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Julien Barral

Publications and source records attributed to Julien Barral.

At least 19 recordsLinked to original sources

Variational principles for Hausdorff and packing dimensions of fractal percolation on self-affine sponges

We establish variational principles for the Hausdorff and packing dimensions of a class of statistically self-affine sponges, including in particular fractal percolation sets obtained from Bara\'nski and Gatzouras-Lalley carpets and sponges. Our first step is to compute the Hausdorff and packing dimensions of non-degenerate inhomogeneous Mandelbrot measures supported on the associated random limit sets. This is not a straightforward combination of the existing approaches for the deterministic inhomogeneous Bernoulli measures and the Mandelbrot measures on random Sierpi\'nski sponges; it reveals new structural features. The variational principles rely on a specific subclass of inhomogeneous Mandelbrot measures, which are connected to localized digit frequencies in the underlying coding space. This connection makes it possible to construct effective coverings of the random limit set, leading to sharp upper bounds for its Hausdorff and packing dimensions.

math.PR

Sparse sampling and dilation operations on a Gibbs weighted tree, and multifractal formalism

In this article, starting from a Gibbs capacity, we build a new random capacity by applying two simple operators, the first one introducing some redundancy and the second one performing a random sampling. Depending on the values of the two parameters ruling the redundancy and the sampling, the new capacity has very different multifractal behaviors. In particular, the multifractal spectrum of the capacity may contain two to four phase transitions, and the multifractal formalism may hold only on a strict subset (sometimes, reduced to a single point) of the spectrum's domain.

math.MG

Multifractal analysis and Erd\"os-R\'enyi laws of large numbers for branching random walks in $\R^d$

We revisit the multifractal analysis of $\R^d$-valued branching random walks averages by considering subsets of full Hausdorff dimension of the standard level sets, over each infinite branch of which a quantified version of the Erd\"os-R\'enyi law of large numbers holds. Assuming that the exponential moments of the increments of the walks are finite, we can indeed control simultaneously such sets when the levels belong to the interior of the compact convex domain $I$ of possible levels, i.e. when they are associated to so-called Gibbs measures, as well as when they belong to the subset $(\partial{I})_{\mathrm{crit}}$ of $\partial I$ made of levels associated to ``critical'' versions of these Gibbs measures. It turns out that given such a level of one of these two types, the associated Erd\"os-R\'enyi LLN depends on the metric with which is endowed the boundary of the underlying Galton-Watson tree. To extend our control to all the boundary points in cases where $\partial I\neq (\partial{I})_{\mathrm{crit}}$, we slightly strengthen our assumption on the distribution of the increments to exhibit a natural decomposition of $\partial I\setminus (\partial{I})_{\mathrm{crit}}$ into at most countably many convex sets $J$ of affine dimension $\le d-1$ over each of which we can essentially reduce the study to that of interior and critical points associated to some $\R^{\dim J}$-valued branching random~walk.

math.PR

Besov spaces in multifractal environment and the Frisch-Parisi conjecture

In this article, a solution to the so-called Frisch-Parisi conjecture is brought. This achievement is based on three ingredients developed in this paper. First almost-doubling fully supported Radon measures on $\R^d$ with a prescribed singularity spectrum are constructed. Second we define new \textit{heterogeneous} Besov spaces $B^{\mu,p}_{q}$ and find a characterization using wavelet coefficients. Finally, we fully describe the multifractal nature of typical functions in the function spaces $B^{\mu,p}_{q}$. Combining these three results, we find Baire function spaces in which typical functions have a prescribed singularity spectrum and satisfy a multifractal formalism. This yields an answer to the Frisch-Parisi conjecture.

