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

We consider an elementary model for self-organised criticality, the activated random walk on the complete graph. We introduce a discrete time Markov chain as follows. At each time step, we add an active particle at a random vertex and let…

The goal of multifractal analysis is to characterize the variations in local regularity of functions or signals by computing the Hausdorff dimension of the sets of points that share the same regularity. While classical approaches rely on…

We study measures on $[0,1]$ which are driven by a finite Markov chain and which generalize the famous Bernoulli products. We propose a hands-on approach to determine the structure function $\tau$ and to prove that the multifractal…

We consider a class of L\'evy-type processes with unbounded coefficients, arising as Doob $h$-transforms of Feynman-Kac type representations of non-local Schr\"odinger operators, where the function $h$ is chosen to be the ground state of…

We provide an alternative method for analysis of multifractal properties of time series. The new approach takes into account the behaviour of the whole multifractal profile of the generalized Hurst exponent $h(q)$ for all moment orders $q$,…

We study some regularity properties in locally stationary Markov models which are fundamental for controlling the bias of nonparametric kernel estimators. In particular, we provide an alternative to the standard notion of derivative process…

In this work, we investigate the fine regularity of L\'evy processes using the 2-microlocal formalism. This framework allows us to refine the multifractal spectrum determined by Jaffard and, in addition, study the oscillating singularities…

In many real-world applications (e.g., planetary exploration, robot navigation), an autonomous agent must be able to explore a space with guaranteed safety. Most safe exploration algorithms in the field of reinforcement learning and…

The strong $L^2$-approximation of occupation time functionals is studied with respect to discrete observations of a $d$-dimensional c\`adl\`ag process. Upper bounds on the error are obtained under weak assumptions, generalizing previous…

We study the asymptotic quantization error of order $r$ for Markov-type measures $\mu$ on a class of ratio-specified graph directed fractals. We show that the quantization dimension of $\mu$ exists and determine its exact value $s_{r}$ in…

The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of non-stationary time series and the long-range correlations of fractal surfaces, which contains a parameter $\theta$…

In this paper we consider a discrete scale invariant (DSI) process $\{X(t), t\in {\bf R^+}\}$ with scale $l>1$. We consider to have some fix number of observations in every scale, say $T$, and to get our samples at discrete points…

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

The aim of this article is to study the behaviour of the multifractal packing function $B_\mu(q)$ under projections in Euclidean space for $q>1$. We show that $B_\mu(q)$ is preserved under almost every orthogonal projection. As an…

We propose to study the multifractal behavior of weighted ergodic averages. Our study in this paper is concentrated on the symbolic dynamics. We introduce a thermodynamical formalism which leads to a multifractal spectrum. It is proved that…

The approximation of integral functionals with respect to a stationary Markov process by a Riemann-sum estimator is studied. Stationarity and the functional calculus of the infinitesimal generator of the process are used to get a better…

Toward the understanding of bifurcation phenomena of dynamics on the Berkovich projective line $\mathbb{P}^{1,an}$ over non-archimedean fields, we study the stability (or passivity) of critical points of families of polynomials parametrized…

Consider the four punctured sphere ${\mathbb{S}}_4^2$. Each choice of four traces, one for each puncture, determines a relative character variety for the representations of the fundamental group of ${\mathbb{S}}_4^2$ in…

We investigate chaotic and multi-fractal properties of a two parameter map of the unit interval onto itself -- the Kim-Kong map. These results are compared with similar properties in well known one parameter maps of the unit interval onto…

This paper solves exit problems for spectrally negative Markov additive processes and their reflections. A so-called scale matrix, which is a generalization of the scale function of a spectrally negative \levy process, plays a central role…