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Julien Barral

Publications and source records attributed to Julien Barral.

At least 37 records · Page 2Linked to original sources
arXiv2012

On exact scaling log-Infinitely divisible cascades

In this paper we extend some classical results valid for canonical multiplicative cascades to exact scaling log-infinitely divisible cascades. We complete previous results on non-degeneracy and moments of positive orders obtained by Barral and Mandelbrot, and Bacry and Muzy: we provide a necessary and sufficient condition for the non-degeneracy of the limit measures of these cascades, as well as for the finiteness of moments of positive orders of their total mass, extending Kahane's result for canonical cascades. Our main results are analogues to the results by Kahane and Guivarc'h regarding the asymptotic behavior of the right tail of the total mass. They rely on a new observation made about the cones used to define the log-infinitely divisible cascades; this observation provides a "non-independent" random difference equation satisfied by the total mass of the measures. The non-independent structure brings new difficulties to study the random difference equation, which we overcome thanks to Goldie's implicit renewal theory. We also discuss the finiteness of moments of negative orders, and some geometric properties of the support.

math.PR↗
arXiv2012

Limiting laws of supercritical branching random walks

In this note, we make explicit the law of the renormalized supercritical branching random walk, giving credit to a conjecture formulated in a previous works of the authors for a continuous analog of the branching random walk. Also, in the case of a branching random walk on a homogeneous tree, we express the law of the corresponding limiting renormalized Gibbs measures, confirming, in this discrete model, conjectures formulated by physicists about the Poisson-Dirichlet nature of the jumps in the limit, and precising the conjecture by giving the spatial distribution of these jumps.

math.PR↗
arXiv2011

Large deviations for the local fluctuations of random walks and new insights into the "randomness" of Pi

We establish large deviations properties valid for almost every sample path of a class of stationary mixing processes $(X_1,..., X_n,...)$. These properties are inherited from those of $S_n=\sum_{i=1}^nX_i$ and describe how the local fluctuations of almost every realization of $S_n$ deviate from the almost sure behavior. These results apply to the fluctuations of Brownian motion, Birkhoff averages on hyperbolic dynamics, as well as branching random walks. Also, they lead to new insights into the "randomness" of the digits of expansions in integer bases of Pi. We formulate a new conjecture, supported by numerical experiments, implying the normality of Pi.

math.PR↗
arXiv2011

Localized asymptotic behavior for almost additive potentials

We conduct the multifractal analysis of the level sets of the asymptotic behavior of almost additive continuous potentials $(ϕ_n)_{n=1}^\infty$ on a topologically mixing subshift of finite type $X$ endowed itself with a metric associated with such a potential. We work without additional regularity assumption other than continuity. Our approach differs from those used previously to deal with this question under stronger assumptions on the potentials. As a consequence, it provides a new description of the structure of the spectrum in terms of {\it weak} concavity. Also, the lower bound for the spectrum is obtained as a consequence of the study sets of points at which the asymptotic behavior of $ϕ_n(x)$ is localized, i.e. depends on the point $x$ rather than being equal to a constant. Specifically, we compute the Hausdorff dimension of sets of the form $\{x\in X: \lim_{n\to\infty} ϕ_n(x)/n=ξ(x)\}$, where $ξ$ is a given continuous function. This has interesting geometric applications to fixed points in the asymptotic average for dynamical systems in $\R^d$, as well as the fine local behavior of the harmonic measure on conformal planar Cantor sets.

math.DS↗
arXiv2010

Uniform convergence for complex $[\mathbf{0,1}]$-martingales

Positive $T$-martingales were developed as a general framework that extends the positive measure-valued martingales and are meant to model intermittent turbulence. We extend their scope by allowing the martingale to take complex values. We focus on martingales constructed on the interval $T=[0,1]$ and replace random measures by random functions. We specify a large class of such martingales for which we provide a general sufficient condition for almost sure uniform convergence to a nontrivial limit. Such a limit yields new examples of naturally generated multifractal processes that may be of use in multifractal signals modeling.

math.PR↗
arXiv2010

Convergence of complex multiplicative cascades

The familiar cascade measures are sequences of random positive measures obtained on $[0,1]$ via $b$-adic independent cascades. To generalize them, this paper allows the random weights invoked in the cascades to take real or complex values. This yields sequences of random functions whose possible strong or weak limits are natural candidates for modeling multifractal phenomena. Their asymptotic behavior is investigated, yielding a sufficient condition for almost sure uniform convergence to nontrivial statistically self-similar limits. Is the limit function a monofractal function in multifractal time? General sufficient conditions are given under which such is the case, as well as examples for which no natural time change can be used. In most cases when the sufficient condition for convergence does not hold, we show that either the limit is 0 or the sequence diverges almost surely. In the later case, a functional central limit theorem holds, under some conditions. It provides a natural normalization making the sequence converge in law to a standard Brownian motion in multifractal time.

