200 research outputs found

    Regeneration in One-Dimensional Gibbs States and Chains with Complete Connections

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    Regeneration in One-Dimensional Gibbs States and Chains with Complete Connections

    Local geometry of random geodesics on negatively curved surfaces

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    It is shown that the tessellation of a compact, negatively curved surface induced by a typical long geodesic segment, when properly scaled, looks locally like a Poisson line process. This implies that the global statistics of the tessellation -- for instance, the fraction of triangles -- approach those of the limiting Poisson line process.Comment: This version extends the results of the previous version to surfaces with possibly variable negative curvatur

    A control problem arising in the sequential design of experiments

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    The Pele problem. Starting from an initial point x not in his playing field, a football player is to dribble onto the field. Due to irregularities in the surface on which the player is dribbling, and perhaps also to small inconsistencies in his kick, the movement of the ball has a “random” component; moreover, a kick with the left foot tends to have a somewhat different effect than a kick with the right foot. The player’s objective is to move the ball onto the playing field with as few kicks as possible

    Billiards in a general domain with random reflections

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    We study stochastic billiards on general tables: a particle moves according to its constant velocity inside some domain DRd{\mathcal D} \subset {\mathbb R}^d until it hits the boundary and bounces randomly inside according to some reflection law. We assume that the boundary of the domain is locally Lipschitz and almost everywhere continuously differentiable. The angle of the outgoing velocity with the inner normal vector has a specified, absolutely continuous density. We construct the discrete time and the continuous time processes recording the sequence of hitting points on the boundary and the pair location/velocity. We mainly focus on the case of bounded domains. Then, we prove exponential ergodicity of these two Markov processes, we study their invariant distribution and their normal (Gaussian) fluctuations. Of particular interest is the case of the cosine reflection law: the stationary distributions for the two processes are uniform in this case, the discrete time chain is reversible though the continuous time process is quasi-reversible. Also in this case, we give a natural construction of a chord "picked at random" in D{\mathcal D}, and we study the angle of intersection of the process with a (d1)(d-1)-dimensional manifold contained in D{\mathcal D}.Comment: 50 pages, 10 figures; To appear in: Archive for Rational Mechanics and Analysis; corrected Theorem 2.8 (induced chords in nonconvex subdomains

    Multifractal tubes

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    Tube formulas refer to the study of volumes of rr neighbourhoods of sets. For sets satisfying some (possible very weak) convexity conditions, this has a long history. However, within the past 20 years Lapidus has initiated and pioneered a systematic study of tube formulas for fractal sets. Following this, it is natural to ask to what extend it is possible to develop a theory of multifractal tube formulas for multifractal measures. In this paper we propose and develop a framework for such a theory. Firstly, we define multifractal tube formulas and, more generally, multifractal tube measures for general multifractal measures. Secondly, we introduce and develop two approaches for analysing these concepts for self-similar multifractal measures, namely: (1) Multifractal tubes of self-similar measures and renewal theory. Using techniques from renewal theory we give a complete description of the asymptotic behaviour of the multifractal tube formulas and tube measures of self-similar measures satisfying the Open Set Condition. (2) Multifractal tubes of self-similar measures and zeta-functions. Unfortunately, renewal theory techniques do not yield "explicit" expressions for the functions describing the asymptotic behaviour of the multifractal tube formulas and tube measures of self-similar measures. This is clearly undesirable. For this reason, we introduce and develop a second framework for studying multifractal tube formulas of self-similar measures. This approach is based on multifractal zeta-functions and allow us obtain "explicit" expressions for the multifractal tube formulas of self-similar measures, namely, using the Mellin transform and the residue theorem, we are able to express the multifractal tube formulas as sums involving the residues of the zeta-function.Comment: 122 page
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