Related papers: Selfdecomposability and semi-selfdecomposability i…
This work provides a systematic study of the variational properties of decomposable functions which are compositions of an outer support function and an inner smooth mapping under certain constraint qualifications. A particular focus is put…
We investigate the quadratic descent of totally decomposable algebras with involution of orthogonal type in characteristic two. Both separable and inseparable extensions are included.
In this note we identify the class of distributions for {Xn} that can generate a linear, additive, first order auto-regressive scheme that is marginally stationary as semi-selfdecomposable laws. We give a method to construct these…
The pseudo--spectral decomposition of an $N$--particle antisymmetric 1--body positive--semidefinite operator that corresponds to the canonical convex decomposition into the extreme elements of the dual cone of the set of fermion…
The paper discusses and surveys some aspects of the potential theory of subordinate Brownian motion under the assumption that the Laplace exponent of the corresponding subordinator is comparable to a regularly varying function at infinity.…
A non-degenerate second-order maximally conformally superintegrable system in dimension 2 naturally gives rise to a quadric with position dependent coefficients. It is shown how the system's St\"ackel class can be obtained from this…
A partial automorphism of a semigroup $S$ is any isomorphism between its subsemigroups, and the set all partial automorphisms of $S$ with respect to composition is the inverse monoid called the partial automorphism monoid of $S$. Two…
We prove that the convolution of a selfdecomposable distribution with its background driving law is again selfdecomposable if and only if the background driving law is s-selfdecomposable. We will refer to this as the \textit{factorization…
We realize the Belinschi-Nica semigroup of homomorphisms as a free multiplicative subordination. This realization allows to define more general semigroups of homomorphisms with respect to free multiplicative convolution. For these…
We present a Cameron--Martin type quasi-invariance theorem for subordinate Brownian motion. As applications, we establish an integration by parts formula and construct a gradient operator on the path space of subordinate Brownian motion,…
In the last decade the subordinated processes have become popular and found many practical applications. Therefore in this paper we examine two processes related to time-changed (subordinated) classical Brownian motion with drift (called…
We consider two bivariate models with two-way interactions in context of risk and queueing theory. The two entities interact with each other by providing assistance but otherwise evolve independently. We focus on certain random quantities…
In this paper we examine which Brownian Subordination with drift exhibits the symmetry property introduced by Fajardo and Mordecki (2006). We obtain that when the subordination results in a L\'evy process, a necessary and sufficient…
In the first part of this paper, we generalize the results of the author \cite{Liu,Liu2} from the random flow case to the random semiflow case, i.e. we obtain Conley decomposition theorem for infinite dimensional random dynamical systems.…
We prove that the convolution of a selfdecomposable distribution with its background driving law is again selfdecomposable if and only if the background driving law is s-selfdecomposable. We will refer to this as the factorization property…
Resetting a stochastic process is an important problem describing the evolution of physical, biological and other systems which are continually returned to their certain fixed point. We consider the motion of a subdiffusive particle with a…
We consider a family of hard core objects moving as independent Brownian motions confined to a vessel by reflection. These are subject to gravitational forces modeled by drifts. The stationary distribution for the process has many…
We show that the construction of a random continuum $\mathcal{C}$ from independent two-sided Brownian motions as considered in arXiv:2004.01367 almost surely yields a non-degenerate indecomposable but not-hereditary indecomposable…
We define and study the multiparameter fractional Brownian motion. This process is a generalization of both the classical fractional Brownian motion and the multiparameter Brownian motion, when the condition of independence is relaxed.…
Convolution semigroups of states on a quantum group form the natural noncommutative analogue of convolution semigroups of probability measures on a locally compact group. Here we initiate a theory of weakly continuous convolution semigroups…