Related papers: On a theorem in multi-parameter potential theory
Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…
It is proved that the law of a possibly killed L\'evy process $X$, seen up to and including (resp. up to strictly before) a stopping time, determines already the law of $X$ (resp. up to a compound Poisson component and killing).
We present an adequacy theorem for a concurrent extension of probabilistic GCL. The underlying denotational semantics is based on the so-called mixed powerdomains, which combine non-determinism with probabilistic behaviour. The theorem…
We derive explicitly the coupling property for the transition semigroup of a L\'{e}vy process and gradient estimates for the associated semigroup of transition operators. This is based on the asymptotic behaviour of the symbol or the…
We provide short and simple proofs of the continuous time ballot theorem for processes with cyclically interchangeable increments and Kendall's identity for spectrally positive L\'evy processes. We obtain the later result as a direct…
We first introduce and derive some basic properties of a two-parameters family of one-sided Levy processes. Their Laplace exponents are given in terms of the Pochhammer symbol. This family includes, in a limit case, the family of Brownian…
In this note, we give an alternate proof of the multinomial theorem using a probabilistic approach. Although the multinomial theorem is basically a combinatorial result, our proof may be simpler for a student familiar with only basic…
In this work we state a Theorem on number theory and apply it to solve some ordinary and partial differential equations.
We consider the immediate consequence of an arguable addition to the standard Deduction Theorems of first order theories.
We establish a moderate deviation principle for processes with independent increments under certain growth conditions for the characteristics of the process. Using this moderate deviation principle, we give a new proof for Strassen's…
We prove a maximality theorem for one-parameter dynamical systems including multiplier one-parameter dynamical systems. Our main result is new even for one-parameter actions on commutative multiplier algebras including the algebra of…
We study the distribution and various properties of exponential functionals of hypergeometric Levy processes. We derive an explicit formula for the Mellin transform of the exponential functional and give both convergent and asymptotic…
In this paper, we are concerned with centered Markov Additive Processes $\{(X_t,Y_t)\}_{t\in\T}$ where the driving Markov process $\{X_t\}_{t\in\T}$ has a finite state space. Under suitable conditions, we provide a local limit theorem for…
We present an alternative proof of Perron's theorem, which is probabilistic in nature. It rests on the representation of the Perron eigenvector as a functional of the trajectory of an auxiliary Markov chain.
We give necessary and sufficient conditions guaranteeing that the coupling for L\'evy processes (with non-degenerate jump part) is successful. Our method relies on explicit formulae for the transition semigroup of a compound Poisson process…
We give an analytic version of the injectivity theorem by using multiplier ideal sheaves, and prove some extension theorems for the adjoint bundle of dlt pairs. Moreover, by combining techniques of the minimal model program, we obtain some…
For a general free L\'evy process, we prove the existence of its higher variation processes as limits in distribution, and identify the limits in terms of the L\'evy-It\^o representation of the original process. For a general free compound…
We establish a relative Bertini type theorem for multiplier ideal sheaves. Then we prove a relative version of the Koll\'ar--Nadel type vanishing theorem as an application.
In this paper we prove several theorems about the behavior of index of Lie algebras derived from associative algebras under tensor products of underlying associative algebras.
In this paper some general theory is presented for locally stationary processes based on the stationary approximation and the stationary derivative. Laws of large numbers, central limit theorems as well as deterministic and stochastic bias…