Related papers: The growth of additive processes

Let $(X_1, \xi_1), (X_2,\xi_2),\ldots$ be i.i.d.~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. Define $S_k := \xi_1+\ldots+\xi_k$, $k \in…

Let $\beta>1$ and let $m>\be$ be an integer. Each $x\in I_\be:=[0,\frac{m-1}{\beta-1}]$ can be represented in the form \[ x=\sum_{k=1}^\infty \epsilon_k\beta^{-k}, \] where $\epsilon_k\in\{0,1,...,m-1\}$ for all $k$ (a $\beta$-expansion of…

The asymptotic behavior of expressions of the form $% \sum_{t=1}^{n}f(r_{n}x_{t})$ where $x_{t}$ is an integrated process, $r_{n}$ is a sequence of norming constants, and $f$ is a measurable function has been the subject of a number of…

It is shown that for any non-decreasing, continuous and unbounded doubling function $\om$ on $[0,1)$, there exist two analytic infinite products $f_0$ and $f_1$ such that the asymptotic relation $|f_0(z)| + |f_1(z)| \asymp \om(|z|)$ is…

Let $X_1, X_2, ..., X_n, ... $ be a sequence of iid random variables with values in a finite alphabet $\{1,...,m\}$. Let $LI_n$ be the length of the longest increasing subsequence of $X_1, X_2, ..., X_n.$ We express the limiting…

We show that if a L\'evy process creeps then, as a function of $u$, the renewal function $V(t,u)$ of the bivariate ascending ladder process $(L^{-1},H)$ is absolutely continuous on $[0,\infty)$ and left differentiable on $(0,\infty)$, and…

For a L\'evy process $X$ on a finite time interval consider the probability that it exceeds some fixed threshold $x>0$ while staying below $x$ at the points of a regular grid. We establish exact asymptotic behavior of this probability as…

Finite Euler product is known to be one of the classical zeta functions in number theory. In [1], [2] and [3], we have introduced some multivariable zeta functions and studied their definable probability distributions on R^d. They include…

Let {X(t)}_{t\ge0} be a locally bounded and infinitely divisible stochastic process, with no Gaussian component, that is self-similar with index H>0. Pick constants \gamma >H and c>0. Let \nu be the L\'evy measure on R^{[0,\infty)} of X,…

We consider the excursions, i.e. the intervals between consecutive zeros, of stochastic processes that arise in a variety of nonequilibrium systems and study the temporal growth of the longest one l_{\max}(t) up to time t. For smooth…

We give necessary and sufficient conditions for a pair of (generalized) functions $\rho_1(\mathbf{r}_1)$ and $\rho_2(\mathbf{r}_1,\mathbf{r}_2)$, $\mathbf{r}_i\in X$, to be the density and pair correlations of some point process in a…

Let $\beta\in(1,2)$ and $x\in [0,\frac{1}{\beta-1}]$. We call a sequence $(\epsilon_{i})_{i=1}^\infty\in\{0,1\}^{\mathbb{N}}$ a $\beta$-expansion for $x$ if $x=\sum_{i=1}^{\infty}\epsilon_{i}\beta^{-i}$. We call a finite sequence…

We develop the theory of compound functional differential equations, which are tensor and exterior products of linear functional differential equations. Of particular interest is the equation $\dot x(t)=-\alpha(t)x(t)-\beta(t)x(t-1)$ with a…

This work looks at the box-counting dimension of sets related to subordinators (non-decreasing L\'evy processes). It was recently shown in [Savov, 2014] that almost surely $\lim_{\delta\to0}U(\delta)N(t,\delta) = t$, where $N(t,\delta)$ is…

We consider systems of the differential inequalities $$\left\{ \begin{aligned} & \sum_{|\alpha| = m_1} \partial^\alpha a_\alpha (x, u_1) \ge f_1 (u_2) & \mbox{in } {\mathbb R}^n, & \sum_{|\alpha| = m_2} \partial^\alpha b_\alpha (x, u_2) \ge…

Drift analysis aims at translating the expected progress of an evolutionary algorithm (or more generally, a random process) into a probabilistic guarantee on its run time (hitting time). So far, drift arguments have been successfully…

The growth-fragmentation equation models systems of particles that grow and split as time proceeds. An important question concerns the large time asymptotic of its solutions. Doumic and Escobedo ($2016$) observed that when growth is a…

It is well-known that for any inner function $\theta$ defined in the unit disk $D$ the following two conditons: $(i)$ there exists a sequence of polynomials $\{p_n\}_n$ such that $\lim_{n \to \infty} \theta(z) p_n(z) = 1$ for all $z \in D$,…

In [Temme N.M., Special functions. An introduction to the classical functions of mathematical physics, A Wiley-Interscience Publication, John Wiley & Sons, Inc., New York, 1996, Section 11.3.3.1] a uniform asymptotic expansion for the…

We prove the growth rate of global solutions of the equation $u_t=\Delta u-u^{-\nu}$ in $\R^n\times (0,\infty)$, $u(x,0)=u_0>0$ in $\R^n$, where $\nu>0$ is a constant. More precisely for any $0<u_0\in C(\R^n)$ satisfying…