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Fractional Gaussian and Stable randoms fields on fractals

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Auteurs : Lacaux, Céline (Auteur de la Conférence)
CIRM (Editeur )

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Résumé : In this talk, we adopt the viewpoint about fractional fields which is given in Lodhia and al. Fractional Gaussian fields: a survey, Probab. Surv. 13 (2016), 1-56. As example, we focus on random fields defined on the Sierpiński gasket but random fields defined on fractional metric spaces can also be considered. Hence, for $s \geq 0$, we consider the random measure $X=(-\Delta)^{-s} W$ where $\Delta$ is a Laplacian on the Sierpiński gasket $K$ equipped with its Hausdorff measure $\mu$ and where $W$ is a Gaussian random measure with intensity $\mu$. For a range of values of the parameter $s$, the random measure $X$ admits a Gaussian random field $(X(x))_{x \in K}$ as density with respect to $\mu$. Moreover, using entropy method, an upper bound of the modulus of continuity of $(X(x))_{x \in K}$ is obtained, which leads to the existence of a modification with Hölder sample paths. Along the way we prove sharp global Hölder regularity estimates for the fractional Riesz kernels on the gasket. In addition, the fractional Gaussian random field $X$ is invariant by the symmetries of the gasket. If time allows, some extension to $\alpha$-stable random fields will also be presented. Especially, for $s \geq s_0$ there still exists a modification of the $\alpha$-stable field $\mathrm{X}$ with Hölder sample paths whereas for $s< s_{0}$, such modification does not exist. This is a joint work with Fabrice Baudoin (University of Connecticut).

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    Informations sur la Vidéo

    Réalisateur : Petit, Jean
    Langue : Anglais
    Date de publication : 12/07/2023
    Date de captation : 27/06/2023
    Sous collection : Research talks
    arXiv category : Probability
    Domaine : Probability & Statistics
    Format : MP4 (.mp4) - HD
    Durée : 00:57:46
    Audience : Researchers ; Graduate Students ; Doctoral Students, Post-Doctoral Students
    Download : https://videos.cirm-math.fr/2023-06-27_lacaux_1.mp4

Informations sur la Rencontre

Nom de la rencontre : Multifractal analysis and self-similarity / Analyse multifractale et auto-similarité
Organisateurs de la rencontre : Barral, Julien ; Batakis, Athanasios ; Berthé, Valérie ; Seuret, Stéphane ; Thuswaldner, Jörg
Dates : 26/06/2023 - 30/06/2023
Année de la rencontre : 2023
URL Congrès : https://conferences.cirm-math.fr/2751.html

Données de citation

DOI : 10.24350/CIRM.V.20063803
Citer cette vidéo: Lacaux, Céline (2023). Fractional Gaussian and Stable randoms fields on fractals. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.20063803
URI : http://dx.doi.org/10.24350/CIRM.V.20063803

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