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 synthèses de processus stochastiques respectant des lois d'échelles voilées, qui s'écartent de façon contrôlée 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 synthèse 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 Pr0.5_{0.5}Sr0.5_{0.5}MnO3_3, detected by 55^{55}Mn NMR

The antiferromagnetic manganite Pr$_{0.5}$Sr$_{0.5}$MnO$_3$ was investigated at low temperature by means of magnetometry and $^{55}$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/Al$_2$O$_3$/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