The Tangent Measure Distribution of Self-Conformal Fractals

We show that the tangent measure distribution of a self-conformal measure exists at almost all points of the support of the measure. Moreover, we prove, that it is the same for almost all points.     

Absolute continuity of some semi-selfdecomposable distributions and self-similar measures

P.S. numbers are introduced in relation to absolute continuity of some infinite Bernoulli convolutions. Absolute continuity and continuous singularity of some semi-selfdecomposable distributions are studied as marginal distributions of subordinators. It is shown that these properties are widely different according as their spans are P.V. numbers or the reciprocals of P.S. numbers. A simple example of a subordinator whose distribution is continuous singular for small time and absolutely continuous for large time is given. Absolute continuity of convolutions of multidimensional homogeneous self-similar measures are also discussed. Received: 27 December 1998 / Revised version: 20 August 1999 / Published online: 31 May 2000     

Some properties of the range of super-Brownian motion

We consider a super-Brownian motion X. Its canonical measures can be studied through the path-valued process called the Brownian snake. We obtain the limiting behavior of the volume of the ɛ-neighborhood for the range of the Brownian snake, and as a consequence we derive the analogous result for the range of super-Brownian motion and for the support of the integrated super-Brownian excursion. Then we prove the support of X _t is capacity-equivalent to [0, 1]² in ℝ^d, d≥ 3, and the range of X, as well as the support of the integrated super-Brownian excursion are capacity-equivalent to [0, 1]⁴ in ℝ^d, d≥ 5. Received: 7 April 1998 / Revised version: 2 October 1998     

Tangent measure distributions of hyperbolic Cantor sets

Tangent measure distributions were introduced byBandt [2] andGraf [8] as a means to describe the local geometry of self-similar sets generated by iteration of contractive similitudes. In this paper we study the tangent measure distributions of hyperbolic Cantor sets generated by certain contractive mappings, which are not necessarily similitudes. We show that the tangent measure distributions of these sets equipped with either Hausdorff- or Gibbs measure are unique almost everywhere and give an explicit formula describing them as probability distributions on the set of limit models ofBedford andFisher [5].     

On the conditioned exit measures of super Brownian motion

In this paper we present a martingale related to the exit measures of super Brownian motion. By changing measure with this martingale in the canonical way we have a new process associated with the conditioned exit measure. This measure is shown to be identical to a measure generated by a non-homogeneous branching particle system with immigration of mass. An application is given to the problem of conditioning the exit measure to hit a number of specified points on the boundary of a domain. The results are similar in flavor to the “immortal particle” picture of conditioned super Brownian motion but more general, as the change of measure is given by a martingale which need not arise from a single harmonic function. Received: 27 August 1998 / Revised version: 8 January 1999     

The multifractal nature of Lévy processes

We show that the sample paths of most Lévy processes are multifractal functions and we determine their spectrum of singularities. Received: 21 February 1997 / Revised version: 27 July 1998     

Scaling properties of Hausdorff and packing measures

Let . Let be a continuous increasing function defined on , for which and is a decreasing function of t. Let be a norm on , and let , , denote the corresponding metric, and Hausdorff and packing measures, respectively. We characterize those functions such that the corresponding Hausdorff or packing measure scales with exponent by showing it must be of the form , where L is slowly varying. We also show that for continuous increasing functions and defined on , for which , is either trivially true or false: we show that if , then for a constant c, where is the Lebesgue measure on . Received June 17, 2000 / Accepted September 6, 2000 / Published online March 12, 2001     

Empirical multifractal moment measures of self-similar measure for <Emphasis Type="Italic">q</Emphasis> < 0<Superscript>*</Superscript>

