Sungularity as -regularity and vice versa
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...
In this article, we consider the following model of self-avoiding walk: the probability of a self-avoiding trajectory between two points on the boundary of a finite subdomain of is proportional to . When is supercritical (i.e. where is the connective constant of the lattice), we show that the random trajectory becomes space-filling when taking the scaling limit.
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...
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).
We study trajectories of -dimensional Brownian Motion in Poissonian potential up to the hitting time of a distant hyper-plane. Our Poissonian potential 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 has power-law decay and prove that superdiffusivity...
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) is strictly less than 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...
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...
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...
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...