Related papers: Hitting densities for spectrally positive stable p…

A time-varying empirical spectral process indexed by classes of functions is defined for locally stationary time series. We derive weak convergence in a function space, and prove a maximal exponential inequality and a…

Red and blue particles are placed in equal proportion through-out either the complete or star graph and iteratively sampled to take simple random walk steps. Mutual annihilation occurs when particles with different colors meet. We compare…

We consider different limit theorems for additive and multiplicative free L\'evy processes. The main results are concerned with positive and unitary multiplicative free L\'evy processes at small time, showing convergence to log free stable…

We present sufficient conditions for the transience and the existence of local times of a Feller process, and the ultracontractivity of the associated Feller semigroup; these conditions are sharp for L\'{e}vy processes. The proof uses a…

We consider discrete time dynamical systems and show the link between Hitting Time Statistics (the distribution of the first time points land in asymptotically small sets) and Extreme Value Theory (distribution properties of the partial…

We give sharp regularity results for the solution to the stochastic wave equation with linear fractional-colored noise. We apply these results in order to establish upper and lower bound for the hitting probabilities of the solution in…

A system of particles hopping on a line, singly or as merged pairs, and annihilating in groups of three on encounters, is solved exactly for certain symmetrical initial conditions. The functional form of the density is nearly identical to…

In this article, we introduce Mittag-Leffler L\'evy process and provide two alternative representations of this process. First, in terms of Laplace transform of the marginal densities and next as a subordinated stochastic process. Both…

The existence of moments of first downward passage times of a spectrally negative L\'evy process is governed by the general dynamics of the L\'evy process, i.e. whether the L\'evy process is drifting to $+\infty$, $-\infty$ or oscillates.…

Statistical moments of the intensity distributions are used as molecular descriptors. They are used as a basis for defining similarity distances between two model spectra. Parameters which carry the information derived from the comparison…

We proved the explicit formulas in Laplace transform of the hitting times for the birth and death processes on a denumerable state space with $\ift$ the exit or entrance boundary. This extends the well known Keilson's theorem from finite…

It is known that real Non-Gaussian stable distributions are unimodal, not additive strongly unimodal, and multiplicative strongly unimodal in the symmetric case. By a theorem of Cuculescu-Theodorescu, the only remaining relevant situation…

For a monotonically advancing front, the arrival time is the time when the front reaches a given point. We show that it is twice differentiable everywhere with uniformly bounded second derivative. It is smooth away from the critical points…

We investigate the first-passage dynamics of symmetric and asymmetric L\'evy flights in a semi-infinite and bounded intervals. By solving the space-fractional diffusion equation, we analyse the fractional-order moments of the first-passage…

We provide information about the asymptotic regimes for a homogeneous fragmentation of a finite set. We establish a phase transition for the asymptotic behaviours of the shattering times, defined as the first instants when all the blocks of…

Using complex analysis techniques we obtain precise asymptotic approximations for the kernels corresponding to the symmetric $\alpha$-stable processes and their fractional derivatives. We apply our method to general L\'evy processes whose…

Place an $A$-particle at each site of a graph independently with probability $p$ and otherwise place a $B$-particle. $A$- and $B$-particles perform independent continuous time random walks at rates $\lambda_A$ and $\lambda_B$, respectively,…

Stochastic motion in a bistable, periodically modulated potential is discussed. The system is stimulated by a white noise increments of which have a symmetric stable L\'evy distribution. The noise is multiplicative: its intensity depends on…

Motivated by classical considerations from risk theory, we investigate boundary crossing problems for refracted L\'evy processes. The latter is a L\'evy process whose dynamics change by subtracting off a fixed linear drift (of suitable…

If $X$ is a stable process of index $\alpha\in(0,2)$ whose L\'{e}vy measure has density $cx^{-\alpha-1}$ on $(0,\infty)$, and $S_1=\sup_{0<t\leq1}X_t$, it is known that $P(S_1>x)\backsim A\alpha ^{-1}x^{-\alpha}$ as $x\to\infty$ and…