Heat content asymptotics of some domains with fractal boundary

Size: px
Start display at page:

Download "Heat content asymptotics of some domains with fractal boundary"

Transcription

1 Heat content asymptotics of some domains with fractal boundary Philippe H. A. Charmoy Mathematical Institute, University of Oxford Partly based on joint work with D.A. Croydon and B.M. Hambly Cornell, June / 19

2 Outline 1 Motivation 2 Heat content estimates 3 Spatially homogenous snowflakes 4 Statistically self-similar snowflakes 5 Summary and further research 2 / 19

3 Motivation Motivation Let D R d, consider the solution u to the heat equation s u(s, x) = 1 u(s, x), 2 (s, x) (0, ) D, u(0, x) = u(0+, x) = 0, x D, u(, x) = 1, x D. The heat content is the total heat in D, i.e. E(s) = u(s, x)dx. D It is an alternative to the partition function to study how the geometry of D dictates its analytic behaviour. Brossard and Carmona, Can we hear the dimension of a fractal? See also van den Berg and Fleckinger et al. 3 / 19

4 Heat content estimates Inner Minkowski dimension Let D R d bounded and put µ(ɛ) = Leb({x D : dist(x, D) ɛ}). We can use this instead of the usual volume of the ɛ-sausages to define the inner Minkowski dimension of D dim M D = d lim sup ɛ 0 log µ(ɛ) log ɛ and dim M D = d lim inf ɛ 0 log µ(ɛ) log ɛ. When the dimension exists and is γ, we may define the inner Minkowski content as M = lim ɛ 0 ɛ γ d µ(ɛ), when it exists. 4 / 19

5 Heat content estimates Heat content estimates Intuition: solve the heat equation probabilistically using Brownian motion to get E(s) = P x (T D c s)dx. D Since B s s 1/2 for small s, we should expect E(s) to be of same order as 1 d(x, D) s 1/2dx = µ(s 1/2 ). D For example, if the inner Minkowski dimension of D exists and is equal to γ, then E(s) s (d γ)/2. More precisely... 5 / 19

6 Heat content estimates Theorem (van den Berg, 1994, Abelian ) Let D R 2 be simply connected. Then, c 1 µ(c 2 s 1/2 ) E(s) 2s 1 0 ɛe ɛ2 /4s µ(ɛ)dɛ for small s. In particular, if µ(ɛ) ɛ 2 γ, then E(s) s (2 γ)/2. Theorem (Upper and lower Minkowski dim.) Let D R 2 be simply connected. Then, ( ) d log E(s) lim inf = 1 s 0 2 log s 2 dim M D ( ) d log E(s) lim sup = 1 s 0 2 log s 2 dim M D. 6 / 19

7 Heat content estimates Self-affine curves We can use this to give another example disproving Berry s conjecture that the Hausdorff dimension should drive the analytic properties of the domain. The following self-affine curve has Hausdorff dimension and Minkowski dimension / 19

8 Spatially homogenous snowflakes Construction of spatially homogeneous snowflakes Construction of spatially homogeneous snowflakes Let A N bounded. For a A, we consider the curve made of m(a) = 3a + 1 segments of length l(a) 1 = (2a + 1) 1 arranged to produce a spikes, e.g. K(2) and K(3) are as shown. For a sequence ξ = (ξ n ) in A, we use these building blocks to create a Koch curve K(ξ) iteratively. 8 / 19

9 Spatially homogenous snowflakes Construction of spatially homogeneous snowflakes For example, K(1, 3, 2, 1,... ) looks as follows. At step n, we have M n = n i=1 m(ξ i ) linear pieces of size L 1 n = n l(ξ i ) 1. i=1 We are interested in the simply connected domain D = D(ξ) enclosed by three copies of K(ξ). 9 / 19

10 Spatially homogenous snowflakes Geometry Geometry By counting the area under the spikes at level n, we get µ(l 1 n ) M n L 2 n. Sure enough, we can find sequences such that the inner Minkowski dimension of D does not exist. But when (ξ n ) is i.i.d. then dim M D = lim n thanks to the strong law of large numbers. log M n log L n, a.s. 10 / 19

11 Spatially homogenous snowflakes Geometry Finer fluctuations are recovered using the LIL... Theorem Suppose that (ξ n ) is i.i.d. Then, c 1 ɛ 2 γ e c 2ψ(1/ɛ) µ(ɛ) c 3 ɛ 2 γ e c 2ψ(1/ɛ) for small ɛ, where γ = dim M D and ψ(x) = log x log log log x. Furthermore, lim inf ɛ 0 µ(ɛ)e c 4ψ(1/ɛ) ɛ 2 γ < and lim sup ɛ 0 µ(ɛ)e c 4ψ(1/ɛ) ɛ 2 γ > / 19

12 Spatially homogenous snowflakes Heat content Heat content We can feel the upper and lower Minkowski dimensions. When (ξ n ) is i.i.d., we can feel the LIL. Theorem Suppose that (ξ n ) is i.i.d. Then, c 1 s 1 γ/2 e c 2ψ(1/s) E(s) c 3 s 1 γ/2 e c 2ψ(1/s) for small s, where γ = dim M D and ψ(x) = log x log log log x. Furthermore, lim inf s 0 E(s)e c 4ψ(1/s) s 1 γ/2 < and lim sup s 0 E(s)e c 4ψ(1/s) s 1 γ/2 > / 19

13 Statistically self-similar snowflakes Statistically self-similar snowflakes We can add spatial randomness in the construction above... The fractal is encoded by the general branching process. We think of sets of size e t as offspring born at time t. Its Minkowski dimension γ, say, exists and can be calculated using suitable branching process techniques. U 1 V 13 / 19

