Katarzyna Pietruska-Paluba
In this paper we identify the domain of the Dirichlet form associated with the Brownian motion on simple nested fractals with an integral Lipschitz space. This result generalizes such an identification on the Sierpiński gasket, carried on by Jonsson.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
继续探索
In this paper we prove matching upper and lower bounds for the transition density function of the subordinate reflected Brownian motion on fractals.
Recently, Kigami's resistance form framework has been applied to provide a general approach for deriving the scaling limits of random walks on graphs with a fractal scaling limit. As an illustrative example, this article describes an application to the random conductance model with heavy tails on nested fractal graphs.
A stochastic heat equation on an unbounded nested fractal driven by a general stochastic measure is investigated. Existence, uniqueness and continuity of the mild solution are proved provided that the spectral dimension of the fractal is less than 4/3.
We give sharp two-sided estimates for the functions $g_M(t,x,y)$ and $g_M(t,x,y)-g(t,x,y)$, where $g_M(t,x,y)$ are the transition probability densities of the reflected Brownian motion on a $M$-complex of size $M \in \mathbb{Z}$ of an unbounded planar simple nested fractal and $g(t,x,y)$ are the transition probability densities of the `free' Brownian motion on this fractal. This is done for a large class of planar simple nested fractals with the good labeling property.
Non-existence of several random fractals in Brownian motion and Brownian loop soup
本文通过统一方法证明了三种随机分形的不存在性，包括平面布朗运动的先驱三重点、平面和三维布朗运动的先驱双断点，以及临界强度下平面布朗循环汤簇边界上的双点，解决了相关开放问题。
Connective Constants on Nested Fractal Graphs
该研究针对Lindstrom嵌套分形的正则单侧图，证明其自回避游走的连通常数μ存在，推导正多边形N- gasket的连通常数递推式，明确Vicsek图无灵活步长且相邻比值不收敛的特性。
In this work we study fractal properties of rough differential equations driven by a fractional Brownian motions with Hurst parameter $H>\frac{1}{4}$. In particular, we show that the Hausdorff dimension of the sample paths of the solution is $\min\{d,\frac{1}{H}\}$ and that the Hausdorff dimension of the level set $L_x=\{ t\in[ε,1]: X_t=x\}$ is $1-dH$ with positive probability when $d<\frac{1}{H}$
Oscillations of BV measures on nested fractals
本文研究嵌套分形上与 $n$-复形并集相关的总变差测度的精确渐近性态，揭示了其振荡行为并证明了 BV 测度的非唯一性。
Robert Kaufman's proof that the set of rapid points of Brownian motion has a Fourier dimension equal to its Hausdorff dimension was first published in 1974. A study of the proof of the original paper revealed several gaps in the arguments and a slight inaccuracy in the main theorem. This paper presents a new version of the construction and incorporates some recent results in order to establish a corrected version of Kaufman's theorem. The method of proof can then be extended to show that functionally determined rapid points of Brownian motion also form Salem sets for absolutely continuous func…
We study the spectral heat content for a class of open sets with fractal boundaries determined by similitudes in $\mathbb{R}^{d}$, $d\geq 1$, with respect to subordinate killed Brownian motions via $α/2$-stable subordinators and establish the asymptotic behavior of the spectral heat content as $t\to 0$ for the full range of $α\in (0,2)$. Our main theorems show that these asymptotic behaviors depend on whether the sequence of logarithms of the coefficients of the similitudes is arithmetic when $α\in [d-\b,2)$, where $\b$ is the interior Minkowski dimension of the boundary of the open set. The m…
We prove the existence of the reflected diffusion on a complex of an arbitrary size for a large class of planar simple nested fractals. Such a process is obtained as a folding projection of the free Brownian motion from the unbounded fractal. We give sharp necessary geometric conditions on the fractal under which this projection can be well defined. They are illustrated by various specific examples. We first construct a proper version of the transition probability densities for reflected process and we prove that it is a continuous, bounded and symmetric function which satisfies the Chapman-Ko…
Geometric influence on the limiting behavior of diffusion processes in one-sided Brownian environments on disconnected fractal sets
本文研究单侧布朗环境中不连通分形集上的扩散过程，发现其扩散或捕获行为由几何参数r和N决定，概率由豪斯多夫维数刻画。
Given a Brownian path $β(t)$ on $\mathbb{R}$, starting at $1$, a.s. there is a singular time set $T_β$, such that the first hitting time of $β$ by an independent Brownian motion, starting at $0$, is in $T_β$ with probability one. A couple of problems regarding hitting measure for random processes are presented.
