Images of Gaussian random fields: Salem sets and interior points

Narn-Rueih Shieh; Yimin Xiao

Displaying similar documents to “Images of Gaussian random fields: Salem sets and interior points”

Finite time asymptotics of fluid and ruin models: multiplexed fractional Brownian motions case

Krzysztof Dębicki, Grzegorz Sikora (2011)

Applicationes Mathematicae

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Motivated by applications in queueing fluid models and ruin theory, we analyze the asymptotics of $ℙ (s u p_{t \in [0, T]} (\sum_{i = 1}^{n} λ_{i} B_{H_{i}} (t) - c t) > u)$ , where $B_{H_{i}} (t) : t \geq 0$ , i = 1,...,n, are independent fractional Brownian motions with Hurst parameters $H_{i} \in (0, 1]$ and λ₁,...,λₙ > 0. The asymptotics takes one of three different qualitative forms, depending on the value of $m i n_{i = 1, . . ., n} H_{i}$ .

Upper bounds for the density of solutions to stochastic differential equations driven by fractional brownian motions

Fabrice Baudoin, Cheng Ouyang, Samy Tindel (2014)

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

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In this paper we study upper bounds for the density of solution to stochastic differential equations driven by a fractional Brownian motion with Hurst parameter $H g t; 1 / 3$ . We show that under some geometric conditions, in the regular case $H g t; 1 / 2$ , the density of the solution satisfies the log-Sobolev inequality, the Gaussian concentration inequality and admits an upper Gaussian bound. In the rough case $H g t; 1 / 3$ and under the same geometric conditions, we show that the density of the solution is smooth and...

The number of absorbed individuals in branching brownian motion with a barrier

Pascal Maillard (2013)

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

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We study supercritical branching Brownian motion on the real line starting at the origin and with constant drift $c$ . At the point $x g t; 0$ , we add an absorbing barrier, i.e. individuals touching the barrier are instantly killed without producing offspring. It is known that there is a critical drift $c_{0}$ , such that this process becomes extinct almost surely if and only if $c \geq c_{0}$ . In this case, if $Z_{x}$ denotes the number of individuals absorbed at the barrier, we give an asymptotic for $P (Z_{x} = n)$ as $n$ goes to infinity....

Fractional integral operators on $B^{p, λ}$ with Morrey-Campanato norms

Katsuo Matsuoka, Eiichi Nakai (2011)

Banach Center Publications

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We introduce function spaces $B^{p, λ}$ with Morrey-Campanato norms, which unify $B^{p, λ}$ , $C M O^{p, λ}$ and Morrey-Campanato spaces, and prove the boundedness of the fractional integral operator $I_{α}$ on these spaces.

A uniform dimension result for two-dimensional fractional multiplicative processes

Xiong Jin (2014)

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

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Given a two-dimensional fractional multiplicative process ${(F_{t})}_{t \in [0, 1]}$ determined by two Hurst exponents $H_{1}$ and $H_{2}$ , we show that there is an associated uniform Hausdorff dimension result for the images of subsets of $[0, 1]$ by $F$ if and only if $H_{1} = H_{2}$ .

Characterizations of processes with stationary and independent increments under $G$ -expectation

Yongsheng Song (2013)

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

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Our purpose is to investigate properties for processes with stationary and independent increments under $G$ -expectation. As applications, we prove the martingale characterization of $G$ -Brownian motion and present a pathwise decomposition theorem for generalized $G$ -Brownian motion.

Limiting behaviour of intrinsic seminorms in fractional order Sobolev spaces

Rémi Arcangéli, Juan José Torrens (2013)

Studia Mathematica

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We collect and extend results on the limit of $σ^{1 - k} {(1 - σ)}^{k} {| v |}_{l + σ, p, Ω}^{p}$ as σ → 0⁺ or σ → 1¯, where Ω is ℝⁿ or a smooth bounded domain, k ∈ 0,1, l ∈ ℕ, p ∈ [1,∞), and ${| \cdot |}_{l + σ, p, Ω}$ is the intrinsic seminorm of order l+σ in the Sobolev space $W^{l + σ, p} (Ω)$ . In general, the above limit is equal to $c {[v]}^{p}$ , where c and [·] are, respectively, a constant and a seminorm that we explicitly provide. The particular case p = 2 for Ω = ℝⁿ is also examined and the results are then proved by using the Fourier transform.

Stable random fields and geometry

Shigeo Takenaka (2010)

Banach Center Publications

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Let (M,d) be a metric space with a fixed origin O. P. Lévy defined Brownian motion X(a); a ∈ M as 0. X(O) = 0. 1. X(a) - X(b) is subject to the Gaussian law of mean 0 and variance d(a,b). He gave an example for $M = S^{m}$ , the m-dimensional sphere. Let $Y (B); B \in ℬ (S^{m})$ be the Gaussian random measure on $S^{m}$ , that is, 1. Y(B) is a centered Gaussian system, 2. the variance of Y(B) is equal of μ(B), where μ is the uniform measure on $S^{m}$ , 3. if B₁ ∩ B₂ = ∅ then Y(B₁) is independent of Y(B₂). 4. for $B_{i}$ , i = 1,2,..., $B_{i} \cap B_{j} = \emptyset$ ,...