math.FA

On the action of multiplicative cascades on measures

We consider the action of Mandelbrot multiplicative cascades on probability measures supported on a symbolic space. For general probability measures, we obtain almost a sharp criterion of non-degeneracy of the limiting measure; it relies on the lower and upper Hausdorff dimensions of the measure and the entropy of the random weights. We also obtain sharp bounds for the lower Hausdorff and upper packing dimensions of the limiting measure. When the original measure is a Gibbs measure associated with a potential of certain modulus of continuity (weaker than H\"older), all our results are sharp. This improves results previously obtained by Kahane and Peyri\`ere, Ben Nasr, and Fan. We exploit our results to derive dimension estimates and absolute continuity for some random fractal measures.

math.PR

On multifractal formalism for self-similar measures with overlaps

Let $\mu$ be a self-similar measure generated by an IFS $\Phi=\{\phi_i\}_{i=1}^\ell$ of similarities on $\mathbb R^d$ ($d\ge 1$). When $\Phi$ is dimensional regular (see Definition~1.1), we give an explicit formula for the $L^q$-spectrum $\tau_\mu(q)$ of $\mu$ over $[0,1]$, and show that $\tau_\mu$ is differentiable over $(0,1]$ and the multifractal formalism holds for $\mu$ at any $\alpha\in [\tau_\mu'(1),\tau_\mu'(0+)]$. We also verify the validity of the multifractal formalism of $\mu$ over $[\tau_\mu'(\infty),\tau_\mu'(0+)]$ for two new classes of overlapping algebraic IFSs by showing that the asymptotically weak separation condition holds. For one of them, the proof appeals to a recent result of Shmerkin on the $L^q$-spectrum of self-similar measures.

math.DS

Dimensions of random statistically self-affine Sierpinski sponges in $\mathbb R^k$

We compute the Hausdorff dimension of any random statistically self-affine Sierpinski sponge $K\subset \mathbb{R}^k$ ($k\ge 2$) obtained by using some percolation process in $[0,1]^k$. To do so, we first exhibit a Ledrappier-Young type formula for the Hausdorff dimensions of statistically self-affine measures supported on $K$. This formula presents a new feature compared to its deterministic or random dynamical version. Then, we establish a variational principle expressing $\dim_H K$ as the supremum of the Hausdorff dimensions of statistically self-affine measures supported on $K$, and show that the supremum is uniquely attained. The value of $\dim_H K$ is also expressed in terms of the weighted pressure function of some deterministic potential. As a by-product, when $k=2$, we give an alternative approach to the Hausdorff dimension of $K$, which was first obtained by Gatzouras and Lalley \cite{GL94}. The value of the box counting dimension of $K$ and its equality with $\dim_H K$ are also studied. We also obtain a variational formula for the Hausdorff dimensions of some orthogonal projections of $K$, and for statistically self-affine measures supported on~$K$, we establish a dimension conservation property through these projections.

math.DS

Projections of planar Mandelbrot measures

Let $μ$ be a planar Mandelbrot measure and $π_*μ$ its orthogonal projection on one of the main axes. We study the thermodynamic and geometric properties of $π_*μ$. We first show that $π_*μ$ is exactly dimensional, with $\dim(π_*μ)=\min(\dim(μ),\dim(ν))$, where~$ν$ is the Bernoulli product measure obtained as the expectation of $π_*μ$. We also prove that $π_*μ$ is absolutely continuous with respect to $ν$ if and only if $\dim(μ)>\dim(ν)$, and find sufficient conditions for the equivalence of these measures. Our results provides a new proof of Dekking-Grimmett-Falconer formula for the Hausdorff and box dimension of the topological support of $π_*μ$, as well as a new variational interpretation. We obtain the free energy function $τ_{π_*μ}$ of $π_*μ$ on a wide subinterval $[0,q_c)$ of $\mathbb{R}_+$. For $q\in[0,1]$, it is given by a variational formula which sometimes yields phase transitions of order larger than~1. For $q>1$, it is given by $\min(τ_ν,τ_μ)$, which can exhibit first order phase transitions. This is in contrast with the analyticity of $τ_μ$ over $[0,q_c)$. Also, we prove the validity of the multifractal formalism for $π_*μ$ at each $α\in (τ_{π_*μ}'(q_c-),τ_{π_*μ}'(0+)]$.

