Skip to main content
Log in

Hausdorff and Packing Spectra, Large Deviations, and Free Energy for Branching Random Walks in \({\mathbb{R}^d}\)

  • Published:
Communications in Mathematical Physics Aims and scope Submit manuscript

An Erratum to this article was published on 31 January 2017

Abstract

Consider an \({\mathbb{R}^d}\) -valued branching random walk (BRW) on a supercritical Galton Watson tree. Without any assumption on the distribution of this BRW we compute, almost surely and simultaneously, the Hausdorff and packing dimensions of the level sets E(K) of infinite branches in the boundary of the tree (endowed with its standard metric) along which the averages of the BRW have a given closed connected set of limit points K. This goes beyond multifractal analysis, which only considers those level sets when K ranges in the set of singletons \({\{\alpha\}, \alpha \in \mathbb{R}^d}\). We also give a 0–∞ law for the Hausdorff and packing measures of the level sets E({α}), and compute the free energy of the associated logarithmically correlated random energy model in full generality. Moreover, our results complete the previous works on multifractal analysis by including the levels α which do not belong to the range of the gradient of the free energy. This covers in particular a situation that was until now badly understood, namely the case where a first order phase transition occurs. As a consequence of our study, we can also describe the whole singularity spectrum of Mandelbrot measures, as well as the associated free energy function (or L q-spectrum), when a first order phase transition occurs.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Aidekon E., Shi Z.: The Seneta-Heyde scaling for the branching random walk. Ann. Probab. 42(3), 959–993 (2014)

    Article  MathSciNet  MATH  Google Scholar 

  2. Alsmeyer G., Meiners M.: Fixed points of inhomogeneous smoothing transforms. J. Differ. Equ. Appl. 18, 1287–1304 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  3. Attia, N.: On the multifractal analysis of the brancing random walk in \({\mathbb{R}^d}\), accepted for publication in J. Theor. Probab.

  4. Barral J.: Moments, continuité, et analyse multifractale des martingales de Mandelbrot. Probab. Theory Relat. Fields 113, 535–569 (1999)

    Article  Google Scholar 

  5. Barral J.: Continuity of the multifractal spectrum of a statistically self-similar measure. J. Theory Probab. 13, 1027–1060 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  6. Barral J.: Generalized vector multiplicative cascades. Adv. Appl. Probab. 33, 874–895 (2001)

    Article  MathSciNet  MATH  Google Scholar 

  7. Barral J., Jin X.: Multifractal analysis of complex random cascades. Commun. Math. Phys. 219, 129–168 (2010)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  8. Barral J., Kupiainen A., Nikula M., Saksman E., Webb C.: Critical mandelbrot cascades. Commun. Math. Phys. 325(2), 685–711 (2014)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  9. Barral J., Rhodes R., Vargas V.: Limiting laws of supercritical branching random walks. C. R. Acad. Sci. Paris Ser. I 350, 535–538 (2012)

    Article  MathSciNet  MATH  Google Scholar 

  10. Barral J., Seuret S.: The singularity spectrum of Lévy processes in multifractal time. Adv. Math. 214, 437–468 (2007)

    Article  MathSciNet  MATH  Google Scholar 

  11. Barreira L., Saussol B., Schmeling J.: Higher-dimensional multifractal analysis. J. Math. Pures Appl. 81(9), 67–91 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  12. Ben Nasr F.: Analyse multifractale de mesures. C. R. Acad. Sci. Paris 319(Série I), 807–810 (1994)

    MathSciNet  Google Scholar 

  13. Biggins J.D.: Martingale convergence in the branching random walk. J. Appl. Probab. 14, 25–37 (1977)

    Article  MathSciNet  MATH  Google Scholar 

  14. Biggins J.D.: Uniform convergence of martingales in the branching random walk. Ann. Probab. 20, 137–151 (1992)

    Article  MathSciNet  MATH  Google Scholar 

  15. Biggins J.D., Hambly B.M., Jones O.D.: Multifractal spectra for random self-similar measures via branching processes. Adv. Appl. Probab. 43, 1–39 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  16. Biggins J.D., Kyprianou A.E.: Seneta-Heyde norming in the branching random walk. Ann. Probab. 25, 337–360 (1997)

    Article  MathSciNet  MATH  Google Scholar 

  17. Brown G., Michon G., Peyrière J.: On the multifractal analysis of measures. J. Stat. Phys. 66, 775–790 (1992)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  18. Collet P., Koukiou F.: Large deviations for multiplicative chaos. Commun. Math. Phys. 147, 329–342 (1992)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  19. Collet P., Lebowitz J.L., Porzio A.: The dimension spectrum of some dynamical systems. J. Stat. Phys. 47, 609–644 (1987)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  20. Cutler C.D.: Connecting ergodicity and dimension in dynamical systems. Ergod. Theory Dyn. Syst. 10, 451–462 (1990)