Generalized fractional integrals on central Morrey spaces and generalized λ-CMO spaces

Katsuo Matsuoka (2014)

Banach Center Publications

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We introduce the generalized fractional integrals $I ̃_{α, d}$ and prove the strong and weak boundedness of $I ̃_{α, d}$ on the central Morrey spaces $B^{p, λ} (ℝ ⁿ)$ . In order to show the boundedness, the generalized λ-central mean oscillation spaces $Λ_{p, λ}^{(d)} (ℝ ⁿ)$ and the generalized weak λ-central mean oscillation spaces $W Λ_{p, λ}^{(d)} (ℝ ⁿ)$ play an important role.

Fractional global domination in graphs

Subramanian Arumugam, Kalimuthu Karuppasamy, Ismail Sahul Hamid (2010)

Discussiones Mathematicae Graph Theory

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Let G = (V,E) be a graph. A function g:V → [0,1] is called a global dominating function (GDF) of G, if for every v ∈ V, $g (N [v]) = \sum_{u \in N [v]} g (u) \geq 1$ and $g (\bar{N (v)}) = \sum_{u \notin N (v)} g (u) \geq 1$ . A GDF g of a graph G is called minimal (MGDF) if for all functions f:V → [0,1] such that f ≤ g and f(v) ≠ g(v) for at least one v ∈ V, f is not a GDF. The fractional global domination number $γ_{f g} (G)$ is defined as follows: $γ_{f g} (G)$ = min|g|:g is an MGDF of G where $| g | = \sum_{v \in V} g (v)$ . In this paper we initiate a study of this parameter.

Fractional Laplacian with singular drift

Tomasz Jakubowski (2011)

Studia Mathematica

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For α ∈ (1,2) we consider the equation $\partial_{t} u = Δ^{α / 2} u + b \cdot \nabla u$ , where b is a time-independent, divergence-free singular vector field of the Morrey class $M ₁^{1 - α}$ . We show that if the Morrey norm ${| | b | |}_{M ₁^{1 - α}}$ is sufficiently small, then the fundamental solution is globally in time comparable with the density of the isotropic stable process.

Large time behaviour of a conservation law regularised by a Riesz-Feller operator: the sub-critical case

Carlota Maria Cuesta, Xuban Diez-Izagirre (2023)

Czechoslovak Mathematical Journal

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We study the large time behaviour of the solutions of a nonlocal regularisation of a scalar conservation law. This regularisation is given by a fractional derivative of order $1 + α$ , with $α \in (0, 1)$ , which is a Riesz-Feller operator. The nonlinear flux is given by the locally Lipschitz function ${| u |}^{q - 1} u / q$ for $q > 1$ . We show that in the sub-critical case, $1 < q < 1 + α$ , the large time behaviour is governed by the unique entropy solution of the scalar conservation law. Our proof adapts the proofs of the analogous results for...

Gap universality of generalized Wigner and $β$ -ensembles

László Erdős, Horng-Tzer Yau (2015)

Journal of the European Mathematical Society

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We consider generalized Wigner ensembles and general $β$ -ensembles with analytic potentials for any $β \geq 1$ . The recent universality results in particular assert that the local averages of consecutive eigenvalue gaps in the bulk of the spectrum are universal in the sense that they coincide with those of the corresponding Gaussian $β$ -ensembles. In this article, we show that local averaging is not necessary for this result, i.e. we prove that the single gap distributions in the bulk are universal....

Remarks on q-CCR relations for |q| > 1

Marek Bożejko (2007)

Banach Center Publications

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In this paper we give a construction of operators satisfying q-CCR relations for q > 1: $A (f) A * (g) - A * (g) A (f) = q^{N} ⟨ f, g ⟩ I$ and also q-CAR relations for q < -1: $B (f) B * (g) + B * (g) B (f) = {| q |}^{N} ⟨ f, g ⟩ I$ , where N is the number operator on a suitable Fock space $ℱ_{q} ()$ acting as Nx₁ ⊗ ⋯ ⊗ xₙ = nx₁ ⊗ ⋯ ⊗xₙ. Some applications to combinatorial problems are also given.

Extremal points of high-dimensional random walks and mixing times of a brownian motion on the sphere

Ronen Eldan (2014)

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

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We derive asymptotics for the probability that the origin is an extremal point of a random walk in $ℝ^{n}$ . We show that in order for the probability to be roughly $1 / 2$ , the number of steps of the random walk should be between $e^{n / (C log n)}$ and $e^{C n log n}$ for some constant $C g t; 0$ . As a result, we attain a bound for the $\frac{π}{2}$ -covering time of a spherical Brownian motion.