14 Statistically self-similar snowflakes Heat content Heat content Consider a third of the snowflake where we keep the linear part of the boundary at temperature 0 and write F U (s) for the total heat in it at time s. By scaling, F U (s) = i F Ri U i (s) + η(s) = i Ri 2 F Ui (R 2 i s) + η(s), where η is a small error due to keeping the polygonal region at temperature 0. U 1 V 14 / 19

15 Statistically self-similar snowflakes Heat content Using the principle of not feeling the boundary and renewal theory... Theorem We have s 1 γ/2 E(s) m 1 W, a.s. for some positive m 1 and random variable W with EW = 1 which encodes the macro randomness. In fact, there is a similar result for µ. In particular the inner Minkowski dimension is γ and the inner Minkowski content exists. Further, both can be recovered from E. 15 / 19

16 Summary and further research Summary Summary We can recover the upper and lower Minkowski dimensions of the boundary from E, and in particular know whether they are equal. For the spatially homogeneous snowflakes generated with an i.i.d. sequence, log µ fluctuates according to the LIL and there is no Minkowski content. The same fluctuations occur for E For the statistically self-similar snowflakes, both the Minkowski dimensions and content exist, and both can be recovered from E. 16 / 19

17 Summary and further research Open question Open question Given the spatial independence of the boundary of the statistically self-similar snowflake, are the fluctuations around the limiting behaviour given by a CLT? For some open subsets of [0, 1] we can. 17 / 19

18 Summary and further research Open question This suggests that s γ/4 [s γ/2 1 E(s) m 1 W ] d Z, where E [ ] [ ] e iθz = E e 1 2 θ2 σ 2 W for some σ (0, ). Intuitively, this would imply that E(s) m 1 s 1 γ/2 W + m 2 s 1 γ/4 Z + o(s 1 γ/4 ). Compare with the deterministic triadic snowflake E(s) p(s)s 1 γ/2 + q(s)s + o(s), for some log 9-periodic functions p and q. 18 / 19

19 Summary and further research Open question Idea of the proof Iterating F U (s) = i F Ri U i (s) + η(s) = i Ri 2 F Ui (R 2 i s) + η(s), yields F U (s) = x C Rx 2 F Ux (Rx 2 s) + η C (s), where C is a cut of the trace of the branching process such that the sets R x U x have roughly the same size. For an appropriate cut, the accumulated error η C can be controlled. Then a Taylor expansion argument shows that the sum converges in distribution to the desired limit. 19 / 19

20 Summary and further research Open question Some references Brossard and Carmona 1986, Can one hear the dimension of a fractal. Charmoy, preprint, Heat content asymptotics of some Koch type snowflakes. Charmoy, Croydon and Hambly, in preparation, Central limit theorems for the spectra of random self-similar fractals with Dirichlet weights. Kac 1966, Can one hear the shape of a drum? van den Berg 1994, Heat content and Brownian motion for some regions with a fractal boundary. THANK YOU 20 / 19

Spectral asymptotics for stable trees and the critical random graph

Spectral asymptotics for stable trees and the critical random graph Spectral asymptotics for stable trees and the critical random graph EPSRC SYMPOSIUM WORKSHOP DISORDERED MEDIA UNIVERSITY OF WARWICK, 5-9 SEPTEMBER 2011 David Croydon (University of Warwick) Based on joint

More information

Fractals and Dimension

Fractals and Dimension Chapter 7 Fractals and Dimension Dimension We say that a smooth curve has dimension 1, a plane has dimension 2 and so on, but it is not so obvious at first what dimension we should ascribe to the Sierpinski

More information

FRACTALS, DIMENSION, AND NONSMOOTH ANALYSIS ERIN PEARSE

FRACTALS, DIMENSION, AND NONSMOOTH ANALYSIS ERIN PEARSE FRACTALS, DIMENSION, AND NONSMOOTH ANALYSIS ERIN PEARSE 1. Fractional Dimension Fractal = fractional dimension. Intuition suggests dimension is an integer, e.g., A line is 1-dimensional, a plane (or square)

More information

Random measures, intersections, and applications

Random measures, intersections, and applications Random measures, intersections, and applications Ville Suomala joint work with Pablo Shmerkin University of Oulu, Finland Workshop on fractals, The Hebrew University of Jerusalem June 12th 2014 Motivation

More information

Fractal Strings and Multifractal Zeta Functions

Fractal Strings and Multifractal Zeta Functions Fractal Strings and Multifractal Zeta Functions Michel L. Lapidus, Jacques Lévy-Véhel and John A. Rock August 4, 2006 Abstract. We define a one-parameter family of geometric zeta functions for a Borel

More information

Fractals at infinity and SPDEs (Large scale random fractals)

Fractals at infinity and SPDEs (Large scale random fractals) Fractals at infinity and SPDEs (Large scale random fractals) Kunwoo Kim (joint with Davar Khoshnevisan and Yimin Xiao) Department of Mathematics University of Utah May 18, 2014 Frontier Probability Days

More information

A TUBE FORMULA FOR THE KOCH SNOWFLAKE CURVE, WITH APPLICATIONS TO COMPLEX DIMENSIONS.

A TUBE FORMULA FOR THE KOCH SNOWFLAKE CURVE, WITH APPLICATIONS TO COMPLEX DIMENSIONS. A TUBE FORMULA FOR THE KOCH SNOWFLAKE CURVE, WITH APPLICATIONS TO COMPLEX DIMENSIONS. MICHEL L. LAPIDUS AND ERIN P.J. PEARSE Current (i.e., unfinished) draught of the full version is available at http://math.ucr.edu/~epearse/koch.pdf.

