Related papers: Singularity sets of Levy processes
We study finitely additive extensions of the asymptotic density to all the subsets of natural numbers. Such measures are called density measures. We consider a class of density measures constructed from free ultrafilters on $\mathbb{N}$ and…
In this note we generalise the Phillips theorem on the subordination of Feller processes by Levy subordinators to the class of additive subordinators (i.e. subordinators with independent but possibly nonstationary increments). In the case…
This is a survey on recent results regarding singularities that occur on higher dimensional stable varieties.
We construct a family of chaotic dynamical systems with explicit broad distributions, which always violate the central limit theorem. In particular, we show that the superposition of many statistically independent, identically distributed…
Using complex analysis techniques we obtain precise asymptotic approximations for the kernels corresponding to the symmetric $\alpha$-stable processes and their fractional derivatives. We apply our method to general L\'evy processes whose…
In this paper we study the domain of stable processes, stable-like processes and more general pseudo- and integro-differential operators which naturally arise both in analysis and as infinitesimal generators of L\'evy- and L\'evy-type…
We continue the investigation of the Levy processes on a q-deformed full Fock space started in a previous paper. First, we show that the vacuum vector is cyclic and separating for the algebra generated by such a process. Next, we describe a…
We consider a L\'evy process $Y(t)$ that is not permanently observed, but rather inspected at Poisson($\omega$) moments only, over an exponentially distributed time $T_\beta$ with parameter $\beta$. The focus lies on the analysis of the…
We address the generic problem of extracting the scaling exponents of a stationary, self-affine process realised by a timeseries of finite length, where information about the process is not known a priori. Estimating the scaling exponents…
Stationary bifurcations in several nonlinear models of fluid conveying pipes fixed at both ends are analyzed with the use of Lyapunov-Schmidt reduction and singularity theory. Influence of gravitational force, curvature and vertical elastic…
In this article we consider L\'evy driven continuous time moving average processes observed on a lattice, which are stationary time series. We show asymptotic normality of the sample mean, the sample autocovariances and the sample…
We consider a planar dynamical system generated by two stable linear vector fields with distinct fixed points and random switching between them. We characterize singularities of the invariant density in terms of the switching rates and…
We study the density of the supremum of a strictly stable L\'evy process. We prove that for almost all values of the index $\alpha$ -- except for a dense set of Lebesgue measure zero -- the asymptotic series which were obtained in A.…
L\'evy processes in the sense of Sch\"urmann on the Lie algebra of the Lorentz grouop are studied. It is known that only one of the irreducible unitary representations of the Lorentz group admits a non-trivial one-cocycle. A Sch\"urmann…
L\'evy walks (LWs) are spatiotemporally coupled random-walk processes describing superdiffusive heat conduction in solids, propagation of light in disordered optical materials, motion of molecular motors in living cells, or motion of…
In this paper we consider the existence of weakly c\`adl\`ag versions of a solution to a linear equation in a Hilbert space $H$, driven by a Levy process taking values in a Hilbert space $U$. In particular we are interested in diagonal type…
Given a martingale sequence of random fields that satisfies a natural assumption of boundedness, it is shown that the pointwise limit of this sequence can be modified in such a way that a certain class of moduli of continuity is preserved.…
For random piecewise linear systems T of the interval that are expanding on average we construct explicitly the density functions of absolutely continuous T-invariant measures. In case the random system uses only expanding maps our…
The characteristic measure of excursions away from a regular point is studied for a class of symmetric L\'evy processes without Gaussian part. It is proved that the harmonic transform of the killed process enjoys Feller property. The result…
We explore the statistical behavior of the order statistics of the flights of One-sided Levy Processes (OLPs). We begin with the study of the extreme flights of general OLPs,and then focus on the class of selfsimilar processes,investigating…