Related papers: A refined factorization of the exponential law

We consider a queuing model with the workload evolving between consecutive i.i.d. exponential timers $\{e_q^{(i)}\}_{i=1,2,...}$ according to a spectrally positive L\'{e}vy process $Y(t)$ which is reflected at 0. When the exponential clock…

Let $\xi_1,\xi_2,...$ be independent identically distributed random variables and $F:\bbR^\ell\to SL_d(\bbR)$ be a Borel measurable matrix-valued function. Set $X_n=F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})$ where $0\leq…

We consider an ergodic process on finitely many states, with positive entropy. Our first main result asserts that the distribution function of the normalized waiting time for the first visit to a small (i.e., over a long block) cylinder set…

A field theory is built for self-similar statistical systems with both generating functional being the Mellin transform of the Tsallis exponential and generator of the scale transformation that is reduced to the Jackson derivative. With…

We prove factorization in the decay of a B meson into a D* + jet using the Large Energy Effective Theory. The proof is non perturbative, does not require any gauge fixing and is exact in the limit of a very narrow jet. On the other hand, it…

The one-dimensional (1d) Anderson model (AM) has statistical anomalies at any rational point $f=2a/\lambda_{E}$, where $a$ is the lattice constant and $\lambda_{E}$ is the de Broglie wavelength. We develop a regular approach to anomalous…

Recently, in the ref. Physica A \bfm{296} 405 (2001), a new one parameter deformation for the exponential function $\exp_{_{\{{\scriptstyle \kappa}\}}}(x)= (\sqrt{1+\kappa^2x^2}+\kappa x)^{1/\kappa}; \exp_{_{\{{\scriptstyle 0}\}}}(x)=\exp…

We develop a new framework for establishing approximate factorization of entropy on arbitrary probability spaces, using a geometric notion known as non-negative sectional curvature. The resulting estimates are equivalent to entropy…

Let $\left(\Omega,\Sigma,p\right)$ be a probability measure space and let $X:\Omega\to{\mathbb{R}}^k$ be a (vector valued) random variable. We suppose that the probability $p_X$ induced by $X$ is absolutely continuous with respect to the…

We study a $d$-dimensional random walk with exponentially distributed increments conditioned so that the components stay ordered (in the sense of Doob). We find explicitly a positive harmonic function $h$ for the killed process and then…

It is shown that the hyperbolic functions can be associated with selfdecomposable distributions (in short: SD probability distributions or L\'evy class L probability laws). Consequently, they admit associated background driving L\'evy…

We consider a particle system with weights and the scaling limits derived from its occupation time. We let the particles perform independent recurrent L\'evy motions and we assume that their initial positions and weights are given by a…

Let $X=\{X_{t},t\in R_{+}\}$ be a symmetric L\'{e}vy process with local time $\{L^{x}_{t} ; (x,t)\in R^{1}\times R^{1}_{+}\}$. When the L\'{e}vy exponent $\psi(\la)$ is regularly varying at zero with index $1<\beta\leq 2$, and satisfies…

Given $n$ equidistant realisations of a L\'evy process $(L_t,\,t\ge 0)$, a natural estimator $\hat N_n$ for the distribution function $N$ of the L\'evy measure is constructed. Under a polynomial decay restriction on the characteristic…

We consider linear iterated function systems with a random multiplicative error on the real line. Our system is $\{x\mapsto d_i + \lambda_i Y x\}_{i=1}^m$, where $d_i\in \R$ and $\lambda_i>0$ are fixed and $Y> 0$ is a random variable with…

We are interested by the rate of growth of increasing positive self-similar Markov processes (ipssMp) such that the subordinator associated to it via Lamperti's transformation has infinite mean. We prove that the logarithm of an ipssMp…

In this paper we study the domain of stable processes, stable-like processes and more general pseudo- and integro-differential operators which naturally arise both in analysis and as infinitesimal generators of L\'evy- and L\'evy-type…

In this paper, we are concerned with the stochastic process \begin{equation} \beta_{n}(q_{t},t)=\beta_{n}(t)=\frac{1}{\sqrt{n}}\sum_{j=1}^{n}\left\{G_{t,n}(Y(t))-G_{t}(Y_{j}(t))\right\} q_{t}(Y_{j}(t)), \tag{A} \end{equation} where for…

The aim of this paper is to investigate discrete approximations of the exponential functional $\int_0^{\infty} \exp(B(t) - \nu t) \di t$ of Brownian motion (which plays an important role in Asian options of financial mathematics) by the…

In this paper we prove a strong law of large numbers and its L^1-convergence counterpart for the process counted with a random characteristic in the context of self-similar fragmentation processes. This result extends a somewhat analogical…