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相关论文: On the multifractal analysis of the branching rand…

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We revisit the multifractal analysis of $\R^d$-valued branching random walks averages by considering subsets of full Hausdorff dimension of the standard level sets, over each infinite branch of which a quantified version of the…

概率论 · 数学 2022-10-05 Najmeddine Attia , Julien Barral

We study branching random walks in random i.i.d. environment in $\Z^d, d \geq 1$. For this model, the population size cannot decrease, and a natural definition of recurrence is introduced. We prove a dichotomy for recurrence/transience,…

概率论 · 数学 2007-05-23 Francis Comets , Serguei Popov

Multifractal properties of the distribution of topological invariants for a model of trajectories randomly entangled with a nonsymmetric lattice of obstacles are investigated. Using the equivalence of the model to random walks on a locally…

统计力学 · 物理学 2009-10-31 R. Voituriez , S. Nechaev

We consider convex hulls of random walks whose steps belong to the domain of attraction of a stable law in $\mathbb{R}^d$. We prove convergence of the convex hull in the space of all convex and compact subsets of $\mathbb{R}^d$, equipped…

概率论 · 数学 2022-02-28 Wojciech Cygan , Nikola Sandrić , Stjepan Šebek

In this paper, we show that reflecting Brownian motion in any bounded domain D can be approximated, as $k\to\infty$, by simple random walks on "maximal connected" subsets of $(2^{-k}\mathbb{Z}^d)\cap D$ whose filled-in interiors are inside…

概率论 · 数学 2013-07-26 Krzysztof Burdzy , Zhen-Qing Chen

We achieve the multifractal analysis of a class of complex valued statistically self-similar continuous functions. For we use multifractal formalisms associated with pointwise oscillation exponents of all orders. Our study exhibits new…

数学物理 · 物理学 2015-05-13 Julien Barral , Xiong Jin

We consider the hierarchic tree Random Energy Model with continuous branching and calculate the moments of the corresponding partition function. We establish the multifractal properties of those moments. We derive formulas for the normal…

统计力学 · 物理学 2015-06-12 David B. Saakian

We consider a biased random walk in positive random conductances on $\mathbb{Z}^d$ for $d\geq 5$. In the sub-ballistic regime, we prove the quenched convergence of the properly rescaled random walk towards a Fractional Kinetics.

概率论 · 数学 2024-08-22 Alexander Fribergh , Tanguy Lions , Carlo Scali

Some asymptotic properties of a Brownian motion in multifractal time, also called multifractal random walk, are established. We show the almost sure and $L^1$ convergence of its structure function. This is an issue directly connected to the…

概率论 · 数学 2009-05-22 Laurent Duvernet

In this paper, we study the functional convergence in law of the fluctuations of the derivative martingale of branching random walk on the real line. Our main result strengthens the results of Buraczewski et. al. [Ann. Probab., 2021] and is…

概率论 · 数学 2023-11-29 Haojie Hou , Yan-Xia Ren , Renming Song

This paper is a collection of recent results on discrete-time and continuous-time branching random walks. Some results are new and others are known. Many aspects of this theory are considered: local, global and strong local survival, the…

概率论 · 数学 2018-05-07 Daniela Bertacchi , Fabio Zucca

We extend results of Y. Benoist and J.-F. Quint concerning random walks on homogeneous spaces of simple Lie groups to the case where the measure defining the random walk generates a semigroup which is not necessarily Zariski dense, but…

动力系统 · 数学 2016-11-21 David Simmons , Barak Weiss

We consider the multifractal formalism for the dynamics of semigroups of rational maps on the Riemann sphere and random complex dynamical systems. We elaborate a multifractal analysis of level sets given by quotients of Birkhoff sums with…

动力系统 · 数学 2015-07-14 Johannes Jaerisch , Hiroki Sumi

An intrinsic branching structure within the transient random walk on a strip in a random environment is revealed. As applications, which enables us to express the hitting time explicitly, and specifies the density of the absolutely…

概率论 · 数学 2012-04-06 Wenming Hong , Meijuan Zhang

Branching random flights are key to describing the evolution of many physical and biological systems, ranging from neutron multiplication to gene mutations. When their paths evolve in bounded regions, we establish a relation between the…

统计力学 · 物理学 2012-12-17 Andrea Zoia , Eric Dumonteil , Alain Mazzolo

We consider a random walk on $\R^d$ in a polynomially mixing random environment that is refreshed at each time step. We use a martingale approach to give a necessary and sufficient condition for the almost-sure functional central limit…

概率论 · 数学 2010-12-14 Mathew Joseph , Firas Rassoul-Agha

This paper states a law of large numbers for a random walk in a random iid environment on ${\mathbb Z}^d$, where the environment follows some Dirichlet distribution. Moreover, we give explicit bounds for the asymptotic velocity of the…

概率论 · 数学 2007-05-23 Nathanaël Enriquez , Christophe Sabot

In this paper we prove that, under the assumption of quasi-transitivity, if a branching random walk on ${{\mathbb{Z}}^d}$ survives locally (at arbitrarily large times there are individuals alive at the origin), then so does the same process…

概率论 · 数学 2015-06-22 Daniela Bertacchi , Fabio Zucca

A functional approach for the study of the random walks in random sceneries (RWRS) is proposed. Under fairly general assumptions on the random walk and on the random scenery, functional limit theorems are proved. The method allows to study…

概率论 · 数学 2009-03-06 Clément Dombry , Nadine Guillotin-Plantard

We prove existence of the large deviation principle, with a proper convex rate function, for the distribution of the renormalized distance from the origin of a random walk on a free product of finitely generated groups. As a consequence, we…

概率论 · 数学 2021-10-26 Emilio Corso
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