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In this paper, we identify Laplace transforms of occupation times of intervals until first passage times for spectrally negative L\'evy processes. New analytical identities for scale functions are derived and therefore the results are…

Probability · Mathematics 2012-07-09 Ronnie L. Loeffen , Jean-François Renaud , Xiaowen Zhou

We analyze Gaussian analytic functions (GAFs) defined as power series with coefficients modeled by discrete stationary Gaussian processes, utilizing their spectral measures. We revisit some limit theorems for random analytic functions and…

Probability · Mathematics 2025-01-08 Tomoyuki Shirai

A systematic exposition of scale functions is given for positive self-similar Markov processes (pssMp) with one-sided jumps. The scale functions express as convolution series of the usual scale functions associated with spectrally one-sided…

Probability · Mathematics 2021-09-30 Matija Vidmar

For spectrally negative L\'evy processes, adapting an approach from \cite{BoLi:sub1} we identify joint Laplace transforms involving local times evaluated at either the first passage times, or independent exponential times, or inverse local…

Probability · Mathematics 2019-01-14 Bo Li , Xiaowen Zhou

For refracted spectrally negative L\'evy processes, we identify expressions of several quantities related to Laplace transforms on their weighted occupation times until first exit times. Such quantities are expressed in terms of unique…

Probability · Mathematics 2019-07-17 Bo Li , Xiaowen Zhou

In this article we use a covariance function that arises from limit of fluctuations of the rescaled occupation time process of a branching particle system, to introduce a family of weighted long-range dependence Gaussian processes. In…

Probability · Mathematics 2025-10-14 Jose Hermenegildo Ramirez Gonzalez , Antonio Murillo Salas , Ying Sun

We investigate the application of the Adaptive Multilevel Splitting algorithm for the estimation of tail probabilities of solutions of Stochastic Differential Equations evaluated at a given time, and of associated temporal averages. We…

Probability · Mathematics 2019-03-27 Charles-Edouard Bréhier , Tony Lelièvre

Many combinatorial generating functions can be expressed as combinations of symmetric functions, or extracted as sub-series and specializations from such combinations. Gessel has outlined a large class of symmetric functions for which the…

Combinatorics · Mathematics 2012-11-14 Frédéric Chyzak , Marni Mishna , Bruno Salvy

We introduce two kinds of generalized $s$-convex functions on real linear fractal sets $\mathbb{R}^{\alpha}(0<\alpha<1)$. And similar to the class situation, we also study the properties of these two kinds of generalized $s$-convex…

Analysis of PDEs · Mathematics 2014-06-30 Huixia Mo , Xin Sui

The article considers vector parameter estimators in statistical models generated by Levy processes. An improved one step estimator is presented that can be used for improving any other estimator. Combined numerical methods for optimization…

Methodology · Statistics 2021-03-15 D. O. Ivanenko , R. V. Pogorielov

This work is concerned with the dynamics of a class of slow-fast stochastic dynamical systems with non-Gaussian stable L\'evy noise with a scale parameter. Slow manifolds with exponentially tracking property are constructed, eliminating the…

Dynamical Systems · Mathematics 2017-07-18 Shenglan Yuan , Jianyu Hu , Xianming Liu , Jinqiao Duan

This paper studies system theoretic properties of the class of difference inclusions of convex processes. We will develop a framework considering eigenvalues and eigenvectors, weakly and strongly invariant cones, and a decomposition of…

Optimization and Control · Mathematics 2021-12-30 Jaap Eising , M. Kanat Camlibel

We study a Monte Carlo algorithm for simulation of probability distributions based on stochastic step functions, and compare to the traditional Metropolis/Hastings method. Unlike the latter, the step function algorithm can produce an…

Probability · Mathematics 2015-12-07 Torquil Macdonald Sørensen , Fred Espen Benth

Gaussian processes (GPs) are non-parametric, flexible, models that work well in many tasks. Combining GPs with deep learning methods via deep kernel learning (DKL) is especially compelling due to the strong representational power induced by…

Machine Learning · Computer Science 2021-07-14 Idan Achituve , Aviv Navon , Yochai Yemini , Gal Chechik , Ethan Fetaya

We prove gradient estimates for harmonic functions with respect to a $d$-dimensional unimodal pure-jump Levy process under some mild assumptions on the density of its Levy measure. These assumptions allow for a construction of an unimodal…

Probability · Mathematics 2013-07-30 Tadeusz Kulczycki , Michal Ryznar

There exist only a few known examples of subordinators for which the transition probability density can be computed explicitly along side an expression for its L\'evy measure and Laplace exponent. Such examples are useful in several areas…

Probability · Mathematics 2016-11-25 James Burridge , Mateusz Kwaśnicki , Alexey Kuznetsov , Andreas Kyprianou

Graph classification aims to categorise graphs based on their structure and node attributes. In this work, we propose to tackle this task using tools from graph signal processing by deriving spectral features, which we then use to design…

Machine Learning · Computer Science 2023-06-07 Felix L. Opolka , Yin-Cong Zhi , Pietro Liò , Xiaowen Dong

Scaled relative graphs have been originally introduced in the context of convex optimization and have recently gained attention in the control systems community for the graphical analysis of nonlinear systems. Of particular interest in…

Optimization and Control · Mathematics 2025-07-14 Timo de Groot , Maurice heemels , Sebastiaan van den Eijnden

Spectral theory for the transition semigroup of one-dimensional symmetric Levy process killed upon hitting the origin is studied. Under very mild assumptions, an integral-type formula for eigenfunctions is obtained, and eigenfunction…

Probability · Mathematics 2012-10-03 Mateusz Kwasnicki

For a spectrally negative L\'evy process with Laplace transform $\psi$, the $q$-scale function is characterized as the function whose Laplace transform is $(\psi(\cdot)-q)^{-1}$. It has applications in fluctuation theory, for example, exit…

Probability · Mathematics 2026-04-13 Osvaldo Angtuncio Hernández , Oscar Peralta