math.PR↗
arXiv2010

Multifractal analysis and localized asymptotic behavior for almost additive potentials

We conduct the multifractal analysis of the level sets of the asymptotic behavior of almost-additive continuous potentials $(ϕ_n)_{n=1}^\infty$ on a topologically mixing subshift of finite type $X$ endowed itself with a metric associated with such a potential. We work without bounded distorsion property assumption. We express the whole Hausdorff spectrum in terms of a conditional variational principle, as well as a new large deviations principle. Our approach provides a new description of the structure of the spectrum in terms of {\it weak} concavity. Another new point is that we consider sets of points at which the asymptotic behavior of $ϕ_n(x)$ is localized, i.e. depends on the point $x$ rather than being equal to a constant. Specifically, we compute the Hausdorff dimension of sets of the form $\{x\in X: \lim_{n\to\infty} ϕ_n(x)/n=ξ(x)\}$, where $ξ$ is a given continuous function. This is naturally related to Birkhoff's ergodic theorem and has interesting geometric applications to fixed points in the asymptotic average for dynamical systems in $\R^d$, as well as the fine local behavior of the harmonic measure on conformal planar Cantor sets.

math.DS↗
arXiv2009

Weighted thermodynamic formalism and applications

Let $(X,T)$ and $(Y,S)$ be two subshifts so that $Y$ is a factor of $X$. For any asymptotically sub-additive potential $Φ$ on $X$ and $\ba=(a,b)\in\R^2$ with $a>0$, $b\geq 0$, we introduce the notions of $\ba$-weighted topological pressure and $\ba$-weighted equilibrium state of $Φ$. We setup the weighted variational principle. In the case that $X, Y$ are full shifts with one-block factor map, we prove the uniqueness and Gibbs property of $\ba$-weighted equilibrium states for almost additive potentials having the bounded distortion properties. Extensions are given to the higher dimensional weighted thermodynamic formalism. As an application, we conduct the multifractal analysis for a new type of level sets associated with Birkhoff averages, as well as for weak Gibbs measures associated with asymptotically additive potentials on self-affine symbolic spaces.

math.DS↗
arXiv2009

A pure jump Markov process with a random singularity spectrum

We construct a non-decreasing pure jump Markov process, whose jump measure heavily depends on the values taken by the process. We determine the singularity spectrum of this process, which turns out to be random and to depend locally on the values taken by the process. The result relies on fine properties of the distribution of Poisson point processes and on ubiquity theorems.

math.PR↗
arXiv2009

Multifractal analysis of complex random cascades

We achieve the multifractal analysis of a class of complex valued statistically self-similar continuous functions. For we use multifractal formalisms associated with pointwise oscillation exponents of all orders. Our study exhibits new phenomena in multifractal analysis of continuous functions. In particular, we find examples of statistically self-similar such functions obeying the multifractal formalism and for which the support of the singularity spectrum is the whole interval $[0,\infty]$.

math-ph↗
arXiv2009

A localized Jarnik-Besicovitch Theorem

Fundamental questions in Diophantine approximation are related to the Hausdorff dimension of sets of the form $\{x\in \mathbb{R}: δ_x = δ\}$, where $δ\geq 1$ and $δ_x$ is the Diophantine approximation rate of an irrational number $x$. We go beyond the classical results by computing the Hausdorff dimension of the sets $\{x\in\mathbb{R}: δ_x =f(x)\}$, where $f$ is a continuous function. Our theorem applies to the study of the approximation rates by various approximation families. It also applies to functions $f$ which are continuous outside a set of prescribed Hausdorff dimension.

math.NT↗
arXiv2009

Fractional multiplicative processes

Statistically self-similar measures on $[0,1]$ are limit of multiplicative cascades of random weights distributed on the $b$-adic subintervals of $[0,1]$. These weights are i.i.d, positive, and of expectation $1/b$. We extend these cascades naturally by allowing the random weights to take negative values. This yields martingales taking values in the space of continuous functions on $[0,1]$. Specifically, we consider for each $H\in (0,1)$ the martingale $(B_{n})_{n\geq1}$ obtained when the weights take the values $-b^{-H}$ and $b^{-H}$, in order to get $B_n$ converging almost surely uniformly to a statistically self-similar function $B$ whose Hölder regularity and fractal properties are comparable with that of the fractional Brownian motion of exponent $H$. This indeed holds when $H\in(1/2,1)$. Also the construction introduces a new kind of law, one that it is stable under random weighted averaging and satisfies the same functional equation as the standard symmetric stable law of index $1/H$. When $H\in(0,1/2]$, to the contrary, $B_n$ diverges almost surely. However, a natural normalization factor $ a_n$ makes the normalized correlated random walk $ B_n / a_n$ converge in law, as $n$ tends to $\infty$, to the restriction to $[0,1]$ of the standard Brownian motion. Limit theorems are also associated with the case $H>1/2$.

