相关论文: Lognormal scale invariant random measures
This work aims to investigate the well-posedness and the existence of ergodic invariant measures for a class of third grade fluid equations in bounded domain $D\subset\mathbb{R}^d,d=2,3,$ in the presence of a multiplicative noise. First, we…
We introduce and initiate the study of new parameters associated with any norm and any log-concave measure on $\mathbb R^n$, which provide sharp distributional inequalities. In the Gaussian context this investigation sheds light to the…
Roughly speaking, holonomic measures are parametric varifolds without boundary. They provide a setting appropriate for the analysis of many variational problems. In this paper, we characterize the space of variations for these objects, and…
In this article we establish novel decompositions of Gaussian fields taking values in suitable spaces of generalized functions, and then use these decompositions to prove results about Gaussian multiplicative chaos. We prove two…
We present an orthogonal expansion for real, function-regulated, second-order random measures over $\mathbb{R}^{d}$ with measure covariance. Such a expansion, which can be seen as a Karhunen-Lo\`eve decomposition, consists in a series of…
We consider the invariant measure of a homogeneous continuous- time Markov process in the quarter-plane. The basic solutions of the global balance equation are the geometric distributions. We first show that the invariant measure can not be…
We consider Glauber-type stochastic dynamics of continuous systems \cite{BCC02}, \cite{KL03}, a particular case of spatial birth-and-death processes. The dynamics is defined by a Markov generator in such a way that Gibbs measures of Ruelle…
Given $d\ge 1$, we provide a construction of the random measure - the critical Gaussian Multiplicative Chaos - formally defined $e^{\sqrt{2d}X}\mathrm{d} \mu$ where $X$ is a $\log$-correlated Gaussian field and $\mu$ is a locally finite…
The logrank test is a well-known nonparametric test which is often used to compare the survival distributions of two samples including right censored observations, it is also known as the Mantel-Haenszel test. The $G^{\rho}$ family of…
Rescaled Mellin-type transforms of the exponential functional of the Bourgade-Kuan-Rodgers statistic of Riemann zeroes are conjecturally related to the distribution of the total mass of the limit lognormal stochastic measure of…
We introduce and discuss the notion of monotonicity for the complexity measures of general probability distributions, patterned after the resource theory of quantum entanglement. Then, we explore whether this property is satisfied by the…
We introduce the notion of Bartlett spectral measure for isometrically invariant random measures on proper metric commutative spaces. When the underlying Gelfand pair corresponds to a higher-rank, connected, simple matrix Lie group with…
The concept of a gauge invariant symmetric random norm is elaborated in this paper. We introduce norm processes and show that this kind of stochastic processes are closely related to gauge invariant symmetric random norms. We construct a…
Measure homology was introduced by Thurston in his notes about the geometry and topology of 3-manifolds, where it was exploited in the computation of the simplicial volume of hyperbolic manifolds. Zastrow and Hansen independently proved…
We derive the invariant measure on the manifold of multimode quantum Gaussian states, induced by the Haar measure on the group of Gaussian unitary transformations. To this end, by introducing a bipartition of the system in two disjoint…
A theory of intermittency differentiation is developed for a general class of Gaussian Multiplicative Chaos measures including the measure of Bacry and Muzy on the interval and circle as special cases. An exact, non-local functional…
In this paper, new conditions for the stability of V-geometrically ergodic Markov chains are introduced. The results are based on an extension of the standard perturbation theory formulated by Keller and Liverani. The continuity and higher…
We construct explicit invariant measures for a family of infinite products of random, independent, identically-distributed elements of SL(2,C). The matrices in the product are such that one entry is gamma-distributed along a ray in the…
Many physical systems share the property of scale invariance. Most of them show ordinary power-law scaling, where quantities can be expressed as a leading power law times a scaling function which depends on scaling-invariant ratios of the…
We give a complete solution to the Mandelbrot-Kahane problem for the microcanonical cascade measures by determing their exact Fourier dimensions. We also discuss the Frostman regularity as well as the bi-H\"older continuity of the…