A spatially sixth-order hybrid $L 1$ -CCD method for solving time fractional Schrödinger equations

Chun-Hua Zhang, Jun-Wei Jin, Hai-Wei Sun, Qin Sheng (2021)

Applications of Mathematics

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We consider highly accurate schemes for nonlinear time fractional Schrödinger equations (NTFSEs). While an $L 1$ strategy is employed for approximating the Caputo fractional derivative in the temporal direction, compact CCD finite difference approaches are incorporated in the space. A highly effective hybrid $L 1$ -CCD method is implemented successfully. The accuracy of this linearized scheme is order six in space, and order $2 - γ$ in time, where $0 < γ < 1$ is the order of the Caputo fractional derivative...

On the variation of certain fractional part sequences

Michel Balazard, Leila Benferhat, Mihoub Bouderbala (2021)

Communications in Mathematics

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Let $b > a > 0$ . We prove the following asymptotic formula $\sum_{n ⩾ 0} | {x / (n + a)} - {x / (n + b)} | = \frac{2}{π} ζ (3 / 2) \sqrt{c x} + O (c^{2 / 9} x^{4 / 9}),$ with $c = b - a$ , uniformly for $x ⩾ 40 c^{- 5} {(1 + b)}^{27 / 2}$ .

Two-weighted estimates for generalized fractional maximal operators on non-homogeneous spaces

Gladis Pradolini, Jorgelina Recchi (2018)

Czechoslovak Mathematical Journal

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Let $μ$ be a nonnegative Borel measure on $ℝ^{d}$ satisfying that $μ (Q) \leq l {(Q)}^{n}$ for every cube $Q \subset ℝ^{n}$ , where $l (Q)$ is the side length of the cube $Q$ and $0 < n \leq d$ . We study the class of pairs of weights related to the boundedness of radial maximal operators of fractional type associated to a Young function $B$ in the context of non-homogeneous spaces related to the measure $μ$ . Our results include two-weighted norm and weak type inequalities and pointwise estimates. Particularly, we give an improvement of a two-weighted result...

Perturbing the hexagonal circle packing: a percolation perspective

Itai Benjamini, Alexandre Stauffer (2013)

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

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We consider the hexagonal circle packing with radius $1 / 2$ and perturb it by letting the circles move as independent Brownian motions for time $t$ . It is shown that, for large enough $t$ , if $𝛱_{t}$ is the point process given by the center of the circles at time $t$ , then, as $t \to \infty$ , the critical radius for circles centered at $𝛱_{t}$ to contain an infinite component converges to that of continuum percolation (which was shown – based on a Monte Carlo estimate – by Balister, Bollobás and Walters to be strictly...

Three examples of brownian flows on $ℝ$

Yves Le Jan, Olivier Raimond (2014)

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

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We show that the only flow solving the stochastic differential equation (SDE) on $ℝ$ $d X_{t} = 1_{{X_{t} g t; 0}} W^{+} (d t) + 1_{{X_{t} l t; 0}} d W^{-} (d t),$ where $W^{+}$ and $W^{-}$ are two independent white noises, is a coalescing flow we will denote by $ϕ^{\pm}$ . The flow $ϕ^{\pm}$ is a Wiener solution of the SDE. Moreover, $K^{+} = 𝖤 [δ_{ϕ^{\pm}} | W^{+}]$ is the unique solution (it is also a Wiener solution) of the SDE $K_{s, t}^{+} f (x) = f (x) + \int_{s}^{t} K_{s, u} (1_{ℝ}^{+} f^{'}) (x) W^{+} (d u) + \frac{1}{2} \int_{s}^{t} K_{s, u} f ` ` (x) d u$ for $s l t; t$ , $x \in ℝ$ and $f$ a twice continuously differentiable function. A third flow $ϕ^{+}$ can be constructed out of the $n$ -point motions of $K^{+}$ . This flow is coalescing and its $n$ -point motion...

Density of some sequences modulo 1

Artūras Dubickas (2012)

Colloquium Mathematicae

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Recently, Cilleruelo, Kumchev, Luca, Rué and Shparlinski proved that for each integer a ≥ 2 the sequence of fractional parts ${a ⁿ / n}_{n = 1}^{\infty}$ is everywhere dense in the interval [0,1]. We prove a similar result for all Pisot numbers and Salem numbers α and show that for each c > 0 and each sufficiently large N, every subinterval of [0,1] of length $c N^{- 0.475}$ contains at least one fractional part Q(αⁿ)/n, where Q is a nonconstant polynomial in ℤ[z] and n is an integer satisfying 1 ≤ n ≤ N.