相关论文: Small deviations in lognormal Mandelbrot cascades

The properties of the similarity transformation in percolation theory in the complex plane of the percolation probability are studied. It is shown that the percolation problem on a two-dimensional square lattice reduces to the Mandelbrot…

Recently Talagrand [T] estimated the deviation of a function on $\{0,1\}^n$ from its median in terms of the Lipschitz constant of a convex extension of $f$ to $\ell ^n_2$; namely, he proved that $$P(|f-M_f| > c) \le 4 e^{-t^2/4\sigma ^2}$$…

Laplace-type results characterize the limit of sequence of measures $(\pi_\varepsilon)_{\varepsilon >0}$ with density w.r.t the Lebesgue measure $(\mathrm{d} \pi_\varepsilon / \mathrm{d} \mathrm{Leb})(x) \propto \exp[-U(x)/\varepsilon]$…

Given $\a \in [0,1]$ and $\varphi: \T \to \R$ measurable, the {\it cylindircal cascade} $S_{\a,\varphi}$ is the map from $\T \times \R$ to itself given by $S_{\a,\varphi} (x,y) = (x+\a,y+\varphi(x))$ that naturally appears in the study of…

In this paper, we generalize the concept of unbounded norm (un) convergence: let $X$ be a normed lattice and $Y$ a vector lattice such that $X$ is an order dense ideal in $Y$; we say that a net $(y_\alpha)$ un-converges to $y$ in $Y$ with…

Towards the end of the last century, B. Mandelbrot saw the importance, revealed the beauty, and robustly promoted (multi-)fractals. Multiplicative cascades are closely related and provide simple models for the study of turbulence and chaos.…

Let $(\Omega,\mathcal{F}, \mathbb{P})$ be a probability space and $E$ be a finite set. Assume that $X=(X_n)$ is an irreducible and aperiodic Markov chain, defined on $(\Omega,\mathcal{F}, \mathbb{P})$, with values in $E$ and with transition…

Let L be a positive line bundle over a projective complex manifold X. Consider the space of holomorphic sections of the tensor power of order p of L. The determinant of a basis of this space, together with some given probability measure on…

We prove large deviation principles (LDPs) for random matrices in the orthogonal group and Stiefel manifold, determining both the speed and good convex rate functions that are explicitly given in terms of certain log-determinants of…

We consider the general branching random walk under minimal assumptions, which in particular guarantee that the empirical particle distribution admits an almost sure central limit theorem. For such a process, we study the large time decay…

This paper presents algebraic methods for the study of polynomial relative invariants, when the group G formed by the symmetries and relative symmetries is a compact Lie group. We deal with the case when the subgroup H of symmetries is…

The numerical simulation of two-dimensional decaying turbulence in a large but finite box presented in this paper uncovered two physically different regimes of enstrophy decay. During the initial stage, the enstrophy, generated by a random…

We consider the spectrum of additive, polynomially vanishing random perturbations of deterministic matrices, as follows. Let $M_N$ be a deterministic $N\times N$ matrix, and let $G_N$ be a complex Ginibre matrix. We consider the matrix…

In this paper we derive a Large Deviation Principle (LDP) for inhomogeneous U/V-statistics of a general order. Using this, we derive a LDP for two types of statistics: random multilinear forms, and number of monochromatic copies of a…

Let C_n be the origin-containing cluster in subcritical percolation on the lattice (1/n) Z^d, viewed as a random variable in the space Omega of compact, connected, origin-containing subsets of R^d, endowed with the Hausdorff metric delta.…

We present a large deviation principle at speed N for the largest eigenvalue of some additively deformed Wigner matrices. In particular this includes Gaussian ensembles with full-rank general deformation. For the non-Gaussian ensembles, the…

We consider a family of continuous processes $\{X^\varepsilon\}_{\varepsilon>0}$ which are measurable with respect to a white noise measure, take values in the space of continuous functions $C([0,1]^d:\mathbb{R})$, and have the Wiener chaos…

Using elementary arguments based on the Fourier transform we prove that for $1 \leq q < p < \infty$ and $s \geq 0$ with $s > n(1/2-1/p)$, if $f \in L^{q,\infty}(\R^n) \cap \dot{H}^s(\R^n)$ then $f \in L^p(\R^n)$ and there exists a constant…

The probability distribution of density in isothermal, supersonic, turbulent gas is approximately lognormal. This behaviour can be traced back to the shock waves travelling through the medium, which randomly adjust the density by a random…

In quantum/wave systems with chaotic classical analogs, wavefunctions evolve in highly complex, yet deterministic ways. A slight perturbation of the system, though, will cause the evolution to diverge from its original behavior increasingly…