math.PR↗
arXiv2008

Multifractal analysis of Birkhoff averages on "self-affine" symbolic spaces

We achieve on self-affine Sierpinski carpets the multifractal analysis of the Birkhoff averages of potentials satisfying a Dini condition. Given such a potential, the corresponding Hausdorff spectrum cannot be deduced from that of the associated Gibbs measure by a simple transformation. Indeed, these spectra are respectively obtained as the Legendre transform of two distinct concave differentiable functions that cannot be deduced from one another by a dilation and a translation. This situation is in contrast with what is observed in the familiar self-similar case. Our results are presented in the framework of almost-multiplicative functions on products of two distinct symbolic spaces and their projection on the associated self-affine carpets.

math.DS↗
arXiv2007

Dynamics of Mandelbrot Cascades

Mandelbrot multiplicative cascades provide a construction of a dynamical system on a set of probability measures defined by inequalities on moments. To be more specific, beyond the first iteration, the trajectories take values in the set of fixed points of smoothing transformations (i.e., some generalized stable laws). Studying this system leads to a central limit theorem and to its functional version. The limit Gaussian process can also be obtained as limit of an `additive cascade' of independent normal variables.

math.PR↗
arXiv2007

Bilateral Canonical Cascades: Multiplicative Refinement Paths to Wiener's and Variant Fractional Brownian Limits

The original density is 1 for $t\in (0,1)$, $b$ is an integer base ($b\geq 2$%), and $p\in (0,1)$ is a parameter. The first construction stage divides the unit interval into $b$ subintervals and multiplies the density in each subinterval by either 1 or -1 with the respective frequencies of $\frac{1% }{2}+\frac{p}{2}$ and ${1/2}-\frac{p}{2}$. It is shown that the resulting density can be renormalized so that, as $n\to \infty $ ($n$ being the number of iterations) the signed measure converges in some sense to a non-degenerate limit. If $H=1+\log_{b}$ $p>{1}/{2}$, hence $p>b^{{-1}/{% 2}}$, renormalization creates a martingale, the convergence is strong, and the limit shares the Hölder and Hausdorff properties of the fractional Brownian motion of exponent $H$. If $H\leq {1}/{2}$, hence $p\leq b^{{-1}/{2}%}$, this martingale does not converge. However, a different normalization can be applied, for $H\leq {1/2}$ to the martingale itself and for $H>% {1/2}$ to the discrepancy between the limit and a finite approximation. In all cases the resulting process is found to converge weakly to the Wiener Brownian motion, independently of $H$ and of $b$. Thus, to the usual additive paths toward Wiener measure, this procedure adds an infinity of multiplicative paths.

math.PR↗
arXiv2005

Heterogeneous ubiquitous systems in $\mathbb{R}^{d}$ and Hausdorff dimension

Let $\{x\_n\}\_{n\geq 0}$ be a sequence of $[0,1]^d$, $\{λ\_n\} \_{n\geq 0}$ a sequence of positive real numbers converging to 0, and $δ>1$. Let $μ$ be a positive Borel measure on $[0,1]^d$, $ρ\in (0,1]$ and $α>0$. Consider the limsup-set \[S\_μ(ρ,δ,α)= \bigcap\_{N\in \mathbb{N}} \bigcup \_{n\geq N: μ(B(x\_n,λ^ρ\_n)) \sim λ\_n^{ρα}} B(x\_n,λ\_n^δ).\] We show that, under suitable assumptions on the measure $μ$, the Hausdorff dimension of the sets $S\_μ(ρ,δ,α)$ can be computed. When $ρ<1$, a yet unknown saturation phenomenon appears in the computation of the Hausdorff dimension of $S\_μ (ρ,δ, α)$. Our results apply to several classes of multifractal measures $μ$. The computation of the dimensions of such sets opens the way to the study of several new objects and phenomena. Applications are given for the Diophantine approximation conditioned by (or combined with) $b$-adic expansion properties, by averages of some Birkhoff sums and by asymptotic behavior of random covering numbers.

math.GM↗
arXiv2005

Renewal of singularity sets of statistically self-similar measures

This paper investigates new properties concerning the multifractal structure of a class of statistically self-similar measures. These measures include the well-known Mandelbrot multiplicative cascades, sometimes called independent random cascades. We evaluate the scale at which the multifractal structure of these measures becomes discernible. The value of this scale is obtained through what we call the growth speed in Hölder singularity sets of a Borel measure. This growth speed yields new information on the multifractal behavior of the rescaled copies involved in the structure of statistically self-similar measures. Our results are useful to understand the multifractal nature of various heterogeneous jump processes.

math.PR↗