Related papers: Nonstandard analysis, fractal properties and Brown…
The main goal of this paper has a double purpose. On the one hand, we propose a new definition in order to compute the fractal dimension of a subset respect to any fractal structure, which completes the theory of classical box-counting…
Previous work has shown that the Hausdorff dimension of sofic affine-invariant sets is expressed as a limit involving intricate matrix products. This limit has typically been regarded as incalculable. However, in several highly non-trivial…
A non-parametric diffusion model with an additive fractional Brownian motion noise is considered in this work. The drift is a non-parametric function that will be estimated by two methods. On one hand, we propose a locally linear estimator…
We refine the multifractal formalism for the local dimension of a Gibbs measure $\mu$ supported on the attractor $\Lambda$ of a conformal iterated functions system on the real line. Namely, for given $\alpha\in \mathbb{R}$, we establish the…
The class of non-commutative hypercomplex number systems (HNS) of 4-dimension constructed by using of non-commutative procedure of Grassman-Clifford doubling of 2-dimensional systems is investigated in the article. All HNS of this class are…
We revisit the Fourier transform of a Hankel function, of considerable importance in the theory of knife edge diffraction. Our approach is based directly upon the underlying Bessel equation, which admits manipulation into an alternate…
We regard the classic Thue--Morse diffraction measure as an equilibrium measure for a potential function with a logarithmic singularity over the doubling map. Our focus is on unusually fast scaling of the Birkhoff sums (superlinear) and of…
This paper has been withdrawn Any real number $x$ in the unit interval can be expressed as a continued fraction $x=[n_1,...,n_{_N},...]$. Subsets of zero measure are obtained by imposing simple conditions on the $n_{_N}$. By imposing…
A subnormal weighted shift may be transformed to another shift in various ways, such as taking the p-th power of each weight or forming the Aluthge transform. \ We determine in a number of cases whether the resulting shift is subnormal,…
Non-autonomous iterated function systems are a generalization of iterated function systems. If the contractions in the system are conformal mappings, it is called a non-autonomous conformal iterated function system, and its attractor is…
To model a given time series $F(t)$ with fractal Brownian motions (fBms), it is necessary to have appropriate error assessment for related quantities. Usually the fractal dimension $D$ is derived from the Hurst exponent $H$ via the relation…
By the Cameron--Martin theorem, if a function $f$ is in the Dirichlet space $D$, then $B+f$ has the same a.s. properties as standard Brownian motion, $B$. In this paper we examine properties of $B+f$ when $f \notin D$. We start by…
The present paper establishes convolution theorems for regular estimators when the limit experiment is non-Gaussian or of infnite dimension with sparse parameter space. Applications are given for Gaussian shift experiments of infnite…
Multifractional Brownian motion is an extension of the well-known fractional Brownian motion where the Holder regularity is allowed to vary along the paths. In this paper, two kind of multi-parameter extensions of mBm are studied: one is…
We report on experiments addressing the non-linear interaction between a nano-mechanical mode and position fluctuations. The Duffing non-linearity transduces the Brownian motion of the mode, and of other non-linearly coupled ones, into…
The L\'evy-Ciesielski Construction of Brownian motion is used to determine non-asymptotic estimates for the maximal deviation of increments of a Brownian motion process $(W_{t})_{t\in \left[ 0,T\right] }$ normalized by the global modulus…
Hausdorff measure and Hausdorff dimension are useful tools to describe fractals. This paper investigates the bounds on the $d\log_32$-dimensional Hausdorff measure of the $d$-fold Cartesian product of the $1/3$ Cantor set, $\mathcal C^d$.…
We study the nonparametric Nadaraya-Watson estimator of the drift function for ergodic stochastic processes driven by fractional Brownian motion of Hurst parameter H > 1/2. The estimator is based on the discretely observed stochastic…
The notions of unimodular Minkowski and Hausdorff dimensions are defined in [arXiv:1807.02980] for unimodular random discrete metric spaces. The present paper is focused on the connections between these notions and the polynomial growth…
We consider stochastic flow on n-dimensional Euclidean space driven by fractional Brownian motion with Hurst parameter H greater than half, and study tangent flow and the growth of the Hausdorff measure of sub-manifolds of the ambient…