Related papers: H\"{o}lder regularity for operator scaling stable …
A scalar valued random field is called operator-scaling if it satisfies a self-similarity property for some matrix E with positive real parts of the eigenvalues. We present a moving average and a harmonizable representation of stable…
We investigate the sample path regularity of multivariate operator-self-similar stable random fields with values in $\mathbb{R}^m$ given by a harmonizable representation. Such fields were introduced in [25] as a generalization of both…
We study the sample paths properties of Operator scaling Gaussian random fields. Such fields are anisotropic generalizations of anisotropic self-similar random fields as anisotropic Fractional Brownian Motion. Some characteristic properties…
Multivariate random fields whose distributions are invariant under operator-scalings in both time-domain and state space are studied. Such random fields are called operator-self-similar random fields and their scaling operators are…
We compute spectra of sample auto-covariance matrices of second order stationary stochastic processes. We look at a limit in which both the matrix dimension $N$ and the sample size $M$ used to define empirical averages diverge, with their…
We consider the non-local operator of variable order as follows $$Lf(x)= \int_{\R^d\setminus\{0\}}\big(f(x+z)-f(x)-\<\nabla f(x),z\> \I_{\{|z|\le 1\}}\big)\frac{n(x,z)}{|z|^{d+\alpha(x)}}\,dz.$$ Under mild conditions on $\alpha(x)$ and…
Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed since a long time in Gaussian…
We obtain an asymptotic H\"older estimate for functions satisfying a dynamic programming principle arising from a so-called ellipsoid process. By the ellipsoid process we mean a generalization of the random walk where the next step in the…
We use the techniques developed in [1] to study the local average of random fields with spectral density $1/f^{\alpha}$. We study their scaling properties and show that the self-similarity of $1/f$ random fields is preserved under the local…
We study operators on rooted graphs with a certain spherical homogeneity. These graphs are called path commuting and allow for a decomposition of the adjacency matrix and the Laplacian into a direct sum of Jacobi matrices which reflect the…
Random systems of curves exhibiting fluctuating features on arbitrarily small scales ($\delta$) are often encountered in critical models. For such systems it is shown that scale-invariant bounds on the probabilities of crossing events imply…
This paper studies the delocalized regime of an ultrametric random operator whose independent entries have variances decaying in a suitable hierarchical metric on $\mathbb{N}$. When the decay-rate of the off-diagonal variances is…
We consider a class of fully nonlinear integro-differential operators where the nonlocal integral has two components: the non-degenerate one corresponds to the $\alpha$-stable operator and the second one (possibly degenerate) corresponds to…
We consider random Schr\"{o}dinger operators on $\ell^2(\mathbb{Z}^d)$ when the distribution of single site potentials is $\alpha$-H\"{o}lder continuous ($0<\alpha\leq 1$). In localized regime we study the distribution of eigenfunctions…
We study the local scaling properties associated with straight line periodic orbits in homogeneous Hamiltonian systems, whose stability undergoes repeated oscillations as a function of one parameter. We give strong evidence of local scaling…
We demonstrate that the normalised localization length $\beta$ of the eigenfunctions of diluted (sparse) banded random matrices follows the scaling law $\beta=x^*/(1+x^*)$. The scaling parameter of the model is defined as…
We establish a connection between the structure of a stationary symmetric alpha-stable random field (0 < alpha < 2) and ergodic theory of non-singular group actions, elaborating on a previous work by Rosinski (2000). With the help of this…
The paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic in spatial variables and random stationary in time. Under proper mixing assumptions, we study the limit behaviour of the…
We study how sampling geometry contributes to uncertainty in modeling spatial geophysical observations as sampled random fields characterized by stationary, isotropic, parametric covariance functions. We incorporate the signature of…
We investigate a random normal matrix model with eigenvalues forced to be in the droplet, the support of the equilibrium measure associated with an external field. For radially symmetric external fields, we show that the fluctuations of the…