More information

University of Bristol - Explore Bristol Research. Publisher's PDF, also known as Version of record

University of Bristol - Explore Bristol Research. Publisher's PDF, also known as Version of record Netrusov, Y., & Safarov, Y. (2010). Estimates for the counting function of the laplace operator on domains with rough boundaries. In A. Laptev (Ed.), Around the Research of Vladimir Maz'ya, III: Analysis

More information

Infinitely iterated Brownian motion

Infinitely iterated Brownian motion Mathematics department Uppsala University (Joint work with Nicolas Curien) This talk was given in June 2013, at the Mittag-Leffler Institute in Stockholm, as part of the Symposium in honour of Olav Kallenberg

More information

Brownian survival and Lifshitz tail in perturbed lattice disorder

Brownian survival and Lifshitz tail in perturbed lattice disorder Brownian survival and Lifshitz tail in perturbed lattice disorder Ryoki Fukushima Kyoto niversity Random Processes and Systems February 16, 2009 6 B T 1. Model ) ({B t t 0, P x : standard Brownian motion

More information

Hausdorff Measure. Jimmy Briggs and Tim Tyree. December 3, 2016

Hausdorff Measure. Jimmy Briggs and Tim Tyree. December 3, 2016 Hausdorff Measure Jimmy Briggs and Tim Tyree December 3, 2016 1 1 Introduction In this report, we explore the the measurement of arbitrary subsets of the metric space (X, ρ), a topological space X along

More information

Spectral Properties of the Hata Tree

Spectral Properties of the Hata Tree Spectral Properties of the Hata Tree Antoni Brzoska University of Connecticut March 20, 2016 Antoni Brzoska Spectral Properties of the Hata Tree March 20, 2016 1 / 26 Table of Contents 1 A Dynamical System

More information

Asymptotic distribution of eigenvalues of Laplace operator

Asymptotic distribution of eigenvalues of Laplace operator Asymptotic distribution of eigenvalues of Laplace operator 23.8.2013 Topics We will talk about: the number of eigenvalues of Laplace operator smaller than some λ as a function of λ asymptotic behaviour

More information

Self-similar tilings and their complex dimensions. Erin P.J. Pearse erin/

Self-similar tilings and their complex dimensions. Erin P.J. Pearse  erin/ Self-similar tilings and their complex dimensions. Erin P.J. Pearse erin@math.ucr.edu http://math.ucr.edu/ erin/ July 6, 2006 The 21st Summer Conference on Topology and its Applications References [SST]

More information

NECESSARY CONDITIONS FOR WEIGHTED POINTWISE HARDY INEQUALITIES

NECESSARY CONDITIONS FOR WEIGHTED POINTWISE HARDY INEQUALITIES NECESSARY CONDITIONS FOR WEIGHTED POINTWISE HARDY INEQUALITIES JUHA LEHRBÄCK Abstract. We establish necessary conditions for domains Ω R n which admit the pointwise (p, β)-hardy inequality u(x) Cd Ω(x)

More information

Fractals. R. J. Renka 11/14/2016. Department of Computer Science & Engineering University of North Texas. R. J. Renka Fractals

Fractals. R. J. Renka 11/14/2016. Department of Computer Science & Engineering University of North Texas. R. J. Renka Fractals Fractals R. J. Renka Department of Computer Science & Engineering University of North Texas 11/14/2016 Introduction In graphics, fractals are used to produce natural scenes with irregular shapes, such

More information

Self-similar Fractals: Projections, Sections and Percolation

Self-similar Fractals: Projections, Sections and Percolation Self-similar Fractals: Projections, Sections and Percolation University of St Andrews, Scotland, UK Summary Self-similar sets Hausdorff dimension Projections Fractal percolation Sections or slices Projections

More information

Mandelbrot s cascade in a Random Environment

Mandelbrot s cascade in a Random Environment Mandelbrot s cascade in a Random Environment A joint work with Chunmao Huang (Ecole Polytechnique) and Xingang Liang (Beijing Business and Technology Univ) Université de Bretagne-Sud (Univ South Brittany)

More information

Generalisation of the modified Weyl Berry conjecture for drums with jagged boundaries

Generalisation of the modified Weyl Berry conjecture for drums with jagged boundaries Physics Letters A 318 (2003) 380 387 www.elsevier.com/locate/pla Generalisation of the modified Weyl Berry conjecture for drums with jagged boundaries Steven Homolya School of Physics and Materials Engineering,

More information

The Modified Keifer-Weiss Problem, Revisited

The Modified Keifer-Weiss Problem, Revisited The Modified Keifer-Weiss Problem, Revisited Bob Keener Department of Statistics University of Michigan IWSM, 2013 Bob Keener (University of Michigan) Keifer-Weiss Problem IWSM 2013 1 / 15 Outline 1 Symmetric

More information

INDISTINGUISHABILITY OF ABSOLUTELY CONTINUOUS AND SINGULAR DISTRIBUTIONS

INDISTINGUISHABILITY OF ABSOLUTELY CONTINUOUS AND SINGULAR DISTRIBUTIONS INDISTINGUISHABILITY OF ABSOLUTELY CONTINUOUS AND SINGULAR DISTRIBUTIONS STEVEN P. LALLEY AND ANDREW NOBEL Abstract. It is shown that there are no consistent decision rules for the hypothesis testing problem

More information

Sharpness of second moment criteria for branching and tree-indexed processes

Sharpness of second moment criteria for branching and tree-indexed processes Sharpness of second moment criteria for branching and tree-indexed processes Robin Pemantle 1, 2 ABSTRACT: A class of branching processes in varying environments is exhibited which become extinct almost