For q ≥ 0, Olsen [1] has attained the exact rate of convergence of the L ^q -spectrum of a self-similar measure and showed that the so-called empirical multifractal moment measures converges weakly to the normalized multifractal measures. Unfortunately, nothing is known for q < 0. Indeed, the problem of analysing the L ^q - spectrum for q < 0 is generally considered significantly more difficult since the L ^q -spectrum is extremely sensitive to small variations of μ for q < 0. In [2] we showed that self-similar measures satisfying the Open Set Condition (OSC) are Ahlfors regular and, using this fact, we obtained the exact rate of convergence of the L ^q -spectrum of a self-similar measure satisfying the OSC for q < 0. In this paper, we apply the results from [2] to show the empirical multifractal q’th moment measures of self-similar measures satisfying the OSC converges weakly to the normalized multifractal Hausdorff measures for q < 0. Authors’ addresses: Jiaqing Xiao, School of Science, Wuhan University of Technology, Wuhan 430070, China; Wu Min, School of Mathematical Sciences, South China University of Technology, Guangzhou, 510640, China     

A super-Brownian motion with a locally infinite catalytic mass

Summary. A super-Brownian motion in with “hyperbolic” branching rate , is constructed, which symbolically could be described by the formal stochastic equation (with a space-time white noise ). Starting at this superprocess will never hit the catalytic center: There is an increasing sequence of Brownian stopping times strictly smaller than the hitting time of such that with probability one Dynkin's stopped measures vanish except for finitely many Received: 27 November 1995 / In revised form: 24 July 1996     

An extension of Hawkes theorem on the Hausdorff dimension of a Galton–Watson tree

Let ? be the genealogical tree of a supercritical multitype Galton–Watson process, and let Λ be the limit set of ?, i.e., the set of all infinite self-avoiding paths (called ends) through ? that begin at a vertex of the first generation. The limit set Λ is endowed with the metric d(ζ, ξ) = 2 ⁻ⁿ where n = n(ζ, ξ) is the index of the first generation where ζ and ξ differ. To each end ζ is associated the infinite sequence Φ(ζ) of types of the vertices of ζ. Let Ω be the space of all such sequences. For any ergodic, shift-invariant probability measure μ on Ω, define Ω_μ to be the set of all μ-generic sequences, i.e., the set of all sequences ω such that each finite sequence v occurs in ω with limiting frequency μ(Ω(v)), where Ω(v) is the set of all ω′?Ω that begin with the word v. Then the Hausdorff dimension of Λ∩Φ⁻¹ (Ω_μ) in the metric d is

Tangent Graeffe iteration

Summary.   Graeffe iteration was the choice algorithm for solving univariate polynomials in the XIX-th and early XX-th century. In this paper, a new variation of Graeffe iteration is given, suitable to IEEE floating-point arithmetics of modern digital computers. We prove that under a certain generic assumption the proposed algorithm converges. We also estimate the error after N iterations and the running cost. The main ideas from which this algorithm is built are: classical Graeffe iteration and Newton Diagrams, changes of scale (renormalization), and replacement of a difference technique by a differentiation one. The algorithm was implemented successfully and a number of numerical experiments are displayed. Received May 29, 1998 / Revised version received September 13, 1999 / Published online April 5, 2001     

When is the union of two unit intervals a self-similar set satisfying the open set condition?

Let U _λ be the union of two unit intervals with gap λ. We show that U _λ is a self-similar set satisfying the open set condition if and only if U _λ can tile an interval by finitely many of its affine copies (admitting different dilations). Furthermore, each such λ can be characterized as the spectrum of an irreducible double word which represents a tiling pattern. Some further considerations of the set of all such λ’s, as well as the corresponding tiling patterns, are given. The first author was partially supported by the RGC grant and the direct grant in CUHK, Fok Ying Tong Education Foundation and NSFC (10571100). The second author was partially supported by NSFC (70371074) and NFSC (10571104).     

Multiple points of trajectories of multiparameter fractional Brownian motion

Consider 0<α<1 and the Gaussian process Y(t) on ℝ ^N with covariance E(Y(s)Y(t))=|t|^2α+|s|^2α−|t−s|^2α, where |t| is the Euclidean norm of t. Consider independent copies X ¹,…,X ^d of Y and␣the process X(t)=(X ¹(t),…,X ^d (t)) valued in ℝ ^d . When kN≤␣(k−1)αd, we show that the trajectories of X do not have k-multiple points. If N<αd and kN>(k−1)αd, the set of k-multiple points of the trajectories X is a countable union of sets of finite Hausdorff measure associated with the function ϕ(ɛ)=ɛ ^{k N /α−( k −1) d} (loglog(1/ɛ)) ^k . If N=αd, we show that the set of k-multiple points of the trajectories of X is a countable union of sets of finite Hausdorff measure associated with the function ϕ(ɛ)=ɛ ^d (log(1/ɛ) logloglog 1/ɛ) ^k . (This includes the case k=1.) Received: 20 May 1997 / Revised version: 15 May 1998     

