相关论文: Multifractal analysis for the occupation measure o…

Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation…

Assume that $T$ is a conservative ergodic measure preserving transformation of the infinite measure space $(X,\mathcal{A},\mu)$.We study the asymptotic behaviour of occupation times of certain subsets of infinite measure. Specifically, we…

An empirical algorithm is used here to study the stochastic and multifractal nature of nonlinear time series. A parameter can be defined to quantitatively measure the deviation of the time series from a Wiener process so that the…

By constructing jointly a random graph and an associated exploration process, we define the dynamics of a "parking process" on a class of uniform random graphs as a measure-valued Markov process, representing the empirical degree…

Our aim is to unify and extend the large deviation upper and lower bounds for the occupation times of a Markov process with $L_2$ semigroups under minimal conditions on the state space and the process trajectories; for example, no strong…

We present a new statistical method to analyze multichannel steady-state local field potentials (LFP) recorded within different sensory cortices of different rodent species. Our spatiotemporal multi-dimensional cluster statistics (MCS)…

We consider an infinite extension $K$ of a local field of zero characteristic which is a union of an increasing sequence of finite extensions. $K$ is equipped with an inductive limit topology; its conjugate $\bar{K}$ is a completion of $K$…

The parameters of a discrete stationary Markov model are transition probabilities between states. Traditionally, data consist in sequences of observed states for a given number of individuals over the whole observation period. In such a…

Let $(X_t)_{t \geq 0}$ be a continuous time Markov process on some metric space $M,$ leaving invariant a closed subset $M_0 \subset M,$ called the {\em extinction set}. We give general conditions ensuring either "Stochastic persistence"…

We compute the Hausdorff multifractal spectrum of two versions of multistable L{\'e}vy motions. These processes extend classical L{\'e}vy motion by letting the stability exponent $\alpha$ evolve in time. The spectra provide a decomposition…

We consider the model of Brownian motion indexed by the Brownian tree, which has appeared in a variety of different contexts in probability, statistical physics and combinatorics. For this model, the total occupation measure is known to…

We study certain multiple ergodic averages of an iterated functions system generated by two contractions on the unit interval. By using the dynamical coding ${0,1}^{\mathbb{N}}$ of the attractor, we compute the Hausdorff dimension of the…

This study considers the estimation of the complementary cumulative distribution function of the occupation time (i.e., the time spent below a threshold) for a process governed by a stochastic differential equation. The focus is on the…

The orientational memory of particles can serve as an effective measure of diffusivity, spreading, and search efficiency in complex stochastic processes. We develop a theoretical framework to describe the decay of directional correlations…

In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…

The consistency of the Aalen--Johansen-derived estimator of state occupation probabilities in non-Markov multi-state settings is studied and established via a new route. This new route is based on interval functions and relies on a close…

We study the long-term qualitative behavior of randomly perturbed dynamical systems. More specifically, we look at limit cycles of stochastic differential equations (SDE) with Markovian switching, in which the process switches at random…

A method for extracting the Levy stability index $\mu$ from the multi-fractal spectrum $f(\alpha)$ in high energy multiparticle production is proposed. This index is an important parameter, characterizing the non-linear behaviour of…

In this paper, we study the multifractal analysis for Markov-R\'{e}nyi maps, which form a canonical class of piecewise differentiable interval maps, with countably many branches and may contain a parabolic fixed point simultaneously, and do…

The Ornstein-Uhlenbeck process can be seen as a paradigm of a finite-variance and statistically stationary rough random walk. Furthermore, it is defined as the unique solution of a Markovian stochastic dynamics and shares the same local…