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S-unimodal Misiurewicz maps with flat critical points

Roland Zweimüller (2004)

Fundamenta Mathematicae

We consider S-unimodal Misiurewicz maps T with a flat critical point c and show that they exhibit ergodic properties analogous to those of interval maps with indifferent fixed (or periodic) points. Specifically, there is a conservative ergodic absolutely continuous σ-finite invariant measure μ, exact up to finite rotations, and in the infinite measure case the system is pointwise dual ergodic with many uniform and Darling-Kac sets. Determining the order of return distributions to suitable reference...

Supercritical self-avoiding walks are space-filling

Hugo Duminil-Copin, Gady Kozma, Ariel Yadin (2014)

Annales de l'I.H.P. Probabilités et statistiques

In this article, we consider the following model of self-avoiding walk: the probability of a self-avoiding trajectory γ between two points on the boundary of a finite subdomain of d is proportional to μ - length ( γ ) . When μ is supercritical (i.e. μ l t ; μ c where μ c is the connective constant of the lattice), we show that the random trajectory becomes space-filling when taking the scaling limit.

Supercritical super-brownian motion with a general branching mechanism and travelling waves

A. E. Kyprianou, R.-L. Liu, A. Murillo-Salas, Y.-X. Ren (2012)

Annales de l'I.H.P. Probabilités et statistiques

We offer a probabilistic treatment of the classical problem of existence, uniqueness and asymptotics of monotone solutions to the travelling wave equation associated to the parabolic semi-group equation of a super-Brownian motion with a general branching mechanism. Whilst we are strongly guided by the reasoning in Kyprianou (Ann. Inst. Henri Poincaré Probab. Stat.40 (2004) 53–72) for branching Brownian motion, the current paper offers a number of new insights. Our analysis incorporates the role...

Superdiffusive bounds on self-repellent precesses in d = 2 — extended abstract

Bálint Tóth, Benedek Valkó (2010)

Actes des rencontres du CIRM

We prove superdiffusivity with multiplicative logarithmic corrections for a class of models of random walks and diffusions with long memory. The family of models includes the “true” (or “myopic”) self-avoiding random walk, self-repelling Durrett-Rogers polymer model and diffusion in the curl-field of (mollified) massless free Gaussian field in 2D. We adapt methods developed in the context of bulk diffusion of ASEP by Landim-Quastel-Salmhofer-Yau (2004).

Superdiffusivity for brownian motion in a poissonian potential with long range correlation I: Lower bound on the volume exponent

Hubert Lacoin (2012)

Annales de l'I.H.P. Probabilités et statistiques

We study trajectories of d -dimensional Brownian Motion in Poissonian potential up to the hitting time of a distant hyper-plane. Our Poissonian potential V is constructed from a field of traps whose centers location is given by a Poisson Point Process and whose radii are IID distributed with a common distribution that has unbounded support; it has the particularity of having long-range correlation. We focus on the case where the law of the trap radii ν has power-law decay and prove that superdiffusivity...

Superdiffusivity for brownian motion in a poissonian potential with long range correlation II: Upper bound on the volume exponent

Hubert Lacoin (2012)

Annales de l'I.H.P. Probabilités et statistiques

This paper continues a study on trajectories of Brownian Motion in a field of soft trap whose radius distribution is unbounded. We show here that for both point-to-point and point-to-plane model the volume exponent (the exponent associated to transversal fluctuation of the trajectories) ξ is strictly less than 1 and give an explicit upper bound that depends on the parameters of the problem. In some specific cases, this upper bound matches the lower bound proved in the first part of this work and...

Superposition of diffusions with linear generator and its multifractal limit process

End Iglói, György Terdik (2003)

ESAIM: Probability and Statistics

In this paper a new multifractal stochastic process called Limit of the Integrated Superposition of Diffusion processes with Linear differencial Generator (LISDLG) is presented which realistically characterizes the network traffic multifractality. Several properties of the LISDLG model are presented including long range dependence, cumulants, logarithm of the characteristic function, dilative stability, spectrum and bispectrum. The model captures higher-order statistics by the cumulants. The relevance...

Superposition of Diffusions with Linear Generator and its Multifractal Limit Process

Endre Iglói, György Terdik (2010)

ESAIM: Probability and Statistics

In this paper a new multifractal stochastic process called Limit of the Integrated Superposition of Diffusion processes with Linear differencial Generator (LISDLG) is presented which realistically characterizes the network traffic multifractality. Several properties of the LISDLG model are presented including long range dependence, cumulants, logarithm of the characteristic function, dilative stability, spectrum and bispectrum. The model captures higher-order statistics by the cumulants. The relevance...

Superposition rules and stochastic Lie–Scheffers systems

Joan-Andreu Lázaro-Camí, Juan-Pablo Ortega (2009)

Annales de l'I.H.P. Probabilités et statistiques

This paper proves a version for stochastic differential equations of the Lie–Scheffers theorem. This result characterizes the existence of nonlinear superposition rules for the general solution of those equations in terms of the involution properties of the distribution generated by the vector fields that define it. When stated in the particular case of standard deterministic systems, our main theorem improves various aspects of the classical Lie–Scheffers result. We show that the stochastic analog...

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