150 research outputs found
A strong Tauberian theorem for characteristic functions
International audienceUsing wavelet analysis we show that if the characteristic function of a random variable X can be approximated at 0 by some polynomial of even degree 2p then the moment of order 2p of X exists. This strengthens a Tauberian-type result by Ramachandran and implies that the characteristic function is actually 2p times differentiable at 0. This fact also provides the theoretical basis for a wavelet based non-parametric estimator of the tail index of a distribution
Cascades infiniment divisibles voilées : au-delà des lois de puissance
Nous présentons les définitions et synthÚses de processus stochastiques respectant des lois d'échelles voilées, qui
s'écartent de façon contrÎlée d'un comportement en loi de puissance. Nous définissons des bruit, mouvement et
marche aléatoire issus de cascades infiniment divisibles (IDC) voilées. Nous étudions analytiquement le comportement
des moments des accroissements de ces processus à travers les échelles. Ces résultats théoriques sont illustrés sur
l'exemple d'une cascade log-Normale voilée. Les algorithmes de synthÚse et les fonctions Matlab utilisés sont
disponibles sur nos pages web.We address the definitions and synthesis of stochastic processes which possess warped scaling laws that
depart from power law behaviors in a controlled manner. We define warped infinitely divisible cascading
(IDC) noise, motion and random walk. We provide a theoretical derivation of the scaling behavior of the
moments of their increments. We provide numerical simulations of a warped log-Normal cascade to illustrate
these results. Algorithms for synthesis and Matlab functions are available from our web pages
A Markov Chain based method for generating long-range dependence
This paper describes a model for generating time series which exhibit the
statistical phenomenon known as long-range dependence (LRD). A Markov Modulated
Process based upon an infinite Markov chain is described. The work described is
motivated by applications in telecommunications where LRD is a known property
of time-series measured on the internet. The process can generate a time series
exhibiting LRD with known parameters and is particularly suitable for modelling
internet traffic since the time series is in terms of ones and zeros which can
be interpreted as data packets and inter-packet gaps. The method is extremely
simple computationally and analytically and could prove more tractable than
other methods described in the literatureComment: 8 pages, 2 figure
'Dressage Is Full of Queens!' Masculinity, Sexuality and Equestrian Sport
Attitudes towards sexuality are changing and levels of cultural homophobia decreasing, yet there remain very few openly gay men within sport. As a proving ground for heteromasculinity, sport has traditionally been a hostile environment for gay men. This article is based on an ethnographic study within a sporting subworld in which gay men do appear to be accepted: equestrian sport. Drawing on inclusive masculinity theory, equestrian sport is shown to offer an unusually tolerant environment for gay men in which heterosexual men of all ages demonstrate low levels of homophobia. Inclusive masculinity theory is a useful framework for exploring the changing nature of masculinities and this study demonstrates that gay men are becoming increasingly visible and accepted within once unreceptive locales, such as sport and rural communities. However, this more tolerant attitude is purchased at the expense of a subordinated feminine Other, perpetuating the dominance of men within competitive sport. © The Author(s) 2012
Multifractal Analysis of inhomogeneous Bernoulli products
We are interested to the multifractal analysis of inhomogeneous Bernoulli
products which are also known as coin tossing measures. We give conditions
ensuring the validity of the multifractal formalism for such measures. On
another hand, we show that these measures can have a dense set of phase
transitions
Multifractal properties of power-law time sequences; application to ricepiles
We study the properties of time sequences extracted from a self-organized
critical system, within the framework of the mathematical multifractal
analysis. To this end, we propose a fixed-mass algorithm, well suited to deal
with highly inhomogeneous one dimensional multifractal measures. We find that
the fixed mass (dual) spectrum of generalized dimensions depends on both the
system size L and the length N of the sequence considered, being however stable
when these two parameters are kept fixed. A finite-size scaling relation is
proposed, allowing us to define a renormalized spectrum, independent of size
effects.We interpret our results as an evidence of extremely long-range
correlations induced in the sequence by the criticality of the systemComment: 12 pages, RevTex, includes 9 PS figures, Phys. Rev. E (in press
Field-induced segregation of ferromagnetic nano-domains in PrSrMnO, detected by Mn NMR
The antiferromagnetic manganite PrSrMnO was investigated
at low temperature by means of magnetometry and Mn NMR. A field-induced
transition to a ferromagnetic state is detected by magnetization measurements
at a threshold field of a few tesla. NMR shows that the ferromagnetic phase
develops from zero field by the nucleation of microscopic ferromagnetic
domains, consisting of an inhomogeneous mixture of tilted and fully aligned
parts. At the threshold the NMR spectrum changes discontinuously into that of a
homogeneous, fully aligned, ferromagnetic state, suggesting a percolative
origin for the ferromagnetic transition.Comment: Latex 2.09 language. 4 pages, 3 figures, 23 references. Submitted to
physical Review
Observation of band structure and density of states effects in Co-based magnetic tunnel junctions
Utilizing Co/AlO/Co magnetic tunnel junctions (MTJs) with Co
electrodes of different crystalline phases, a clear relationship between
electrode structure and junction transport properties is presented. For
junctions with one fcc(111) textured and one polycrystalline (poly-phase and
poly-directional) Co electrode, a strong asymmetry is observed in the
magnetotransport properties, while when both electrodes are polycrystalline the
magnetotransport is essentially symmetric. These observations are successfully
explained within a model based on ballistic tunneling between the calculated
band structures (DOS) of fcc-Co and hcp-Co.Comment: 4 pages, 3 figures, submitted to Phys. Rev. Let
Holder exponents of irregular signals and local fractional derivatives
It has been recognized recently that fractional calculus is useful for
handling scaling structures and processes. We begin this survey by pointing out
the relevance of the subject to physical situations. Then the essential
definitions and formulae from fractional calculus are summarized and their
immediate use in the study of scaling in physical systems is given. This is
followed by a brief summary of classical results. The main theme of the review
rests on the notion of local fractional derivatives. There is a direct
connection between local fractional differentiability properties and the
dimensions/ local Holder exponents of nowhere differentiable functions. It is
argued that local fractional derivatives provide a powerful tool to analyse the
pointwise behaviour of irregular signals and functions.Comment: 20 pages, Late
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