相关论文: Multifractal analysis for the occupation measure o…
We consider exchangeable Markov multi-state survival processes -- temporal processes taking values over a state-space$\mathcal{S}$ with at least one absorbing failure state $\flat \in \mathcal{S}$ that satisfy natural invariance properties…
Existing results for the estimation of the L\'evy measure are mostly limited to the onedimensional setting. We apply the spectral method to multidimensional L\'evy processes in order to construct a nonparametric estimator for the…
The paper deals with the distribution of eigenvalues of the compact fractal pseudodifferential operator $T^\mu_\tau$, \[ \big( T^\mu_\tau f\big)(x) = \int_{\mathbb{R}^n} e^{-ix\xi} \, \tau(x,\xi) \, \big( f\mu \big)^\vee (\xi) \, \mathrm{d}…
The study of non-stationary processes whose local form has controlled properties is a fruitful and important area of research, both in theory and applications. We present here a construction of multifractional multistable processes, based…
This paper is concerned mainly with the macroscopic fractal behavior of various random sets that arise in modern and classical probability theory. Among other things, it is shown here that the macroscopic behavior of Boolean coverage…
The problem of detection and possible estimation of a signal generated by a dynamic system when a variable number of noisy measurements can be taken is here considered. Assuming a Markov evolution of the system (in particular, the pair…
We investigate the stochastic behavior of the single-trajectory spectral density $S(\omega,\mathcal{T})$ of several Gaussian stochastic processes, i.e., Brownian motion, the Ornstein-Uhlenbeck process, the Brownian gyrator model and…
In this paper we investigate the problem of testing the assumption of stationarity in locally stationary processes. The test is based on an estimate of a Kolmogorov-Smirnov type distance between the true time varying spectral density and…
We present a general class of spatio-temporal stochastic processes describing the causal evolution of a positive-valued field in space and time. The field construction is based on independently scattered random measures of Levy type whose…
We study continuous time Markov processes on graphs. The notion of frequency is introduced, which serves well as a scaling factor between any Markov time of a continuous time Markov process and that of its jump chain. As an application, we…
The bimodal behavior of the order parameter is studied in the framework of Boltzmann-Uehling-Uhlenbeck (BUU) transport model. In order to do that, simplified yet accurate method of BUU model is used which allow calculation of fluctuations…
We investigate a zero-range process where the underlying one-particle stationary distribution has multifractality. The multiparticle stationary probability measure can be written in a factorized form. If the number of the particles is…
In this paper, we determine the almost sure multifractal spectrum of a class of random functions constructed as sums of pulses with random dilations and translations. In addition, the continuity modulii of these functions is investigated.
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…
The collective behavior of dislocations in jerky flow is studied in Al-Mg polycrystalline samples subjected to constant strain rate tests. Complementary dynamical, statistical and multifractal analyses are carried out on the stress-time…
We present a multi-modal spectroscopic paradigm that enables independent measurement of charge and spin degrees of freedom (DOF) in strongly correlated materials. This spin-based technique probes symmetry-specific Hamiltonian parameters by…
We study the almost sure convergence of the occupation measure of evolution models where mutation rates decrease over time. We show that if the mutation parameter vanishes at a controlled rate, then the empirical occupation measure…
We study the occupation measure of various sets for a symmetric transient random walk in $Z^d$ with finite variances. Let $\mu^X_n(A)$ denote the occupation time of the set $A$ up to time $n$. It is shown that $\sup_{x\in…
Numerical approximation of the long time behavior of a stochastic differential equation (SDE) is considered. Error estimates for time-averaging estimators are obtained and then used to show that the stationary behavior of the numerical…
The paper deals with the problem of estimating the M$^2$ (i.e. multivariate and multidimensional) spectral density function of a stationary random process or random field. We propose the $f$-truncated periodogram, i.e. a truncated…