Scaling limit for Brownian motions on the $l$-level Sierpinski gaskets: The fractal to Euclidean crossover
本文证明了$l$级Sierpinski垫片上的典型扩散经重标度后收敛到初始三角形上的Brownian motion，并建立了转移密度的局部中心极限定理，核心是借助瓶颈间的欧几里得混合推导Poincaré不等式。
We prove the existence and establish the Lifschitz singularity of the integrated density of states for certain random Hamiltonians $H^ω=H_0+V^ω$ on fractal spaces of infinite diameter. The kinetic term $H_0$ is given by $ϕ(-\mathcal L),$ where $\mathcal L$ is the Laplacian on the fractal and $ϕ$ is a completely monotone function satisfying some mild regularity conditions. The random potential $V^ω$ is of alloy-type.
$L^p$-Poincaré inequalities on nested fractals
本文利用热核方法发展分形上 Korevaar-Schoen-Sobolev 空间的局部 $L^p$ 理论，证明了嵌套分形上度量球的尺度不变 $L^p$-Poincaré 不等式，并应用于 Sobolev 不等式、极大函数及 Hajłasz-Sobolev 空间研究。
In this paper we apply the spectral theory of linear diffusions to study the one-dimensional Liouville Brownian Motion and Liouville Brownian excursions from a given point. As an application we estimate the fractal dimensions of level sets of one-dimensional Liouville Brownian motion as well as various probabilistic asymptotic behaviours of Liouville Brownian motion and Liouville Brownian excursions.
This paper is concerned mainly with the macroscopic fractal behavior of various random sets that arise in modern and classical probability theory. Among other things, it is shown here that the macroscopic behavior of Boolean coverage processes is analogous to the microscopic structure of the Mandelbrot fractal percolation. Other, more technically challenging, results of this paper include: (i) The computation of the macroscopic dimension of the graph of a large family of Lévy processes; and (ii) The determination of the macroscopic monofractality of the extreme values of symmetric stable proce…
Consider a Brownian particle in three dimensions which is attracted by a plane with a strength proportional to some dimensionless parameter $α$. We investigate the fractal spatial structure of the visited lattice sites in a cubic lattice by the particle around and on the attractive plane. We compute the fractal dimensions of the set of visited sites both in three dimensions and on the attractive plane, as a function of the strength of attraction $α$. We also investigate the scaling properties of the size distribution of the clusters of nearest-neighbor visited sites on the attractive plane, an…
IDS for subordinate Brownian motions in Poisson random environment on nested fractals
本文研究了在嵌套分形上带有泊松随机环境的从属布朗运动的IDS奇异性，通过将随机势能转化为合金型势能，拓展了伯恩斯坦函数的应用范围。
We prove that, up to scalar multiples, there exists only one local regular Dirichlet form on a generalized Sierpinski carpet that is invariant with respect to the local symmetries of the carpet. Consequently for each such fractal the law of Brownian motion is uniquely determined and the Laplacian is well defined.
We study upper estimates of the martingale dimension $d_m$ of diffusion processes associated with strong local Dirichlet forms. By applying a general strategy to self-similar Dirichlet forms on self-similar fractals, we prove that $d_m=1$ for natural diffusions on post-critically finite self-similar sets and that $d_m$ is dominated by the spectral dimension for the Brownian motion on Sierpinski carpets.