More information

A large deviation principle for a RWRC in a box

A large deviation principle for a RWRC in a box A large deviation principle for a RWRC in a box 7th Cornell Probability Summer School Michele Salvi TU Berlin July 12, 2011 Michele Salvi (TU Berlin) An LDP for a RWRC in a nite box July 12, 2011 1 / 15

More information

On the definition and properties of p-harmonious functions

On the definition and properties of p-harmonious functions On the definition and properties of p-harmonious functions University of Pittsburgh, UBA, UAM Workshop on New Connections Between Differential and Random Turn Games, PDE s and Image Processing Pacific

More information

Tube formulas and self-similar tilings

Tube formulas and self-similar tilings Tube formulas and self-similar tilings Erin P. J. Pearse erin-pearse@uiowa.edu Joint work with Michel L. Lapidus and Steffen Winter VIGRE Postdoctoral Fellow Department of Mathematics University of Iowa

More information

RANDOM FRACTAL STRINGS: THEIR ZETA FUNCTIONS, COMPLEX DIMENSIONS AND SPECTRAL ASYMPTOTICS

RANDOM FRACTAL STRINGS: THEIR ZETA FUNCTIONS, COMPLEX DIMENSIONS AND SPECTRAL ASYMPTOTICS TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 358, Number 1, Pages 285 314 S 2-9947(5)3646-9 Article electronically published on February 18, 25 RANDOM FRACTAL STRINGS: THEIR ZETA FUNCTIONS,

More information

An inverse scattering problem in random media

An inverse scattering problem in random media An inverse scattering problem in random media Pedro Caro Joint work with: Tapio Helin & Matti Lassas Computational and Analytic Problems in Spectral Theory June 8, 2016 Outline Introduction and motivation

More information

An Introduction to Self Similar Structures

An Introduction to Self Similar Structures An Introduction to Self Similar Structures Christopher Hayes University of Connecticut April 6th, 2018 Christopher Hayes (University of Connecticut) An Introduction to Self Similar Structures April 6th,

More information

Heat Flow and Perimeter in R m

Heat Flow and Perimeter in R m Potential Anal (2013) 39:369 387 DOI 10.1007/s11118-013-9335-z Heat Flow and Perimeter in R m M. van den Berg Received: 25 September 2012 / Accepted: 6 February 2013 / Published online: 1 March 2013 Springer

More information

Derivatives. Differentiability problems in Banach spaces. Existence of derivatives. Sharpness of Lebesgue s result

Derivatives. Differentiability problems in Banach spaces. Existence of derivatives. Sharpness of Lebesgue s result Differentiability problems in Banach spaces David Preiss 1 Expanded notes of a talk based on a nearly finished research monograph Fréchet differentiability of Lipschitz functions and porous sets in Banach

More information

Second Order Results for Nodal Sets of Gaussian Random Waves

Second Order Results for Nodal Sets of Gaussian Random Waves 1 / 1 Second Order Results for Nodal Sets of Gaussian Random Waves Giovanni Peccati (Luxembourg University) Joint works with: F. Dalmao, G. Dierickx, D. Marinucci, I. Nourdin, M. Rossi and I. Wigman Random

More information

AN EXPLORATION OF FRACTAL DIMENSION. Dolav Cohen. B.S., California State University, Chico, 2010 A REPORT

AN EXPLORATION OF FRACTAL DIMENSION. Dolav Cohen. B.S., California State University, Chico, 2010 A REPORT AN EXPLORATION OF FRACTAL DIMENSION by Dolav Cohen B.S., California State University, Chico, 2010 A REPORT submitted in partial fulfillment of the requirements for the degree MASTER OF SCIENCE Department

More information

Mathematical Methods for Neurosciences. ENS - Master MVA Paris 6 - Master Maths-Bio ( )

Mathematical Methods for Neurosciences. ENS - Master MVA Paris 6 - Master Maths-Bio ( ) Mathematical Methods for Neurosciences. ENS - Master MVA Paris 6 - Master Maths-Bio (2014-2015) Etienne Tanré - Olivier Faugeras INRIA - Team Tosca October 22nd, 2014 E. Tanré (INRIA - Team Tosca) Mathematical

More information

Hard-Core Model on Random Graphs

Hard-Core Model on Random Graphs Hard-Core Model on Random Graphs Antar Bandyopadhyay Theoretical Statistics and Mathematics Unit Seminar Theoretical Statistics and Mathematics Unit Indian Statistical Institute, New Delhi Centre New Delhi,

More information

Obliquely Reflected Brownian motions (ORBMs) in Non-Smooth Domains

Obliquely Reflected Brownian motions (ORBMs) in Non-Smooth Domains Obliquely Reflected Brownian motions (ORBMs) in Non-Smooth Domains Kavita Ramanan, Brown University Frontier Probability Days, U. of Arizona, May 2014 Why Study Obliquely Reflected Diffusions? Applications

More information

Adaptive wavelet decompositions of stochastic processes and some applications

Adaptive wavelet decompositions of stochastic processes and some applications Adaptive wavelet decompositions of stochastic processes and some applications Vladas Pipiras University of North Carolina at Chapel Hill SCAM meeting, June 1, 2012 (joint work with G. Didier, P. Abry)

More information

2 Lebesgue integration

2 Lebesgue integration 2 Lebesgue integration 1. Let (, A, µ) be a measure space. We will always assume that µ is complete, otherwise we first take its completion. The example to have in mind is the Lebesgue measure on R n,

More information

Intermittency, Fractals, and β-model

Intermittency, Fractals, and β-model Intermittency, Fractals, and β-model Lecture by Prof. P. H. Diamond, note by Rongjie Hong I. INTRODUCTION An essential assumption of Kolmogorov 1941 theory is that eddies of any generation are space filling