math.PR

Random sparse sampling in a Gibbs weighted tree

Let $μ$ be the geometric realization on $[0,1]$ of a Gibbs measure on $Σ=\{0,1\}^{\mathbb{N}}$ associated with a Hölder potential. The thermodynamic and multifractal properties of $μ$ are well known to be linked via the multifractal formalism. In this article, the impact of a random sampling procedure on this structure is studied. More precisely, let $\{I_w\}_{w\in Σ^*}$ stand for the collection of dyadic subintervals of $[0,1]$ naturally indexed by the set of finite dyadic words $Σ^*$. Fix $η\in(0,1)$, and a sequence $(p_w)_{w\in Σ^*}$ of independent Bernoulli variables of parameters $2^{-|w|(1-η)}$ ($|w|$ is the length of $w$). We consider the (very sparse) remaining values $\widetildeμ=\{μ(I_w): w\in Σ^*, p_w=1\}$. We prove that when $η<1/2$, it is possible to entirely reconstruct $μ$ from the sole knowledge of $\widetildeμ$, while it is not possible when $η>1/2$, hence a first phase transition phenomenon. We show that, for all $η\in (0,1)$, it is possible to reconstruct a large part of the initial multifractal structure of $μ$, via the fine study of $\widetildeμ$. After reorganization, these coefficients give rise to a random capacity with new remarkable scaling and multifractal properties: its $L^q$-spectrum exhibits two phase transitions, and has a rich thermodynamic and geometric structure.

math-ph

Basic properties of critical lognormal multiplicative chaos

We study one-dimensional exact scaling lognormal multiplicative chaos measures at criticality. Our main results are the determination of the exact asymptotics of the right tail of the distribution of the total mass of the measure, and an almost sure upper bound for the modulus of continuity of the cumulative distribution function of the measure. We also find an almost sure lower bound for the increments of the measure almost everywhere with respect to the measure itself, strong enough to show that the measure is supported on a set of Hausdorff dimension $0$.

math.PR

Mandelbrot cascades on random weighted trees and nonlinear smoothing transforms

We consider complex Mandelbrot multiplicative cascades on a random weigh\-ted tree. Under suitable assumptions, this yields a dynamics $\T$ on laws invariant by random weighted means (the so called fixed points of smoothing transformations) and which have a finite moment of order 2. Moreover, we can exhibit two main behaviors: If the weights are conservative, i.e., sum up to~1 almost surely, we find a domain for the initial law $μ$ such that a non-standard (functional) central limit theorem is valid for the orbit $(\T^nμ)_{n\ge 0}$ (this completes in a non trivial way our previous result in the case of non-negative Mandelbrot cascades on a regular tree). If the weights are non conservative, we find a domain for the initial law $μ$ over which $(\T^nμ)_{n\ge 0}$ converges to the law of a non trivial random variable whose law turns out to be a fixed point of a quadratic smoothing transformation, which naturally extends the usual notion of (linear) smoothing transformation; moreover, this limit law can be built as the limit of a non-negative martingale. Also, the dynamics can be modified to build fixed points of higher degree smoothing transformations.

math.PR

The minimum of a branching random walk outside the boundary case

This paper is a complement to the studies on the minimum of a real-valued branching random walk. In the boundary case (Biggins, Kyprianou 2005), Aïdékon in a seminal paper (2013) obtained the convergence in law of the minimum after a suitable renormalization. We study here the situation when the log-generating function of the branching random walk explodes at some positive point and it cannot be reduced to the boundary case. In the associated thermodynamics framework this corresponds to a first order phase transition, while the boundary case corresponds to a second order phase transition.

