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In rotationally constrained percolation models, a site of a percolation cluster could be occupied more than once from different directions due to the nature of the rotational constraint. A state variable $s_i$ is assigned to each lattice…

软凝聚态物质 · 物理学 2009-11-13 Santanu Sinha , S. B. Santra

By adopting Multifractal detrended fluctuation (MF-DFA) analysis methods, the multifractal nature is revealed in the high-frequency data of two typical indexes, the Shanghai Stock Exchange Composite 180 Index (SH180) and the Shenzhen Stock…

统计金融 · 定量金融 2018-06-21 Xin-Lan Fu , Xing-Lu Gao , Zheng Shan , Zhi-Qiang Jiang , Wei-Xing Zhou

Let $X=\{X(t)\}_{t\geq0}$ be an operator semistable L\'evy process on $\mathbb{R}^d$ with exponent $E$, where $E$ is an invertible linear operator on $\mathbb{R}^d$. In this paper we determine exact Hausdorff measure functions for the range…

概率论 · 数学 2018-06-15 Peter Kern , Lina Wedrich

We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and…

概率论 · 数学 2014-09-05 Ilya Molchanov , Kostiantyn Ralchenko

Markov community models have been applied to sessile organisms because such models facilitate estimation of transition probabilities by tracking species occupancy at many fixed observation points over multiple periods of time. Estimation of…

应用统计 · 统计学 2017-06-12 Keiichi Fukaya , J. Andrew Royle , Takehiro Okuda , Masahiro Nakaoka , Takashi Noda

We consider a class of one-dimensional nonselfadjoint semiclassical pseudo-differential operators, subject to small random perturbations, and study the statistical properties of their (discrete) spectra, in the semiclassical limit $h\to 0$.…

谱理论 · 数学 2022-01-19 Stéphane Nonnenmacher , Martin Vogel

In the canonical framework, we propose an alternative approach for the multifractal analysis based on the detrending moving average method (MF-DMA). We define a canonical measure such that the multifractal mass exponent $\tau(q)$ is related…

统计金融 · 定量金融 2019-02-13 Hai-Chuan Xu , Gao-Feng Gu , Wei-Xing Zhou

A one - dimensional iterative map with two control parameters, i.e. the Kim - Kong map, is proposed. Our purpose is to investigate the characteristic properties of this map, and to discuss numerically the multifractal behavior of the…

统计力学 · 物理学 2007-05-23 Kyungsik Kim , G. H. Kim , Y. S. Kong

Motivated by applications to mathematical biology, we study the averaging problem for slow-fast systems, {\em in the case in which the fast dynamics is a stochastic process with multiple invariant measures}. We consider both the case in…

概率论 · 数学 2023-08-17 B. D. Goddard , M. Ottobre , K. J. Painter , I. Souttar

We study multifractal decompositions based on Birkhoff averages for sequences of functions belonging to certain classes of symbolically continuous functions. We do this for an expanding interval map with countably many branches, which we…

动力系统 · 数学 2023-05-15 Tom Rush

We study a class of Piecewise Deterministic Markov Processes with state space Rd x E where E is a finite set. The continuous component evolves according to a smooth vector field that is switched at the jump times of the discrete coordinate.…

We report the first experimental observation of strong multifractality in wave functions at the Anderson localization transition in open three-dimensional elastic networks. Our results confirm the recently predicted symmetry of the…

无序系统与神经网络 · 物理学 2009-12-21 Sanli Faez , Anatoliy Strybulevych , John H. Page , Ad Lagendijk , Bart A. van Tiggelen

This work focuses on Exchangeable Occupancy Models (EOM) and their relations with the Uniform Order Statistics Property (UOSP) for point processes in discrete time. As our main purpose, we show how definitions and results presented in…

This article studies the expected occupancy probabilities on an alphabet. Unlike the standard situation, where observations are assumed to be independent and identically distributed (iid), we assume that they follow a regime switching…

概率论 · 数学 2020-05-19 Michael Grabchak , Mark Kelbert , Quentin Paris

We quantify the pointwise doubling properties of self-similar measures using the notion of pointwise Assouad dimension. We show that all self-similar measures satisfying the open set condition are pointwise doubling in a set of full…

动力系统 · 数学 2024-01-09 Roope Anttila , Ville Suomala

The surface tunneling microscope (STM) method probes the itinerant conduction electron spectrum which is influenced by the presence of collective order parameters. It may in fact be used as a tool to obtain important information about their…

强关联电子 · 物理学 2025-06-23 Alireza Akbari , Peter Thalmeier

A switching random walk, commonly known under the misnomer `oscillating random walk', is a real-valued Markov chain whose distribution of increments is determined by the sign of the current position. We explicitly identify an invariant…

概率论 · 数学 2025-06-10 Vladislav Vysotsky

Multivariate data sources with components of different information value seem to appear frequently in practice. Models in which the components change their homogeneity at different times are of significant importance. The fact whether any…

最优化与控制 · 数学 2020-11-04 Krzysztof Szajowski

In this paper, we discuss the laws of the iterated logarithm (LIL) for occupation times of Markov processes $Y$ in general metric measure space both near zero and near infinity under some minimal assumptions. We first establish LILs of…

概率论 · 数学 2022-11-15 Soobin Cho , Panki Kim , Jaehun Lee

Since the middle of the 90's, multifractional processes have been introduced for overcoming some limitations of the classical Fractional Brownian Motion model. In their context, the Hurst parameter becomes a Holder continuous function H(?)…

统计理论 · 数学 2015-05-29 Antoine Ayache , Julien Hamonier