Related papers: Maharam extension and stationary stable processes

We study a class of self-similar processes with stationary increments belonging to higher order Wiener chaoses which are similar to Hermite processes. We obtain an almost sure wavelet-like expansion of these processes. This allows us to…

We characterize all possible independent symmetric alpha-stable (SaS) components of an SaS process, 0<alpha<2. In particular, we focus on stationary SaS processes and their independent stationary SaS components. We also develop a parallel…

We consider steady states for a class of mechanical systems with particle-disk interactions coupled to two, possibly unequal, heat baths. We show that any steady state that satisfies some natural assumptions is ergodic and absolutely…

Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed since a long time in Gaussian…

Conditioning stable L\'evy processes on zero probability events recently became a tractable subject since several explicit formulas emerged from a deep analysis using the Lamperti transformations for self-similar Markov processes. In this…

Paper withdrawn; will be replaced by revised version containing application to lattice models as well. We study hierarchical properties of Sturmian words. These properties are similar to those of substitution dynamical systems. This…

The stability of stationary solutions of first-order systems of PDE's are considered. They may include some singular geometric terms, leading to discontinuous flux and non-conservative products. Based on several examples in Fluid Mechanics,…

Starting from the potential theoretic definition of the local times of a Markov process - when these exist - we obtain a Tanaka formula for the local times of symmetric L\'{e}vy processes. The most interesting case is that of the symmetric…

We consider infinite measure-preserving non-primitive self-similar tiling systems in Euclidean space $\mathbb R^d$. We establish the second-order ergodic theorem for such systems, with exponent equal to the Hausdorff dimension of a…

We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…

An ergodic p.m.p. equivalence relation $ \mathcal{R}$ is said to be stable if $\mathcal{R} \cong \mathcal{R} \times \mathcal{R}_0$ where $\mathcal{R}_0$ is the unique hyperfinite ergodic type $\mathrm{II}_1$ equivalence relation. We prove…

Let $X=\{X(t),t\in R_+\}$ be a real-valued symmetric L\'{e}vy process with continuous local times $\{L^x_t,(t,x)\in R_+\times R\}$ and characteristic function $Ee^{i\lambda X(t)}=e^{-t\psi(\lambda)}$. Let…

For a strictly stationary sequence of random vectors in $\mathbb{R}^d$ we study convergence of partial sum processes to L\'evy stable process in the Skorohod space with $J_1$-topology. We identify necessary and sufficient conditions for…

Long-range interacting Hamiltonian systems are believed to relax generically towards non-equilibrium states called "quasi-stationary" because they evolve towards thermodynamic equilibrium very slowly, on a time-scale diverging with particle…

In this paper we define and characterize cointegrated continuous-time linear state-space models. A main result is that a cointegrated continuous-time linear state-space model can be represented as a sum of a L\'evy process and a stationary…

We investigate the upper tail probabilities of the all-time maximum of a stable L\'evy process with a power negative drift. The asymptotic behaviour is shown to be exponential in the spectrally negative case and polynomial otherwise, with…

On the basis of the transfer matrix technique an analytical method to investigate the stationary states, for an electron in one-dimensional periodic structures in an external electrical field, displaying the symmetry of the problem is…

We consider a large family of discrete and continuous time controlled Markov processes and study an ergodic risk-sensitive minimization problem. Under a blanket stability assumption, we provide a complete analysis to this problem. In…

A L\'evy noise is an efficient description of out-of-equilibrium systems. The presence of L\'evy flights results in a plenitude of noise-induced phenomena. Among others, L\'evy flights can produce stationary states with more than one modal…

This paper investigates the exponential stability of abstract mean field systems in their synchronized state. We analyze stability by studying the linearized system and demonstrate the existence of an exponentially stable invariant…