Stable windings at the origin

In 1996, Bertoin and Werner demonstrated a functional limit theorem, characterising the windings of planar isotropic stable processes around the origin for large times, thereby complementing known results for planar Brownian motion. The question of windings at small times can be handled using scaling. Nonetheless we examine the case of windings at the origin using new techniques from the theory of self-similar Markov processes. This allows us to understand upcrossings of (not necessarily symmetric) stable processes over the origin for large and small times in the one-dimensional setting.     

Products of random matrices and derivatives on p.c.f. fractals

We define and study intrinsic first order derivatives on post critically finite fractals and prove differentiability almost everywhere with respect to self-similar measures for certain classes of fractals and functions. We apply our results to extend the geography is destiny principle to these cases, and also obtain results on the pointwise behavior of local eccentricities on the Sierpiński gasket, previously studied by Öberg, Strichartz and Yingst, and the authors. We also establish the relation of the derivatives to the tangents and gradients previously studied by Strichartz and the authors. Our main tool is the Furstenberg-Kesten theory of products of random matrices.     

Self-similarity degree of deformed statistical ensembles

We consider self-similar statistical ensembles with the phase space whose volume is invariant under the deformation that squeezes (expands) the coordinate and expands (squeezes) the momentum. The related probability distribution function is shown to possess a discrete symmetry with respect to manifold action of the Jackson derivative to be a homogeneous function with a self-similarity degree q fixed by the condition of invariance under (n+1)-fold action of the related dilatation operator. In slightly deformed phase space, we find the homogeneous function is defined with the linear dependence at n=0, whereas the self-similarity degree equals the gold mean at n=1, and q→n in the limit n→∞. Dilatation of the homogeneous function is shown to decrease the self-similarity degree q at n>0.     

Fractals,coherent states and self-similarity induced noncommutative geometry

The self-similarity properties of fractals are studied in the framework of the theory of entire analytical functions and the q-deformed algebra of coherent states. Self-similar structures are related to dissipation and to noncommutative geometry in the plane. The examples of the Koch curve and logarithmic spiral are considered in detail. It is suggested that the dynamical formation of fractals originates from the coherent boson condensation induced by the generators of the squeezed coherent states, whose (fractal) geometrical properties thus become manifest. The macroscopic nature of fractals appears to emerge from microscopic coherent local deformation processes.     

Estimating long-range dependence in the presence of periodicity: An empirical study

Recent results in applied statistics have shown that the presence of periodicity in a time series may have an influence on the estimation of the long memory (long-range dependence) parameter H. In particular, some estimators falsely detect the presence of long-range dependence when periodicity is present. In this paper, we apply various estimation procedures to synthetic periodic time series in order to verify the performance of each estimation method and to determine which estimators should be used when periodicity may be present.     

Behavior of the Hermite sheet with respect to theHurst index

We consider a $d$-parameter Hermite process with Hurst index $\mathbf{H}=(H_1,..,H_d)\in {\left(\frac{1}{2},1\right)}^d$ and we study its limit behavior in distribution when the Hurst parameters $H_i,i=1,..,d$ (or a part of them) converge to $\frac{1}{2}$ and/or 1. The limit obtained is Gaussian (when at least one parameter tends to $\frac{1}{2}$) and non-Gaussian (when at least one-parameter tends to 1 and none converges to $\frac{1}{2}$).     

Coalescence of Particles by Differential Sedimentation

We consider a three dimensional system consisting of a large number of small spherical particles, distributed in a range of sizes and heights (with uniform distribution in the horizontal direction). Particles move vertically at a size-dependent terminal velocity. They are either allowed to merge whenever they cross or there is a size ratio criterion enforced to account for collision efficiency. Such a system may be described, in mean field approximation, by the Smoluchowski kinetic equation with a differential sedimentation kernel. We obtain self-similar steady-state and time-dependent solutions to the kinetic equation, using methods borrowed from weak turbulence theory. Analytical results are compared with direct numerical simulations (DNS) of moving and merging particles, and a good agreement is found.     

Exponential relaxation to self-similarity for the superquadratic fragmentation equation

We consider the self-similar fragmentation equation with a superquadratic fragmentation rate and provide a quantitative estimate of the spectral gap.