More information

Lecture 4: September Reminder: convergence of sequences

Lecture 4: September Reminder: convergence of sequences 36-705: Intermediate Statistics Fall 2017 Lecturer: Siva Balakrishnan Lecture 4: September 6 In this lecture we discuss the convergence of random variables. At a high-level, our first few lectures focused

More information

TOWARD ZETA FUNCTIONS AND COMPLEX DIMENSIONS OF MULTIFRACTALS

TOWARD ZETA FUNCTIONS AND COMPLEX DIMENSIONS OF MULTIFRACTALS TOWARD ZETA FUNCTIONS AND COMPLEX DIMENSIONS OF MULTIFRACTALS MICHEL L. LAPIDUS AND JOHN A. ROCK Abstract. Multifractals are inhomogeneous measures (or functions) which are typically described by a full

More information

A class of non-convex polytopes that admit no orthonormal basis of exponentials

A class of non-convex polytopes that admit no orthonormal basis of exponentials A class of non-convex polytopes that admit no orthonormal basis of exponentials Mihail N. Kolountzakis and Michael Papadimitrakis 1 Abstract A conjecture of Fuglede states that a bounded measurable set

More information

4 Sobolev spaces, trace theorem and normal derivative

4 Sobolev spaces, trace theorem and normal derivative 4 Sobolev spaces, trace theorem and normal derivative Throughout, n will be a sufficiently smooth, bounded domain. We use the standard Sobolev spaces H 0 ( n ) := L 2 ( n ), H 0 () := L 2 (), H k ( n ),

More information

Similarity and incomplete similarity

Similarity and incomplete similarity TIFR, Mumbai, India Refresher Course in Statistical Mechanics HBCSE Mumbai, 12 November, 2013 Copyright statement Copyright for this work remains with. However, teachers are free to use them in this form

More information

Anti-concentration Inequalities

Anti-concentration Inequalities Anti-concentration Inequalities Roman Vershynin Mark Rudelson University of California, Davis University of Missouri-Columbia Phenomena in High Dimensions Third Annual Conference Samos, Greece June 2007

More information

Large deviations and fluctuation exponents for some polymer models. Directed polymer in a random environment. KPZ equation Log-gamma polymer

Large deviations and fluctuation exponents for some polymer models. Directed polymer in a random environment. KPZ equation Log-gamma polymer Large deviations and fluctuation exponents for some polymer models Timo Seppäläinen Department of Mathematics University of Wisconsin-Madison 211 1 Introduction 2 Large deviations 3 Fluctuation exponents

More information

Asymptotic properties of the maximum likelihood estimator for a ballistic random walk in a random environment

Asymptotic properties of the maximum likelihood estimator for a ballistic random walk in a random environment Asymptotic properties of the maximum likelihood estimator for a ballistic random walk in a random environment Catherine Matias Joint works with F. Comets, M. Falconnet, D.& O. Loukianov Currently: Laboratoire

More information

On detection of unit roots generalizing the classic Dickey-Fuller approach

On detection of unit roots generalizing the classic Dickey-Fuller approach On detection of unit roots generalizing the classic Dickey-Fuller approach A. Steland Ruhr-Universität Bochum Fakultät für Mathematik Building NA 3/71 D-4478 Bochum, Germany February 18, 25 1 Abstract

More information

Definable Extension Theorems in O-minimal Structures. Matthias Aschenbrenner University of California, Los Angeles

Definable Extension Theorems in O-minimal Structures. Matthias Aschenbrenner University of California, Los Angeles Definable Extension Theorems in O-minimal Structures Matthias Aschenbrenner University of California, Los Angeles 1 O-minimality Basic definitions and examples Geometry of definable sets Why o-minimal

More information

Analytic Continuation of Analytic (Fractal) Functions

Analytic Continuation of Analytic (Fractal) Functions Analytic Continuation of Analytic (Fractal) Functions Michael F. Barnsley Andrew Vince (UFL) Australian National University 10 December 2012 Analytic continuations of fractals generalises analytic continuation

More information

The Brownian graph is not round

The Brownian graph is not round The Brownian graph is not round Tuomas Sahlsten The Open University, Milton Keynes, 16.4.2013 joint work with Jonathan Fraser and Tuomas Orponen Fourier analysis and Hausdorff dimension Fourier analysis

More information

Eigenvalues and eigenfunctions of the Laplacian. Andrew Hassell

Eigenvalues and eigenfunctions of the Laplacian. Andrew Hassell Eigenvalues and eigenfunctions of the Laplacian Andrew Hassell 1 2 The setting In this talk I will consider the Laplace operator,, on various geometric spaces M. Here, M will be either a bounded Euclidean

More information

NOTES ON BARNSLEY FERN

NOTES ON BARNSLEY FERN NOTES ON BARNSLEY FERN ERIC MARTIN 1. Affine transformations An affine transformation on the plane is a mapping T that preserves collinearity and ratios of distances: given two points A and B, if C is

More information

Logarithmic scaling of planar random walk s local times

Logarithmic scaling of planar random walk s local times Logarithmic scaling of planar random walk s local times Péter Nándori * and Zeyu Shen ** * Department of Mathematics, University of Maryland ** Courant Institute, New York University October 9, 2015 Abstract

More information

Int. Statistical Inst.: Proc. 58th World Statistical Congress, 2011, Dublin (Session CPS014) p.4149

Int. Statistical Inst.: Proc. 58th World Statistical Congress, 2011, Dublin (Session CPS014) p.4149 Int. Statistical Inst.: Proc. 58th orld Statistical Congress, 011, Dublin (Session CPS014) p.4149 Invariant heory for Hypothesis esting on Graphs Priebe, Carey Johns Hopkins University, Applied Mathematics

More information

Stochastic Homogenization for Reaction-Diffusion Equations

Stochastic Homogenization for Reaction-Diffusion Equations Stochastic Homogenization for Reaction-Diffusion Equations Jessica Lin McGill University Joint Work with Andrej Zlatoš June 18, 2018 Motivation: Forest Fires ç ç ç ç ç ç ç ç ç ç Motivation: Forest Fires

More information

LONG TIME BEHAVIOUR OF PERIODIC STOCHASTIC FLOWS.

