Related papers: Estimates of tempered stable densities

We give formulas for the density of the measure of orthogonality for orthonormal polynomials with unbounded recurrence coefficients. The formulas involve limits of appropriately scaled Tur\'an determinants or Christoffel functions. Exact…

In this paper, we establish the stability of the quasineutral limit for the ionic Vlasov-Poisson system under perturbations exponentially small in Wasserstein sense. Notably, we emphasize that exponential smallness is a necessary condition…

Given the significance of physical measures in understanding the complexity of dynamical systems as well as the noisy nature of real-world systems, investigating the stability of physical measures under noise perturbations is undoubtedly a…

The aim of the work is to give the explicit proofs of the Renyi-entropy uncertainty relations presented in the previous work [A. Rastegin, arXiv:0805.1777]. The relations with both the state-dependent and state-independent entropic bounds…

For differentiable dynamical systems with dominated splittings, we give upper estimates on the measure-theoretic tail entropy in terms of Lyapunov exponents. As our primary application, we verify the upper semi-continuity of metric entropy…

We provide explicit formulas for asymptotic densities of $d$-dimensional isotropic L\'evy walks, when $d>1$. The densities of multidimensional undershooting and overshooting L\'evy walks are presented as well. Interestingly, when the number…

A recently proposed convolution technique for the calculation of local density of states is described more thouroughly and new results of its application are presented. For separable systems the exposed method allows to construct the ldos…

We derive estimators of the density of the event times of current status data. The estimators are derived for the situations where the distribution of the observation times is known and where this distribution is unknown. The density…

For Markov processes with absorption, we provide general criteria ensuring the existence and the exponential non-uniform convergence in total variation norm to a quasi-stationary distribution. We also characterize a subset of its domain of…

Confidence intervals and joint confidence sets are constructed for the nonparametric calibration of exponential L\'evy models based on prices of European options. To this end, we show joint asymptotic normality in the spectral calibration…

By using stochastic analysis, two probability versions of Li-Yau type inequalities are established for diffusion semigroups on a manifold possibly with (non-convex) boundary. The inequalities are explicitly given by the Bakry-Emery…

We study small time bounds for transition densities of convolution semigroups corresponding to pure jump L\'evy processes in $\mathbb{R}^{d}$, $d \geq 1$, including those with jumping kernels exponentially and subexponentially localized at…

Based on the convergence of their infinitesimal generators in the mixed topology, we provide a stability result for strongly continuous convex monotone semigroups on spaces of continuous functions. In contrast to previous results, we do not…

In terms of a nice reference probability measure, integrability conditions on the path-dependent drift are presented for (infinite-dimensional) degenerate PDEs to have regular positive solutions. To this end, the corresponding stochastic…

We present precise moderate deviation probabilities, in both quenched and annealed settings, for a recurrent diffusion process with a Brownian potential. Our method relies on fine tools in stochastic calculus, including Kotani's lemma and…

The stability and contraction properties of positive integral semigroups on Polish spaces are investigated. Our novel analysis is based on the extension of V-norm contraction methods, associated to functionally weighted Banach spaces for…

Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar works, we do not impose coercivity conditions on coefficients. We establish the continuous…

In this work, a one-dimensional model of crystalline solids based on the Dirac comb limit of the Kronig-Penney model is considered. From the wave functions of the valence electrons, we calculate a statistical measure of complexity and the…

We establish inequalities for assessing the distance between the distribution of errors of partially observed high-frequency statistics of multidimensional L\'evy processes and that of a mixed Gaussian random variable. Furthermore, we…

The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…