Related papers: Features arising from randomly multiplicative meas…
Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…
Multiplicative cascades have been introduced in turbulence to generate random or deterministic fields having intermittent values and long-range power-law correlations. Generally this is done using discrete construction rules leading to…
In this paper, random and stochastic processes are defined on fractal curves. Fractal calculus is used to define cumulative distribution function, probability density function, moments, variance and correlation function of stochastic…
We study diffusion processes in anomalous spacetimes regarded as models of quantum geometry. Several types of diffusion equation and their solutions are presented and the associated stochastic processes are identified. These results are…
In this paper, we prove central limit theorems for bias reduced estimators of the structure function of several multifractal processes, namely mutiplicative cascades, multifractal random measures, multifractal random walk and multifractal…
We develop a novel approach for the construction of quantile processes governing the stochastic dynamics of quantiles in continuous time. Two classes of quantile diffusions are identified: the first, which we largely focus on, features a…
The notion of self-similar energy cascades and multifractality has long since been connected with fully developed, homogeneous and isotropic turbulence. We introduce a number of amendments to the standard methods for analysing the…
In the context of random multiplicative cascade processes, we derive analytical solutions for one- and two-point cumulants with restored translational invariance. On taking ratios of cumulants in ln epsilon, geometrical effects due to…
Multiparticle production processes provide valuable information about the mechanism of the conversion of the initial energy of projectiles into a number of secondaries by measuring their multiplicity distributions and their distributions in…
We study two types of probability measures on the set of integer partitions of $n$ with at most $m$ parts. The first one chooses the random partition with a chance related to its largest part only. We then obtain the limiting distributions…
The multifractal nature of drop breakup in air-blast nozzle atomization process has been studied. We apply the multiplier method to extract the negative and the positive parts of the f(alpha) curve with the data of drop size distribution…
We introduce a random probability measure on the profinite completion of the random tree of a branching process and introduce the canonical and grand canonical ensembles of random repelling particles on this random profinite completion at…
We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…
Probabilistic submeasures generalizing the classical (numerical) submeasures are introduced and discussed in connection with some classes of aggregation functions. A special attention is paid to triangular norm-based probabilistic…
The Boltzmann-Gibbs probability distributions generated by logarithmically correlated random potentials provide a simple yet nontrivial example of disorder-induced multifractal measures. We introduce and discuss two analytically tractable…
We study multifractal properties in time evolution of a single particle subject to repeated measurements. For quantum systems, we consider circuit models consisting of local unitary gates and local projective measurements. For classical…
We characterize the jammed state structure of the random sequential adsorption of segments of two different sizes on a line. To this end, we define the size ratio as a dimensionless quantity measuring the length of the large segments in…
We consider the problem of leakage or effusion of an ensemble of independent stochastic processes from a region where they are initially randomly distributed. The case of Brownian motion, initially confined to the left half line with…
This paper introduces and studies a new class of nonparametric prior distributions. Random probability distribution functions are constructed via normalization of random measures driven by increasing additive processes. In particular, we…
This paper introduces an extension to the normal distribution through the polar method to capture bimodality and asymmetry, which are often observed characteristics of empirical data. The later two features are entirely controlled by a…