LONG TIME BEHAVIOUR OF PERIODIC STOCHASTIC FLOWS. LONG TIME BEHAVIOUR OF PERIODIC STOCHASTIC FLOWS. D. DOLGOPYAT, V. KALOSHIN AND L. KORALOV Abstract. We consider the evolution of a set carried by a space periodic incompressible stochastic flow in a Euclidean

More information

Eigenvalues of the Laplacian on domains with fractal boundary

Eigenvalues of the Laplacian on domains with fractal boundary Eigenvalues of the Laplacian on domains with fractal boundary Paul Pollack and Carl Pomerance For Michel Lapidus on his 60th birthday Abstract. Consider the Laplacian operator on a bounded open domain

More information

Math 259: Introduction to Analytic Number Theory How small can disc(k) be for a number field K of degree n = r 1 + 2r 2?

Math 259: Introduction to Analytic Number Theory How small can disc(k) be for a number field K of degree n = r 1 + 2r 2? Math 59: Introduction to Analytic Number Theory How small can disck be for a number field K of degree n = r + r? Let K be a number field of degree n = r + r, where as usual r and r are respectively the

More information

1 Probability Model. 1.1 Types of models to be discussed in the course

1 Probability Model. 1.1 Types of models to be discussed in the course Sufficiency January 18, 016 Debdeep Pati 1 Probability Model Model: A family of distributions P θ : θ Θ}. P θ (B) is the probability of the event B when the parameter takes the value θ. P θ is described

More information

Small Value Phenomenons in Probability and Statistics. Wenbo V. Li University of Delaware East Lansing, Oct.

Small Value Phenomenons in Probability and Statistics. Wenbo V. Li University of Delaware   East Lansing, Oct. 1 Small Value Phenomenons in Probability and Statistics Wenbo V. Li University of Delaware E-mail: wli@math.udel.edu East Lansing, Oct. 2009 Two fundamental problems in probability theory and statistical

More information

Probabilistic Graphical Models

Probabilistic Graphical Models Parameter Estimation December 14, 2015 Overview 1 Motivation 2 3 4 What did we have so far? 1 Representations: how do we model the problem? (directed/undirected). 2 Inference: given a model and partially

More information

An Introduction to the Theory of Complex Dimensions and Fractal Zeta Functions

An Introduction to the Theory of Complex Dimensions and Fractal Zeta Functions An Introduction to the Theory of Complex Dimensions and Fractal Zeta Functions Michel L. Lapidus University of California, Riverside Department of Mathematics http://www.math.ucr.edu/ lapidus/ lapidus@math.ucr.edu

More information

Negative Association, Ordering and Convergence of Resampling Methods

Negative Association, Ordering and Convergence of Resampling Methods Negative Association, Ordering and Convergence of Resampling Methods Nicolas Chopin ENSAE, Paristech (Joint work with Mathieu Gerber and Nick Whiteley, University of Bristol) Resampling schemes: Informal

More information

GAUSS CIRCLE PROBLEM

GAUSS CIRCLE PROBLEM GAUSS CIRCLE PROBLEM 1. Gauss circle problem We begin with a very classical problem: how many lattice points lie on or inside the circle centered at the origin and with radius r? (In keeping with the classical

More information

THE VISIBLE PART OF PLANE SELF-SIMILAR SETS

THE VISIBLE PART OF PLANE SELF-SIMILAR SETS PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 141, Number 1, January 2013, Pages 269 278 S 0002-9939(2012)11312-7 Article electronically published on May 16, 2012 THE VISIBLE PART OF PLANE SELF-SIMILAR

More information

Optimal Polynomial Admissible Meshes on the Closure of C 1,1 Bounded Domains

Optimal Polynomial Admissible Meshes on the Closure of C 1,1 Bounded Domains Optimal Polynomial Admissible Meshes on the Closure of C 1,1 Bounded Domains Constructive Theory of Functions Sozopol, June 9-15, 2013 F. Piazzon, joint work with M. Vianello Department of Mathematics.

More information

dynamical Diophantine approximation

dynamical Diophantine approximation Dioph. Appro. Dynamical Dioph. Appro. in dynamical Diophantine approximation WANG Bao-Wei Huazhong University of Science and Technology Joint with Zhang Guo-Hua Central China Normal University 24-28 July

More information

Classical regularity conditions

Classical regularity conditions Chapter 3 Classical regularity conditions Preliminary draft. Please do not distribute. The results from classical asymptotic theory typically require assumptions of pointwise differentiability of a criterion

More information

Homework # , Spring Due 14 May Convergence of the empirical CDF, uniform samples

Homework # , Spring Due 14 May Convergence of the empirical CDF, uniform samples Homework #3 36-754, Spring 27 Due 14 May 27 1 Convergence of the empirical CDF, uniform samples In this problem and the next, X i are IID samples on the real line, with cumulative distribution function

More information

Zeta Functions and Regularized Determinants for Elliptic Operators. Elmar Schrohe Institut für Analysis