In this paper we define Brownian local time as the almost sure limit of the local times of a nested sequence of simple, symmetric random walks. The limit is jointly continuous in $(t,x)$. The rate of convergence is $n^{\frac14} (\log n)^{\frac34}$ that is close to the best possible. The tools we apply are almost exclusively from elementary probability theory.
We study some properties of a class of random connected planar fractal sets induced by a Poissonian scale-invariant and translation-invariant point process. Using the second-moment method, we show that their Hausdorff dimensions are deterministic and equal to their expectation dimension. We also estimate their low-intensity limiting behavior. This applies in particular to the "conformal loop ensembles" defined via Poissonian clouds of Brownian loops for which the expectation dimension has been computed by Schramm, Sheffield and Wilson.
In this paper, we show that reflecting Brownian motion in any bounded domain D can be approximated, as $k\to\infty$, by simple random walks on "maximal connected" subsets of $(2^{-k}\mathbb{Z}^d)\cap D$ whose filled-in interiors are inside of D.
Consider a planar Brownian motion run for finite time. The frontier or ``outer boundary'' of the path is the boundary of the unbounded component of the complement. Burdzy (1989) showed that the frontier has infinite length. We improve this by showing that the Hausdorff dimension of the frontier is strictly greater than 1. (It has been conjectured that the Brownian frontier has dimension $4/3$, but this is still open.) The proof uses Jones's Traveling Salesman Theorem and a self-similar tiling of the plane by fractal tiles known as Gosper Islands.
In this article we are interested in the regularity properties of the probability measure induced by the solution process of the Lévy noise or a fractional Brownian motion driven Navier Stokes Equation on the two dimensional torus $\mathbb{T}$. We mainly investigate under which conditions on the characteristic measure of the Lévy process or the Hurst parameter of the fractal Brownian motion the law of the projection of $u(t)$ onto any finite dimensional $F\subset L^2(\mathbb{T})$ is absolutely continuous with respect to the Lebesgue measure on $F$.
We study fractal properties of the image and the graph of Brownian motion in $\R^d$ with an arbitrary c{à}dl{à}g drift $f$. We prove that the Minkowski (box) dimension of both the image and the graph of $B+f$ over $A\subseteq [0,1]$ are a.s.\ constants. We then show that for all $d\geq 1$ the Minkowski dimension of $(B+f)(A)$ is at least the maximum of the Minkowski dimension of $f(A)$ and that of $B(A)$. We also prove analogous results for the graph. For linear Brownian motion, if the drift $f$ is continuous and $A=[0,1]$, then the corresponding inequality for the graph is actually an equalit…
We consider planar skew Brownian motion (BM) across pre-fractal Koch interfaces $\partial Ω^n$ and moving on $\overline{Ω^n} \cup Σ^n= Ω^n_\varepsilon$. We study the asymptotic behaviour of the corresponding multiplicative additive functionals when thickness of $Σ^n$ and skewness coefficients vanish with different rates.
We consider time-changed Brownian motions on random Koch (pre-fractal and fractal) domains where the time change is given by the inverse to a subordinator. In particular, we study the fractional Cauchy problem with Robin condition on the pre-fractal boundary obtaining asymptotic results for the corresponding fractional diffusions with Robin, Neumann and Dirichlet boundary conditions on the fractal domain.
The Sierpinski gasket is known to support an exotic stochastic process called the asymptotically one-dimensional diffusion. This process displays local anisotropy, as there is a preferred direction of motion which dominates at the microscale, but on the macroscale we see global isotropy in that the process will behave like the canonical Brownian motion on the fractal. In this paper we analyse the microscale behaviour of such processes, which we call non-fixed point diffusions, for a class of fractals and show that there is a natural limit diffusion associated with the small scale asymptotics. …
We study the solution to the Robin boundary problem for the Laplacian in a Euclidean domain. We present some families of fractal domains where the infimum of the solution is greater than 0, and some other families of domains were it is equal to 0. We also give a new result on `trap domains', i.e., domains where reflecting Brownian motion takes a long time to reach the center of the domain.
