Related papers: Harmonic analysis of additive Levy processes

We study global convex solutions of the Monge-Amp\`ere equation \[ \det D^2 u = \mu \quad \text{in } \mathbb{R}^n, \] where $\mu \not\equiv 0$ is a nonnegative locally finite periodic Borel measure on $\mathbb{R}^n$. We prove a…

We prove that there exist positive constants $C$ and $c$ such that for any integer $d \ge 2$ the set of ${\mathbf x}\in [0,1)^d$ satisfying $$ cN^{1/2}\le \left|\sum^N_{n=1}\exp\left (2 \pi i \left (x_1n+\ldots+x_d n^d\right)\right)…

We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the…

For arbitrary Borel probability measures on the real line, necessary and sufficient conditions are presented that characterize best purely atomic approximations relative to the classical Levy probability metric, given any number of atoms,…

While studying set function properties of Lebesgue measure, F. Barthe and M. Madiman proved that Lebesgue measure is fractionally superadditive on compact sets in $\mathbb{R}^n$. In doing this they proved a fractional generalization of the…

In this PhD thesis we discuss, develop and apply this fascinating theory connected to modern harmonic analysis. In particular we make new estimations of Vilenkin-Fourier coefficients and prove some new results concerning boundedness of…

We find necessary and sufficient conditions for almost sure finiteness of integral functionals of spectrally positive L\'evy processes. Via Lamperti type transforms, these results can be applied to obtain new integral tests on extinction…

We study the mean-value harmonic functions on open subsets of $\mathbb{R}^n$ equipped with weighted Lebesgue measures and norm induced metrics. Our main result is a necessary condition saying that all such functions solve a certain…

Let $(P_t)$ be the transition semigroup of a L\'evy process $L$ taking values in a Hilbert space $H$. Let $\nu$ be the L\'evy measure of $L$. It is shown that for any bounded and measurable function $f$, $$ \int_H\left\vert…

We show on- and off-diagonal upper estimates for the transition densities of symmetric Levy and Levy-type processes. To get the an-diagonal estimates we prove a Nash type inequality for the related Dirichlet form. For the off-diagonal…

We examine three equivalent constructions of a censored symmetric purely discontinuous L\'evy process on an open set $D$; via the corresponding Dirichlet form, through the Feynman-Kac transform of the L\'evy process killed outside of $D$…

We consider some special classes of L\'evy processes with no gaussian component whose L\'evy measure is of the type $\pi(dx)=e^{\gamma x}\nu(e^x-1) dx$, where $\nu$ is the density of the stable L\'evy measure and $\gamma$ is a positive…

Starting from a theoretical representation of the electroweak component of four-fermion neutral current processes that uses as theoretical input the experimental measurements at the Z peak, we consider the asymptotic high energy behaviour…

In this paper we investigate functions that are harmonic with respect to the non-symmetric strictly $\alpha$-stable L\'evy processes on an open set $D \in \mathbb{R}^d$. We obtain the explicit formula for their boundary decay rate at parts…

It is possible to construct L\'evy white noises as generalized random processes in the sense of Gel'fand and Vilenkin, or as an independently scattered random measures introduced by Rajput and Rosinski. In this article, we unify those two…

In this paper, we derive comparison results for terminal values of $d$-dimensional special semimartingales and also for finite-dimensional distributions of multivariate L\'{e}vy processes. The comparison is with respect to nondecreasing,…

We construct an estimator of the L\'evy density of a pure jump L\'evy process, possibly of infinite variation, from the discrete observation of one trajectory at high frequency. The novelty of our procedure is that we directly estimate the…

The proposal and study of dependent prior processes has been a major research focus in the recent Bayesian nonparametric literature. In this paper, we introduce a flexible class of dependent nonparametric priors, investigate their…

The Brunn-Minkowski Theorem asserts that $\mu_d(A+B)^{1/d}\geq \mu_d(A)^{1/d}+\mu_d(B)^{1/d}$ for convex bodies $A,\,B\subseteq \R^d$, where $\mu_d$ denotes the $d$-dimensional Lebesgue measure. It is well-known that equality holds if and…

For subordinators with positive drift we extend recent results on the structure of the potential measures and the renewal densities. Applying Fourier analysis a new representation of the potential densities is derived from which we deduce…