Related papers: The growth of additive processes

Superdiffusions corresponding to differential operators of the form $\LL u+\beta u-\alpha u^{2}$ with large mass creation term $\beta$ are studied. Our construction for superdiffusions with large mass creations works for the branching…

We consider base-$\beta$ expansions of Parry's type, where $a_0 \geq a_1 \geq 1$ are integers and $a_0<\beta <a_0+1$ is the positive solution to $\beta^2 = a_0\beta + a_1$ (the golden ratio corresponds to $a_0=a_1=1$). The map $x\mapsto…

This paper contains a small improvement to the explicit bounds on the growth of the function $S(T)$. It is shown how more substantial improvements are possible if one has better explicit bounds on the growth of $|\zeta(\frac{1}{2}+it)|$.

Laws of the iterated logarithm of "limsup" type are studied for multi-dimensional selfsimilar processes $\{X(t)\}$ with independent increments having exponent $H$. It is proved that, for any positive increasing function $g(t)$ with…

Let $(X_k,\xi_k)_{k\in \mathbb {N}}$ be a sequence of independent copies of a pair $(X,\xi)$ where $X$ is a random process with paths in the Skorokhod space $D[0,\infty)$ and $\xi$ is a positive random variable. The random process with…

The Riemann Xi-function Xi(t) belongs to a family of entire functions which can be expanded in a uniformly convergent series of symmetrized Pochhammer polynomials depending on a real scaling parameter beta. It can be shown that the…

It is proved that as $T \to \infty$, uniformly for all positive integers $\ell \leqslant (\log_3 T) / (\log_4 T)$, we have \begin{equation*} \max_{T\leqslant t\leqslant 2T}\left|\zeta^{(\ell)}\Big(1+it\Big)\right| \geqslant \big(\mathbf…

Let $X=(X_t)_{t\ge0}$ be a stable L\'{e}vy process of index $\alpha \in(1,2)$ with no negative jumps and let $S_t=\sup_{0\le s\le t}X_s$ denote its running supremum for $t>0$. We show that the density function $f_t$ of $S_t$ can be…

We derive the exact asymptotics of \[ P\left( \sup_{t\ge 0} \Bigl( X_1(t) - \mu_1 t\Bigr)> u, \ \sup_{s\ge 0} \Bigl( X_2(s) - \mu_2 s\Bigr)> u \right), \ \ u\to\infty, \] where $(X_1(t),X_2(s))_{t,s\ge0}$ is a correlated two-dimensional…

We consider variational integrals of linear growth satisfying the condition of $\mu$-ellipticity for some exponent $\mu >1$ and prove that stationary points $u$: $\mathbb{R}^2 \to \mathbb{R}^N$ with the property \[ \limsup_{|x|\to \infty}…

We consider solutions of L\'evy-driven stochastic differential equations of the form $\mathrm{d} X_t=\sigma(X_{t-})\mathrm{d} L_t$, $X_0=x$ where the function $\sigma$ is twice continuously differentiable and maximal of linear growth and…

This paper deals with semilinear elliptic problems of the type \[ \left\{ \begin{array}{ll} -\Delta u+\alpha(x)u= \beta (x)|u|^{p-1}u \quad \hbox{in }\mathbb{R}^N, u(x)>0\quad\hbox{in } \mathbb{R}^N, \qquad u \in H^1(\mathbb{R}^N),…

For real L\'{e}vy processes $(X\_t)\_{t \geq 0}$ having no Brownian component with Blumenthal-Getoor index $\beta$, the estimate $\E \sup\_{s \leq t} | X\_s - a\_p s |^p \leq C\_p t$ for every $t \in [0,1]$ and suitable $a\_p \in \R$ has…

For a given finite set $\Sigma$ of matrices with nonnegative integer entries we study the growth of $$ \max_t(\Sigma) = \max\{\|A_{1}... A_{t}\|: A_i \in \Sigma\}.$$ We show how to determine in polynomial time whether the growth with $t$ is…

We study the asymptotic behavior of mixed functionals of the form $I_T(t)=F_T(\xi_T(t))+\int_0^tg_T(\xi_T(s))\,d\xi_T(s)$, $t\ge0$, as $T\to\infty$. Here $\xi_T(t)$ is a strong solution of the stochastic differential equation…

We wish to characterise when a L\'{e}vy process $X_t$ crosses boundaries like $t^\kappa$, $\kappa>0$, in a one or two-sided sense, for small times $t$; thus, we enquire when $\limsup_{t\downarrow 0}|X_t|/t^{\kappa}$, $\limsup_{t\downarrow…

Let $\zeta(s)$ and $Z(t)$ be the Riemann zeta function and Hardy's function respectively. We show asymptotic formulas for $\int_0^T Z(t)\zeta(1/2+it)dt$ and $\int_0^T Z^2(t) \zeta(1/2+it)dt$. Furthermore we derive an upper bound for…

We prove that the maximal infinite step pro-nilfactor $X_\infty$ of a minimal dynamical system $(X,T)$ is the topological characteristic factor in a certain sense. Namely, we show that by an almost one to one modification of $\pi:X…

For the stationary storage process $\{Q(t), t\ge0\}$, with $ Q(t)=\sup_{ s \ge t}\left(X(s)-X(t)-c(s-t)^\beta\right), $ where $\{X(t),t\ge 0\}$ is a centered Gaussian process with stationary increments, $c>0$ and $\beta>0$ is chosen such…

Let $ \overline B=\{ \overline B_{t},t\in R^{1} \}$ be Brownian motion killed after an independent exponential time with mean $2/\lambda^{2}$. The process $\overline B$ has potential densities, \[ u(x,y) ={e^{-\lambda |y-x|}\over…