math.PR

Inverse problems in multifractal analysis

Multifractal formalism is designed to describe the distribution at small scales of the elements of $\mathcal M^+_c(\R^d)$, the set of positive, finite and compactly supported Borel measures on $\R^d$. It is valid for such a measure $μ$ when its Hausdorff spectrum is the upper semi-continuous function given by the concave Legendre-Fenchel transform of the free energy function $τ_μ$ associated with $μ$; this is the case for fundamental classes of exact dimensional measures. For any function $τ$ candidate to be the free energy function of some $μ\in \mathcal M^+_c(\R^d)$, we build such a measure, exact dimensional, and obeying the multifractal formalism. This result is extended to a refined formalism considering jointly Hausdorff and packing spectra. Also, for any upper semi-continuous function candidate to be the lower Hausdorff spectrum of some exact dimensional $μ\in\mathcal M^+_c(\R^d)$, we build such a measure. Our results transfer to the analoguous inverse problems in multifractal analysis of Hölder continuous functions.

math.MG

Hausdorff and packing spectra, large deviations, and free energy for branching random walks in $\R^d$

Consider an $\R^d$-valued branching random walk (BRW) on a supercritical Galton Watson tree. Without any assumption on the distribution of this BRW we compute, almost surely and simultaneously, the Hausdorff and packing dimensions of the level sets $E(K)$ of infinite branches in the boundary of the tree (endowed with its standard metric) along which the averages of the BRW have a given closed connected set of limit points $K$. This goes beyond multifractal analysis, which only considers those level sets when $K$ ranges in the set of singletons $\{α\}$, $α\in\R^d$. We also give a $0$-$\infty$ law for the Hausdorff and packing measures of the level sets $E(\{α\})$, and compute the free energy of the associated logarithmically correlated random energy model in full generality. Moreover, our results complete the previous works on multifractal analysis by including the levels $α$ which do not belong to the range of the gradient of the free energy. This covers in particular a situation until now badly understood, namely the case where a first order phase transition occurs. As a consequence of our study, we can also describe the whole singularity spectrum of Mandelbrot measures, as well as the associated free energy function (or $L^q$-spectrum), when a first order phase transition occurs.

math-ph

Critical Mandelbrot Cascades

We study Mandelbrot's multiplicative cascade measures at the critical temperature. As has been recently shown by Barral, Rhodes and Vargas (arXiv:1203.5445), an appropriately normalized sequence of cascade measures converges weakly in probability to a nontrivial limit measure. We prove that these limit measures have no atoms and give bounds for the modulus of continuity of the cumulative distribution of the measure. Using the earlier work of Barral and Seuret (2007), we compute the multifractal spectrum of the measures. We also extend the result of Benjamini and Schramm (2009), in which the KPZ formula from quantum gravity is validated for the high temperature cascade measures, to the critical and low temperature cases.

math.PR

Gaussian multiplicative chaos and KPZ duality

This paper is concerned with the construction of atomic Gaussian multiplicative chaos and the KPZ formula in Liouville quantum gravity. On the first hand, we construct purely atomic random measures corresponding to values of the parameter $γ^2$ beyond the transition phase (i.e. $γ^2>2d$) and check the duality relation with sub-critical Gaussian multiplicative chaos. On the other hand, we give a simplified proof of the classical KPZ formula as well as the dual KPZ formula for atomic Gaussian multiplicative chaos. In particular, this framework allows to construct singular Liouville measures and to understand the duality relation in Liouville quantum gravity.

math.PR

Multifractal formalism for almost all self-affine measures

We conduct the multifractal analysis of self-affine measures for "almost all" family of affine maps. Besides partially extending Falconer's formula of $L^q$-spectrum outside the range $1< q\leq 2$, the multifractal formalism is also partially verified.

math.CA

Local Multifractal Analysis

We introduce a local multifractal formalism adapted to functions, measures or distributions which display multifractal characteristics that can change with time, or location. We develop this formalism in a general framework and we work out several examples of measures and functions where this setting is relevant.

math.CA