Differentiable and analytic families of continuous martingales in manifolds with connection

Summary.  We prove that the derivative of a differentiable family X _t (a) of continuous martingales in a manifold M is a martingale in the tangent space for the complete lift of the connection in M, provided that the derivative is bicontinuous in t and a. We consider a filtered probability space (Ω,(ℱ _t )_{0≤ t ≤1}, ℙ) such that all the real martingales have a continuous version, and a manifold M endowed with an analytic connection and such that the complexification of M has strong convex geometry. We prove that, given an analytic family a↦L(a) of random variable with values in M and such that L(0)≡x ₀∈M, there exists an analytic family a↦X(a) of continuous martingales such that X ₁(a)=L(a). For this, we investigate the convexity of the tangent spaces T ^{( n )} M, and we prove that any continuous martingale in any manifold can be uniformly approximated by a discrete martingale up to a stopping time T such that ℙ(T<1) is arbitrarily small. We use this construction of families of martingales in complex analytic manifolds to prove that every ℱ₁-measurable random variable with values in a compact convex set V with convex geometry in a manifold with a C ¹ connection is reachable by a V-valued martingale. Received: 14 March 1996/In revised form: 12 November 1996     

Cone paths for the planar Brownian snake

Summary. For the Brownian path-valued process of Le Gall (or Brownian snake) in , the times at which the process is a cone path are considered as a function of the size of the cone and the terminal position of the path. The results show that the paths for the path-valued process have local properties unlike those of a standard Brownian motion. Received: 29 January 1996 / In revised form: 21 June 1996     

Hausdorff Dimension of Operator Stable Sample Paths

The Hausdorff dimension of the sample paths of a stochastic process with stationary independent operator stable increments is computed. With probability one, every sample path has the same dimension, depending on the real parts of the eigenvalues of the operator stable exponent.Received May 28, 2002; in revised form October 2, 2002 Published online May 15, 2003     

Moments, continuité, et analyse multifractale des martingales de Mandelbrot

Here, a Mandelbrot measure is a statistically self-similar measure μ on the boundary of a c-ary tree, obtained by multiplying random weights indexed by the nodes of the tree. We take a particular interest in the random variable Y = ‖μ‖: we study the existence of finite moments of negative orders for Y, conditionally to Y > 0, and the continuity properties of Y with respect to the weights. Our results on moments make possible to study, with probability one, the existence of a local Hölder exponent for μ, almost everywhere with respect to another Mandelbrot measure, as well as to perform the multifractal analysis of μ, under hypotheses that are weaker than those usually assumed.     

Bronchien und Baumstrukturen

Zusammenfassung. Die Arbeit behandelt Modelle des Bronchialbaumes. Es wird zun?chst die Ver?nderung der Querschnitte von Luftwegen bei Verzweigungen untersucht. Dann geht es um „Strichb?ume”– Baumh?he, Zweigl?nge, überlappungsfreiheit, Selbst?hnlichkeit und Dimension. Schlie{?}lich findet sich auch noch eine Diskussion zu einem wohlbekannten Dreiecksfraktal – Grenzkurve, Selbst?hnlichkeit, Dimension, Zusammenhang mit den „Strichb?umen”. Anatomen haben zu dem Thema noch viele Anregungen und Fragen.

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Rescaled contact processes converge to super-Brownian motion in two or more dimensions

We show that in dimensions two or more a sequence of long range contact processes suitably rescaled in space and time converges to a super-Brownian motion with drift. As a consequence of this result we can improve the results of Bramson, Durrett, and Swindle (1989) by replacing their order of magnitude estimates of how close the critical value is to 1 with sharp asymptotics. Received: 2 February 1998 / Revised version: 28 August 1998