeneity among different trajectories of one ensemble. In this report this parameter is calculated for fractional Brownian motion with a random change of time scale, often called…
The Bernoulli convolution with parameter $\lambda\in(0,1)$ is the measure on $\bf R$ that is the distribution of the random power series $\sum\pm\lambda^n$, where $\pm$ are independent fair coin-tosses. This paper surveys recent progress on…