    Article  MathSciNet  MATH  Google Scholar 

  21. Dembo A., Zeitouni O. (1998) Large Deviations Techniques and Applications, vol. 38 of Applications of Mathematics 2nd ed. Springer, New York

  22. Derrida B., Spohn H.: Polymers on disordered trees, spin glasses and traveling waves. J. Stat. Phys. 51, 817–840 (1988)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  23. Durrett R., Liggett T.: Fixed points of the smoothing transformation. Z. Wahrsch. Verw. Gebiete 64, 275–301 (1983)

    Article  MathSciNet  MATH  Google Scholar 

  24. Falconer K.J.: Fractal Geometry. Mathematical Foundations and Applications 2nd Edition. Wiley, New York (2003)

    Book  MATH  Google Scholar 

  25. Falconer K.J.: The multifractal spectrum of statistically self-similar measures. J. Theory Probab. 7(3), 681–702 (1994)

    Article  MathSciNet  MATH  Google Scholar 

  26. Fan A.H.: Sur les dimensions de mesures. Studia Math. 111(1), 1–17 (1994)

    MathSciNet  Google Scholar 

  27. Fan A.H., Feng D.-J.: On the distribution of long-term time averages on symbolic space. J. Statist. Phys. 99, 813–856 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  28. Fan, A.H., Kahane, J.-P.: How many intervals cover a point in random dyadic covering? Portugaliae Mathematica 58(1), 59–75 (2001)

  29. Feng D.-J., Lau K.-S., Wu J.: Ergodic limits on the conformal repellers. Adv. Math. 169, 58–91 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  30. Feng D.-J., Wu J.: The Hausdorff dimension of recurrent sets in symbolic spaces. Nonlinearity 14, 81–85 (2001)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  31. Franchi J.: Chaos multiplicatif : un traitement simple et complet de la fonction de partition. Séminaire de probabilités de Strasbourg 29, 194–201 (1995)

    MathSciNet  Google Scholar 

  32. Frisch, U., Parisi, G.: Fully developped turbulence and intermittency in turbulence, and predictability in geophysical fluid dynamics and climate dynamics. In: Ghil, M. (ed.) International School of Physics Enrico Fermi, course 88, North Holland, p. 84 (1985)

  33. Graf, S., Mauldin, R. D., Williams, S. C.: The Exact Hausdorff Dimension in Random Recursive Constructions, Mem. AMS, 381 (1988), Providence

  34. Halsey T.C., Jensen M.H., Kadanoff L.P., Procaccia I., Shraiman B.I.: Fractal measures and their singularities: the characterisation of strange sets. Phys. Rev. A 33, 1141 (1986)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  35. Holley R., Waymire E.C.: Multifractal dimensions and scaling exponents for strongly bounded random fractals. Ann. Appl. Probab. 2, 819–845 (1992)

    Article  MathSciNet  MATH  Google Scholar 

  36. Iommi G.: Multifractal Analysis for countable Markov shifts. Ergod. Theory Dyn Syst. 25, 1881–1907 (2005)

    Article  MathSciNet  MATH  Google Scholar 

  37. Johnson T., Waymire E.: Tree polymers in the infinite volume limit at critical strong disorder. J. Appl. Probab. 48, 885–891 (2011)

    Article  MathSciNet  MATH  Google Scholar 

  38. Kahane J.-P.: Multiplications aléatoires et dimensions de Hausdorff. Ann. Inst. Henri Poincaré Probab. Stat. 23, 289–296 (1987)

    MATH  Google Scholar 

  39. Kahane, J.-P.: Produits de poids aléatoires indépendants et applications, in Fractal geometry and analysis (Montreal, PQ, 1989), 277–324, NATO Adv. Sci. Inst. Ser. C Math. Phys. Sci. 346, Kluwer, Dordrecht (1991)

  40. Kahane J.-P., Peyrière J.: Sur certaines martingales de B. Mandelbrot. Adv. Math. 22, 131–145 (1976)

    Article  MathSciNet  MATH  Google Scholar 

  41. Liu Q.: The exact Hausdorff dimension of a branching set. Probab. Theory Relat. Fields 104, 515–538 (1996)

    Article  MathSciNet  MATH  Google Scholar 

  42. Liu, Q., Rouault, A.: On two measures defined on the boundary of a branching tree. Classical and Modern Branching Processes (Minneapolis, MN, 1994), IMA Vol. Math. Appl., vol. 84, Springer, New York, pp. 187–201 (1997)

  43. Liu Q.: On generalized multiplicative cascades. Stoch. Proc. Appl. 86, 263–286 (2000)

    Article  MathSciNet  MATH  Google Scholar 

  44. Liu Q.: Asymptotic properties and absolute continuity of laws stable by random weightedmean. Stoch. Proc. Appl. 95, 83–107 (2001)

