Thick and thin points for random recursive fractals

2003 ◽  
Vol 35 (1) ◽  
pp. 251-277 ◽  
Author(s):  
B. M. Hambly ◽  
O. D. Jones

We consider random recursive fractals and prove fine results about their local behaviour. We show that for a class of random recursive fractals the usual multifractal spectrum is trivial in that all points have the same local dimension. However, by examining the local behaviour of the measure at typical points in the set, we establish the size of fine fluctuations in the measure. The results are proved using a large deviation principle for a class of general branching processes which extends the known large deviation estimates for the supercritical Galton-Watson process.

2003 ◽  
Vol 35 (01) ◽  
pp. 251-277 ◽  
Author(s):  
B. M. Hambly ◽  
O. D. Jones

We consider random recursive fractals and prove fine results about their local behaviour. We show that for a class of random recursive fractals the usual multifractal spectrum is trivial in that all points have the same local dimension. However, by examining the local behaviour of the measure at typical points in the set, we establish the size of fine fluctuations in the measure. The results are proved using a large deviation principle for a class of general branching processes which extends the known large deviation estimates for the supercritical Galton-Watson process.


2006 ◽  
Vol 2006 ◽  
pp. 1-23 ◽  
Author(s):  
F. C. Klebaner ◽  
R. Liptser

We give explicit formulae for most likely paths to extinction in simple branching models when initial population is large. In discrete time, we study the Galton-Watson process, and in continuous time, the branching diffusion. The most likely paths are found with the help of the large deviation principle (LDP). We also find asymptotics for the extinction probability, which gives a new expression in continuous time and recovers the known formula in discrete time. Due to the nonnegativity of the processes, the proof of LDP at the point of extinction uses a nonstandard argument of independent interest.


Author(s):  
Andrei Khrennikov ◽  
Achref Majid

In this paper, we prove a large deviation principle for the background field in prequantum statistical field model. We show a number of examples by choosing a specific random field in our model.


2010 ◽  
Vol 10 (03) ◽  
pp. 315-339 ◽  
Author(s):  
A. A. DOROGOVTSEV ◽  
O. V. OSTAPENKO

We establish the large deviation principle (LDP) for stochastic flows of interacting Brownian motions. In particular, we consider smoothly correlated flows, coalescing flows and Brownian motion stopped at a hitting moment.


Author(s):  
Paola Bermolen ◽  
Valeria Goicoechea ◽  
Matthieu Jonckheere ◽  
Ernesto Mordecki

Sign in / Sign up

Export Citation Format

Share Document