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This article is about right inverses of Levy processes as first introduced by Evans in the symmetric case and later studied systematically by the present authors and their co-authors. Here we add to the existing fluctuation theory an…

Probability · Mathematics 2010-03-11 Mladen Savov , Matthias Winkel

We provide a description of the excursion measure from a point for a spectrally negative L\'evy process. The description is based in two main ingredients. The first is building a spectrally negative L\'evy process conditioned to avoid zero…

Probability · Mathematics 2015-07-21 Juan Carlos Pardo , Jose Luis Pérez , Víctor Manuel Rivero

Let $a\in (0,\infty)$. For a spectrally negative L\'evy process $X$ with infinite variation paths the resolvent of the process killed on hitting the two-point set $V=\{-a,a\}$ is identified. When further $X$ has no diffusion component the…

Probability · Mathematics 2018-09-05 Matija Vidmar

We compute the average shape of trajectories of some one--dimensional stochastic processes x(t) in the (t,x) plane during an excursion, i.e. between two successive returns to a reference value, finding that it obeys a scaling form. For…

Statistical Mechanics · Physics 2009-11-10 Francesca Colaiori , Andrea Baldassarri , Claudio Castellano

The reflected process of a random walk or L\'evy process arises in many areas of applied probability, and a question of particular interest is how the tail of the distribution of the heights of the excursions away from zero behaves…

Probability · Mathematics 2017-08-09 R. A. Doney , Philip S. Griffin

We consider smooth, infinitely divisible random fields $(X(t),t\in M)$, $M\subset {\mathbb{R}}^d$, with regularly varying Levy measure, and are interested in the geometric characteristics of the excursion sets \[A_u=\{t\in M:X(t)>u\}\] over…

Probability · Mathematics 2013-02-05 Robert J. Adler , Gennady Samorodnitsky , Jonathan E. Taylor

For $n$ equidistant observations of a L\'evy process at time distance $\Delta_n$ we consider the problem of testing hypotheses on the volatility, the jump measure and its Blumenthal-Getoor index in a non- or semiparametric manner.…

Statistics Theory · Mathematics 2013-04-05 Markus Reiß

L\'evy Flights are paradigmatic generalised random walk processes, in which the independent stationary increments---the "jump lengths"---are drawn from an $\alpha$-stable jump length distribution with long-tailed, power-law asymptote. As a…

Statistical Mechanics · Physics 2020-08-26 A. Padash , A. V. Chechkin , B. Dybiec , I. Pavlyukevich , B. Shokri , R. Metzler

A notion of convergence of excursion measures is introduced. It is proved that convergence of excursion measures implies convergence in law of the processes pieced together from excursions. This result is applied to obtain homogenization…

Probability · Mathematics 2014-07-14 Kouji Yano

The natural analogue for a Levy process of Cramer's estimate for a reflected random walk is a statement about the exponential rate of decay of the tail of the characteristic measure of the height of an excursion above the minimum. We…

Probability · Mathematics 2007-05-23 R. A. Doney , R. A. Maller

Random field excursions is an increasingly vital topic within data analysis in medicine, cosmology, materials science, etc. This work is the first detailed study of their Betti numbers in the so-called `sparse' regime. Specifically, we…

Probability · Mathematics 2018-08-24 Gugan Thoppe , Sunder Ram Krishnan

This paper primarily investigates the geometric properties of excursions of L\'evy processes reflected at the past infimum with long lifetime or large height. For an oscillating process in the domain of attraction of a stable law, our…

Probability · Mathematics 2025-12-10 Zhi-Hao Cui , Hao Wu , Wei Xu

This paper studies the excursion set of a real stationary isotropic Gaussian random field above a fixed level. We show that the standardized Lipschitz-Killing curvatures of the intersection of the excursion set with a window converges in…

Probability · Mathematics 2017-02-21 Dennis Müller

We provide integral formulae for the Laplace transform of the entrance law of the reflected excursions for symmetric L\'evy processes in terms of their characteristic exponent. For subordinate Brownian motions and stable processes we…

Probability · Mathematics 2019-01-29 Loïc Chaumont , Jacek Małecki

We establish a large deviation principle for the normalized excursion and bridge of an $\alpha$-stable L\'evy process without negative jumps, with $1<\alpha<2$. Based on this, we derive precise asymptotics for the tail distributions of…

Probability · Mathematics 2024-12-05 Léo Dort , Christina Goldschmidt , Grégory Miermont

We give necessary and sufficient conditions guaranteeing that the coupling for L\'evy processes (with non-degenerate jump part) is successful. Our method relies on explicit formulae for the transition semigroup of a compound Poisson process…

Probability · Mathematics 2015-05-19 René L. Schilling , Jian Wang

Combinatorial Levy processes evolve on general state spaces of countable combinatorial structures. In this setting, the usual Levy process properties of stationary, independent increments are defined in an unconventional way in terms of the…

Probability · Mathematics 2016-12-20 Harry Crane

Researching elliptic analogues for equalities and formulas is a new trend in enumerative combinatorics which has followed the previous trend of studying $q$-analogues. Recently Schlosser proposed a lattice path model in the square lattice…

Mathematical Physics · Physics 2018-06-11 Hiroya Baba , Makoto Katori

Let $X$ be a real valued L\'evy process that is in the domain of attraction of a stable law without centering with norming function $c.$ As an analogue of the random walk results in \cite{vw} and \cite{rad} we study the local behaviour of…

Probability · Mathematics 2011-07-25 Ronald Doney , Victor Rivero

Generalizing Kyprianou--Loeffen's refracted L\'evy processes, we define a new refracted L\'evy process which is a Markov process whose positive and negative motions are L\'evy processes different from each other. To construct it we utilize…

Probability · Mathematics 2019-04-08 Kei Noba , Kouji Yano
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