Zeta Functions and Regularized Determinants for Elliptic Operators. Elmar Schrohe Institut für Analysis Zeta Functions and Regularized Determinants for Elliptic Operators Elmar Schrohe Institut für Analysis PDE: The Sound of Drums How Things Started If you heard, in a dark room, two drums playing, a large

More information

APPROXIMATING CONTINUOUS FUNCTIONS: WEIERSTRASS, BERNSTEIN, AND RUNGE

APPROXIMATING CONTINUOUS FUNCTIONS: WEIERSTRASS, BERNSTEIN, AND RUNGE APPROXIMATING CONTINUOUS FUNCTIONS: WEIERSTRASS, BERNSTEIN, AND RUNGE WILLIE WAI-YEUNG WONG. Introduction This set of notes is meant to describe some aspects of polynomial approximations to continuous

More information

Pathwise volatility in a long-memory pricing model: estimation and asymptotic behavior

Pathwise volatility in a long-memory pricing model: estimation and asymptotic behavior Pathwise volatility in a long-memory pricing model: estimation and asymptotic behavior Ehsan Azmoodeh University of Vaasa Finland 7th General AMaMeF and Swissquote Conference September 7 1, 215 Outline

More information

Packing-Dimension Profiles and Fractional Brownian Motion

Packing-Dimension Profiles and Fractional Brownian Motion Under consideration for publication in Math. Proc. Camb. Phil. Soc. 1 Packing-Dimension Profiles and Fractional Brownian Motion By DAVAR KHOSHNEVISAN Department of Mathematics, 155 S. 1400 E., JWB 233,

More information

DIFFERENT KINDS OF ESTIMATORS OF THE MEAN DENSITY OF RANDOM CLOSED SETS: THEORETICAL RESULTS AND NUMERICAL EXPERIMENTS.

DIFFERENT KINDS OF ESTIMATORS OF THE MEAN DENSITY OF RANDOM CLOSED SETS: THEORETICAL RESULTS AND NUMERICAL EXPERIMENTS. DIFFERENT KINDS OF ESTIMATORS OF THE MEAN DENSITY OF RANDOM CLOSED SETS: THEORETICAL RESULTS AND NUMERICAL EXPERIMENTS Elena Villa Dept. of Mathematics Università degli Studi di Milano Toronto May 22,

More information

A FIXED POINT THEOREM FOR GENERALIZED NONEXPANSIVE MULTIVALUED MAPPINGS

A FIXED POINT THEOREM FOR GENERALIZED NONEXPANSIVE MULTIVALUED MAPPINGS Fixed Point Theory, (0), No., 4-46 http://www.math.ubbcluj.ro/ nodeacj/sfptcj.html A FIXED POINT THEOREM FOR GENERALIZED NONEXPANSIVE MULTIVALUED MAPPINGS A. ABKAR AND M. ESLAMIAN Department of Mathematics,

More information

Synopsis of Complex Analysis. Ryan D. Reece

Synopsis of Complex Analysis. Ryan D. Reece Synopsis of Complex Analysis Ryan D. Reece December 7, 2006 Chapter Complex Numbers. The Parts of a Complex Number A complex number, z, is an ordered pair of real numbers similar to the points in the real

More information

RANDOM FIELDS AND GEOMETRY. Robert Adler and Jonathan Taylor

RANDOM FIELDS AND GEOMETRY. Robert Adler and Jonathan Taylor RANDOM FIELDS AND GEOMETRY from the book of the same name by Robert Adler and Jonathan Taylor IE&M, Technion, Israel, Statistics, Stanford, US. ie.technion.ac.il/adler.phtml www-stat.stanford.edu/ jtaylor

More information

Quasisymmetric uniformization

Quasisymmetric uniformization Quasisymmetric uniformization Daniel Meyer Jacobs University May 1, 2013 Quasisymmetry X, Y metric spaces, ϕ: X Y is quasisymmetric, if ( ) ϕ(x) ϕ(y) x y ϕ(x) ϕ(z) η, x z for all x, y, z X, η : [0, ) [0,

More information

Relationship Between Integration and Differentiation

Relationship Between Integration and Differentiation Relationship Between Integration and Differentiation Fundamental Theorem of Calculus Philippe B. Laval KSU Today Philippe B. Laval (KSU) FTC Today 1 / 16 Introduction In the previous sections we defined

More information

arxiv: v2 [math.ds] 9 Jun 2013

arxiv: v2 [math.ds] 9 Jun 2013 SHAPES OF POLYNOMIAL JULIA SETS KATHRYN A. LINDSEY arxiv:209.043v2 [math.ds] 9 Jun 203 Abstract. Any Jordan curve in the complex plane can be approximated arbitrarily well in the Hausdorff topology by

More information

MATH 205C: STATIONARY PHASE LEMMA

MATH 205C: STATIONARY PHASE LEMMA MATH 205C: STATIONARY PHASE LEMMA For ω, consider an integral of the form I(ω) = e iωf(x) u(x) dx, where u Cc (R n ) complex valued, with support in a compact set K, and f C (R n ) real valued. Thus, I(ω)

More information

Qualifying Exams I, 2014 Spring

Qualifying Exams I, 2014 Spring Qualifying Exams I, 2014 Spring 1. (Algebra) Let k = F q be a finite field with q elements. Count the number of monic irreducible polynomials of degree 12 over k. 2. (Algebraic Geometry) (a) Show that

More information

The Moment Method; Convex Duality; and Large/Medium/Small Deviations

The Moment Method; Convex Duality; and Large/Medium/Small Deviations Stat 928: Statistical Learning Theory Lecture: 5 The Moment Method; Convex Duality; and Large/Medium/Small Deviations Instructor: Sham Kakade The Exponential Inequality and Convex Duality The exponential

More information

Shape optimization problems for variational functionals under geometric constraints