    Article  ADS  Google Scholar 

  45. Lyons, R.: A simple path to Biggins’ martingale convergence for branching random walk. Classical and modern branching processes (Minneapolis, MN, 1994), 217–221, IMA Vol. Math. Appl., 84, Springer, New York (1997)

  46. Ma J.-H., Wen Z.-Y., Wu J.: Besicovitch subsets of self-similar sets. Ann. Inst. Fourier (Grenoble) 52(4), 1061–1074 (2002)

    Article  MathSciNet  MATH  Google Scholar 

  47. Madaule, T.: Convergence in law for the branching random walk seen from its tip, arXiv:1107.2543

  48. Mandelbrot B.: Intermittent turbulence in self-similar cascades: divergence of high moments and dimension of the carrier. J. Fluid Mech. 64, 331–358 (1974)

    Article  ADS  MATH  Google Scholar 

  49. Mandelbrot, B.: Multiplications aléatoires itérées et distributions invariantes par moyennes pondérées, C. R. Acad. Sci. Paris 278 (1974), 289–292 and 355–358

  50. Mattila P.: Geometry of Sets and Measures in Euclidean Spaces, Fractals and Rectifiability, Cambridges studies in advanced mathematics, 44. Cambridge University Press, Cambridge (1995)

    Book  Google Scholar 

  51. Morters, P., Ortgiese, M.: Minimal supporting subtrees for the free energy of polymers on disordered trees. J. Math. Phys. 49 (2008)

  52. Moerters P., Shieh N.-R.: On the multifractal spectrum for branching measure on a Galton-Watson tree. J. Appl. Probab. 41, 1223–1229 (2004)

    MathSciNet  MATH  Google Scholar 

  53. Molchan G.M.: Scaling exponents and multifractal dimensions for independent random cascades. Commun. Math. Phys. 179, 681–702 (1996)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  54. Olsen L.: A multifractal formalism. Adv. Math. 116, 92195 (1995)

    Article  MathSciNet  Google Scholar 

  55. Olsen, L.: Random geometrically graph directed self-similar multifractals. Pitman Res. Notes Math. Ser., Vol. 307, (1994)

  56. Olsen L.: Multifractal analysis of divergence points of deformed measure theoretical Birkhoff averages. J. Math. Pures Appl. 82, 1591–1649 (2003)

    Article  MathSciNet  MATH  Google Scholar 

  57. Olsen L.: Multifractal analysis of divergence points of deformed measure theoretical Birkhoff averages. IV. Divergence points and packing dimension. Bull. Sci. Math. 132, 650–678 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  58. Ossiander M., Waymire E.C.: Statistical estimation for multiplicative cascades. Ann. Stat. 28, 1–29 (2000)

    MathSciNet  MATH  Google Scholar 

  59. Peyrière, J.: A vectorial multifractal formalism. In: Lapidus, M.L., van Frankenhuijsen, M. (eds.) Fractal Geometry and Applications. Proc. Symp. Pure Math. AMS, Providence, RI. 72, Part 2, 217–230 (2004)

  60. Rockafellar R.T.: Convex Analysis. Princeton University Press, Princeton (1970)

    Book  MATH  Google Scholar 

  61. von Bahr B., Esseen C.G.: Inequalities for the r-th absolute moment of a sum of random variables, 1 ≤ r ≤ 2. Ann. Math. Stat. 36(1), 299–303 (1965)

    Article  MathSciNet  MATH  Google Scholar 

  62. Watanabe T.: Exact Hausdorff measure on the boundary of a Galton-Watson tree. Ann. Probab. 35, 1007–1038 (2008)

    Article  MathSciNet  MATH  Google Scholar 

  63. Watanabe T.: Exact packing measure on the boundary of a Galton-Watson tree. J. London Math. Soc. 69, 801–816 (2004)

    Article  MathSciNet  MATH  Google Scholar 

  64. Webb C.: Exact asymptotics of the freezing transitions of a logarithmically correlated random energy model. J. Stat. Phys 145, 1595–1619 (2011)

    Article  ADS  MathSciNet  MATH  Google Scholar 

  65. Wijsman R.A.: Convergence of sequences of convex sets, cones and functions. II. Trans. Am. Math. Soc. 123, 32–45 (1966)

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Julien Barral.

Additional information

Communicated by F. Toninelli

The authors were supported by the French National Research Agency Project “DMASC”. They thank the referees for their constructive suggestions, in particular the addition of Theorem 1.4 as a consequence of the main results of the preliminary version. They also thank Dr Xiong Jin for his help in the figures elaboration.

An erratum to this article is available at http://dx.doi.org/10.1007/s00220-016-2826-1.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Attia, N., Barral, J. Hausdorff and Packing Spectra, Large Deviations, and Free Energy for Branching Random Walks in \({\mathbb{R}^d}\) . Commun. Math. Phys. 331, 139–187 (2014). https://doi.org/10.1007/s00220-014-2087-9

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00220-014-2087-9

Keywords

Navigation