The set-indexed fractional Brownian motion (sifBm) has been defined by Herbin-Merzbach (2006) for indices that are subsets of a metric measure space. In this paper, the sifBm is proved to statisfy a strenghtened definition of increment stationarity. This new definition for stationarity property allows to get a complete characterization of this process by its fractal properties: The sifBm is the only set-indexed Gaussian process which is self-similar and has stationary increments. Using the fact that the sifBm is the only set-indexed process whose projection on any increasing path is a one-dime…
Several methods are currently available to simulate paths of the Brownian motion. In particular, paths of the BM can be simulated using the properties of the increments of the process like in the Euler scheme, or as the limit of a random walk or via L2 decomposition like the Kac-Siegert/Karnounen-Loeve series. In this paper we first propose a IFSM (Iterated Function Systems with Maps) operator whose fixed point is the trajectory of the BM. We then use this representation of the process to simulate its trajectories. The resulting simulated trajectories are self-affine, continuous and fractal by…
Weierstrass Bridges
本文引入分数维 Wiener-Weierstrass 桥，通过卷积构造并分析其变差，揭示两种样本路径性质，证明其非半鞅且协方差为分形，并推广至一般高斯鞅桥。
Sweet Trims are made of Threes: A càdlàg erasure of the Brownian tree
本文提出一种简单修剪算法，通过逐个移除叶节点生成嵌套的均匀二叉平面树，其缩放极限揭示了布朗树的 càdlàg 擦除现象。
We establish an asymptotic formulas for the eigenvalue counting function of the Schrödinger operator $-Δ+V$ for some unbounded potentials $V$ on several types of unbounded fractal spaces. We give sufficient conditions for Bohr's formula to hold on metric measure spaces which admit a cellular decomposition, and then verify these conditions for fractafolds and fractal fields based on nested fractals. In particular, we partially answer a question of Fan, Khandker, and Strichartz regarding the spectral asymptotics of the harmonic oscillator potential on the infinite blow-up of a Sierpinski gasket.
The Skorokhod Embedding problem is well understood when the underlying process is a Brownian motion. We examine the problem when the underlying is the simple symmetric random walk and when no external randomisation is allowed. We prove that any measure on Z can be embedded by means of a minimal stopping time. However, in sharp contrast to the Brownian setting, we show that the set of measures which can be embedded in a uniformly integrable way is strictly smaller then the set of centered probability measures: specifically it is a fractal set which we characterise as an iterated function system…
Given a sequence of resistance forms that converges with respect to the Gromov-Hausdorff-vague topology and satisfies a uniform volume doubling condition, we show the convergence of corresponding Brownian motions and local times. As a corollary of this, we obtain the convergence of time-changed processes. Examples of our main results include scaling limits of Liouville Brownian motion, the Bouchaud trap model and the random conductance model on trees and self-similar fractals. For the latter two models, we show that under some assumptions the limiting process is a FIN diffusion on the relevant…
Asymptotic properties of parameter estimators in Vasicek model driven by tempered fractional Brownian motion
本文推导了由缓和分数布朗运动驱动的Vasicek模型中未知漂移参数最小二乘估计量的渐近分布，延续了此前关于该估计量强相合性的研究。
The fractional Brownian motion is a generalization of ordinary Brownian motion, used particularly when long-range dependence is required. Its explicit introduction is due to B.B. Mandelbrot and J.W. van Ness (1968) as a self-similar Gaussian process $\WH (t)$ with stationary increments. Here self-similarity means that $(a^{-H}\WH(at): t \ge 0) \stackrel{d}{=} (\WH(t): t \ge 0)$, where $H\in (0, 1)$ is the Hurst parameter of fractional Brownian motion. F.B. Knight gave a construction of ordinary Brownian motion as a limit of simple random walks in 1961. Later his method was simplified by P. Rév…