Shape optimization problems for variational functionals under geometric constraints Shape optimization problems for variational functionals under geometric constraints Ilaria Fragalà 2 nd Italian-Japanese Workshop Cortona, June 20-24, 2011 The variational functionals The first Dirichlet

More information

A Backward Particle Interpretation of Feynman-Kac Formulae

A Backward Particle Interpretation of Feynman-Kac Formulae A Backward Particle Interpretation of Feynman-Kac Formulae P. Del Moral Centre INRIA de Bordeaux - Sud Ouest Workshop on Filtering, Cambridge Univ., June 14-15th 2010 Preprints (with hyperlinks), joint

More information

ON COMPOUND POISSON POPULATION MODELS

ON COMPOUND POISSON POPULATION MODELS ON COMPOUND POISSON POPULATION MODELS Martin Möhle, University of Tübingen (joint work with Thierry Huillet, Université de Cergy-Pontoise) Workshop on Probability, Population Genetics and Evolution Centre

More information

The box-counting dimension for geometrically finite Kleinian groups

The box-counting dimension for geometrically finite Kleinian groups F U N D A M E N T A MATHEMATICAE 149 (1996) The box-counting dimension for geometrically finite Kleinian groups by B. S t r a t m a n n (Göttingen) and M. U r b a ń s k i (Denton, Tex.) Abstract. We calculate

More information

Topological properties of Z p and Q p and Euclidean models

Topological properties of Z p and Q p and Euclidean models Topological properties of Z p and Q p and Euclidean models Samuel Trautwein, Esther Röder, Giorgio Barozzi November 3, 20 Topology of Q p vs Topology of R Both R and Q p are normed fields and complete

More information

Mod-φ convergence I: examples and probabilistic estimates

Mod-φ convergence I: examples and probabilistic estimates Mod-φ convergence I: examples and probabilistic estimates Valentin Féray (joint work with Pierre-Loïc Méliot and Ashkan Nikeghbali) Institut für Mathematik, Universität Zürich Summer school in Villa Volpi,

More information

A path integral approach to the Langevin equation

A path integral approach to the Langevin equation A path integral approach to the Langevin equation - Ashok Das Reference: A path integral approach to the Langevin equation, A. Das, S. Panda and J. R. L. Santos, arxiv:1411.0256 (to be published in Int.

More information

On the Spectrum of the Penrose Laplacian

On the Spectrum of the Penrose Laplacian On the Spectrum of the Penrose Laplacian Michael Dairyko, Christine Hoffman, Julie Pattyson, Hailee Peck Summer Math Institute August 2, 2013 1 Penrose Tiling Substitution Method 2 3 4 Background Penrose

More information

Modelling internet round-trip time data

Modelling internet round-trip time data Modelling internet round-trip time data Keith Briggs Keith.Briggs@bt.com http://research.btexact.com/teralab/keithbriggs.html University of York 2003 July 18 typeset 2003 July 15 13:55 in LATEX2e on a

More information

Hausdorff dimension of weighted singular vectors in R 2

Hausdorff dimension of weighted singular vectors in R 2 Hausdorff dimension of weighted singular vectors in R 2 Lingmin LIAO (joint with Ronggang Shi, Omri N. Solan, and Nattalie Tamam) Université Paris-Est NCTS Workshop on Dynamical Systems August 15th 2016

More information

Expectations over Fractal Sets

Expectations over Fractal Sets Expectations over Fractal Sets Michael Rose Jon Borwein, David Bailey, Richard Crandall, Nathan Clisby 21st June 2015 Synapse spatial distributions R.E. Crandall, On the fractal distribution of brain synapses.

More information

Trace and extension results for a class of domains with self-similar boundary

Trace and extension results for a class of domains with self-similar boundary Trace and extension results for a class of domains with self-similar boundary Thibaut Deheuvels École Normale Supérieure de Rennes, France Joint work with Yves Achdou and Nicoletta Tchou June 15 2014 5th

More information

Gradient interfaces with and without disorder

Gradient interfaces with and without disorder Gradient interfaces with and without disorder Codina Cotar University College London September 09, 2014, Toronto Outline 1 Physics motivation Example 1: Elasticity Recap-Gaussian Measure Example 2: Effective

More information

The Kakeya problem. The University of Manchester. Jonathan Fraser

The Kakeya problem. The University of Manchester. Jonathan Fraser Jonathan M. Fraser The University of Manchester Kakeya needle sets A subset of the plane is called a Kakeya needle set if a unit line segment can be smoothly rotated within it by 360 degrees. Kakeya needle

More information

Distribution of Prime Numbers Prime Constellations Diophantine Approximation. Prime Numbers. How Far Apart Are They? Stijn S.C. Hanson.

Distribution of Prime Numbers Prime Constellations Diophantine Approximation. Prime Numbers. How Far Apart Are They? Stijn S.C. Hanson. Distribution of How Far Apart Are They? June 13, 2014 Distribution of 1 Distribution of Behaviour of π(x) Behaviour of π(x; a, q) 2 Distance Between Neighbouring Primes Beyond Bounded Gaps 3 Classical

More information

On the spatial distribution of critical points of Random Plane Waves

On the spatial distribution of critical points of Random Plane Waves On the spatial distribution of critical points of Random Plane Waves Valentina Cammarota Department of Mathematics, King s College London Workshop on Probabilistic Methods in Spectral Geometry and PDE

More information

1 Probability theory. 2 Random variables and probability theory.

1 Probability theory. 2 Random variables and probability theory. Probability theory Here we summarize some of the probability theory we need. If this is totally unfamiliar to you, you should look at one of the sources given in the readings. In essence, for the major

More information