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Estimating the scaling function of multifractal measures and multifractal random walks using ratios
namely mutiplicative cascades structure function
2011/3/24
In this paper we prove central limit theorems for bias reduced estimators of the structure function of several multifractal processes, namely mutiplicative cascades, multifractal random measures, mult...
A survey of results on random random walks on finite groups
random walk finite group Upper Bound Lemma Fourier analysis
2009/5/18
A number of papers have examined various aspects of ``random random walks'' on finite groups; the purpose of this article is to provide a survey of this work and to show, bring together, and discuss s...
A Representation for Non-Colliding Random Walks
eigenvalues of random matrices Hermitian Brownian motion non-colliding Brownian motions queues in series Burke's theorem reversibility
2009/4/29
We define a sequence of mappings $Gamma_k:D_0(R_+)^kto D_0(R_+)^k$ and prove the following result: Let $N_1,ldots,N_n$ be the counting functions of independent Poisson processes on $R_+$ with respecti...
Recurrence and transience of excited random walks on $Z^d$ and strips
Excited Random Walk Recurrence Self-Interacting Random Walk Transience
2009/4/22
We investigate excited random walks on $Z^d, dge 1,$ and on planar strips $Ztimes{0,1,ldots,L-1}$ which have a drift in a given direction. The strength of the drift may depend on a random i.i.d. envir...
Random walks with k-wise independent increments
Random walk pseudo-randomness quasi-randomness pairwise independence
2009/4/22
We construct examples of a random walk with pairwise-independent steps which is almost surely bounded, and for any m and k a random walk with k-wise independent steps which has no stationary distribut...
Recurrence and transience of excited random walks on $Z^d$ and strips
Recurrence transience random walk
2009/4/1
We investigate excited random walks on $Z^d, dge 1,$ and on planar strips $Ztimes{0,1,ldots,L-1}$ which have a drift in a given direction. The strength of the drift may depend on a random i.i.d. envir...