The Directed Landscape, a random directed metric on the plane (where the first and the second coordinates are termed spatial and temporal respectively), was constructed in the breakthrough work of Dauvergne, Ortmann, and Virág, and has since been shown to be the scaling limit of various integrable models of Last Passage percolation, a central member of the Kardar-Parisi-Zhang universality class. It exhibits several scale invariance properties making it a natural source of rich fractal behavior. Such a study was initiated in Basu-Ganguly-Hammond, where the difference profile i.e., the differenc…
The aim of this paper is to represent any continuous local martingale as an almost sure limit of a nested sequence of simple, symmetric random walks, time changed by a discrete quadratic variation process. One basis of this is a similar construction of Brownian motion. The other major tool is a representation of continuous local martingales given by Dambis, Dubins and Schwarz (DDS) in terms of Brownian motion time-changed by the quadratic variation. Rates of convergence (which are conjectured to be nearly optimal in the given setting) are also supplied. A necessary and sufficient condition for…
Starting with a regular symmetric Dirichlet form on a locally compact separable metric space $X$, our paper studies elements of vector analysis, $L_p$-spaces of vector fields and related Sobolev spaces. These tools are then employed to obtain existence and uniqueness results for some quasilinear elliptic PDE and SPDE in variational form on $X$ by standard methods. For many of our results locality is not assumed, but most interesting applications involve local regular Dirichlet forms on fractal spaces such as nested fractals and Sierpinski carpets.
Let T(x,r) denote the first hitting time of the disc of radius r centered at x for Brownian motion on the two dimensional torus. We prove that sup_{x} T(x,r)/|log r|^2 --> 2/pi as r --> 0. The same applies to Brownian motion on any smooth, compact connected, two-dimensional, Riemannian manifold with unit area and no boundary. As a consequence, we prove a conjecture, due to Aldous (1989), that the number of steps it takes a simple random walk to cover all points of the lattice torus Z_n^2 is asymptotic to (2n log n)^2/pi. Determining these asymptotics is an essential step toward analyzing the f…
With a view towards Riemannian or sub-Riemannian manifolds, RCD metric spaces and specially fractals, this paper makes a step further in the development of a theory of heat semigroup based $(1,p)$ Sobolev spaces in the general framework of Dirichlet spaces. Under suitable assumptions that are verified in a variety of settings, the tools developed by D. Bakry, T. Coulhon, M. Ledoux and L. Saloff-Coste in the paper "Sobolev inequalities in disguise" allow us to obtain the whole family of Gagliardo-Nirenberg and Trudinger-Moser inequalities with optimal exponents. The latter depend not only on th…
Fractals of Simple Random Walks in Two Dimensions: A Monte Carlo Study
研究通过蒙特卡罗方法分析二维离散时间简单随机游走形成的簇的分形几何，发现簇质量随尺度的变化关系及壳层分形维度，揭示了对数分形特性及化学距离的标度行为。
We consider the paths of a Gaussian random process $x(t)$, $x(0)=0$ not exceeding a fixed positive level over a large time interval $(0,T)$, $T\gg 1$. The probability $p(T)$ of such event is frequently a regularly varying function at $\infty$ with exponent $θ$. In applications this parameter can provide information on fractal properties of processes that are subordinate to $x(\cdot)$. For this reason the estimation of $θ$ is an important theoretical problem. Here, we consider the process $x(t)$ whose derivative is fractional Brownian motion with self-similarity parameter $0<H<1$. For this case…
扫码添加微信好友，提出您的宝贵建议 👇
💡 备注请填写：网站反馈
发表机构由 AI 从论文文本抽取，如发现错误，欢迎反馈修正建议。