Related papers: A refined factorization of the exponential law

Long memory processes driven by L\'evy noise with finite second-order moments have been well studied in the literature. They form a very rich class of processes presenting an autocovariance function which decays like a power function. Here,…

We show that electronic wave functions Psi of atoms and molecules have a representation Psi=F*phi, where F is an explicit universal factor, locally Lipschitz, and independent of the eigenvalue and the solution Psi itself, and phi has…

We discuss various tests of the factorization hypothesis making use of the close relationship between semi-leptonic and factorized nonleptonic decay amplitudes. It is pointed out that factorization leads to truely model-independent…

We show that an arbitrary factor map $\pi:X \to Y$ on an irreducible subshift of finite type is a composition of a finite-to-one factor code and a class degree one factor code. Using this structure theorem on infinite-to-one factor codes,…

We study the distribution of the negative Wiener-Hopf factor for a class of two-sided jumps L\'evy processes whose positive jumps have a rational Laplace transform. The positive Wiener-Hopf factor for this class of processes was studied by…

We characterize the function $\varphi$ of minimal $L^1$ norm among all functions $f$ of exponential type at most $\pi$ for which $f(0)=1$. This function, studied by H\"{o}rmander and Bernhardsson in 1993, has only real zeros $\pm \tau_n$,…

Let $f(x)=\sum_{n=0}^{\infty}\frac{1}{n!}q^{n(n-1)/2}x^n$ ($0<q<1$) be the deformed exponential function. It is known that the zeros of $f(x)$ are real and form a negative decreasing sequence $(x_k)$ ($k\ge 1$). We investigate the complete…

For branching processes, the generating functions for limit distributions of so-called ratios of probabilities of rare events satisfy the Schr\"oder-type integral-functional equations. Excepting limited special cases, the corresponding…

The {\em drawdown} process $Y$ of a completely asymmetric L\'{e}vy process $X$ is equal to $X$ reflected at its running supremum $\bar{X}$: $Y = \bar{X} - X$. In this paper we explicitly express in terms of the scale function and the…

For $S$ a subordinator and $\Pi_n$ an independent Poisson process of intensity $ne^{-x}, x>0,$ we are interested in the number $K_n$ of gaps in the range of $S$ that are hit by at least one point of $\Pi_n$. Extending previous studies in…

In this paper, we extend recent work on the functions that we call Bernstein-gamma to the class of bivariate Bernstein-gamma functions. In the more general bivariate setting, we determine Stirling-type asymptotic bounds which generalise,…

We provide exact large-time equivalents of the density and upper tail distributions of the exponential functional of a subordinator in terms of its Laplace exponents. This improves previous results on the logarithmic asymptotic behaviour of…

We develop a framework for the operationalization of models and parameters by combining de Finetti's representation theorem with a conditional form of Sanov's theorem. This synthesis, the tilted de Finetti theorem, shows that conditioning…

We observe that approximate copies of the function $\Lambda _{n}:\mathbb{R}^{n}\rightarrow (0,\infty )$ defined by \begin{equation*} \Lambda _{n}(x)=\exp \left( -x_{1}-\pi \sum_{i=2}^{n}x_{i}^{2}\right) \end{equation*} appear in the tails…

The infinitesimal generator of a one-dimensional strictly $\alpha$-stable process can be represented as a weighted sum of (right and left) Riemann-Liouville fractional derivatives of order $\alpha$ and one obtains the fractional Laplacian…

We consider renewal stochastic processes generated by non-independent events from the perspective that their basic distribution and associated generating functions obey the statistical-mechanical structure of systems with interacting…

In this paper we present some factorization properties for unbounded local positive maps. We show that an unbounded local positive map $\phi $ on the minimal tensor product of the locally $C^{\ast }$-algebras $\mathcal{A}$ and $C^{\ast…

There exist only a few known examples of subordinators for which the transition probability density can be computed explicitly along side an expression for its L\'evy measure and Laplace exponent. Such examples are useful in several areas…

Let $f(n)$ be the number of distinct exponents in the prime factorization of the natural number $n$. We prove some results about the distribution of $f(n)$. In particular, for any positive integer $k$, we obtain that $$ \#\{n \leq x : f(n)…

The cornerstone of Boltzmann-Gibbs ($BG$) statistical mechanics is the Boltzmann-Gibbs-Jaynes-Shannon entropy $S_{BG} \equiv -k\int dx f(x)\ln f(x)$, where $k$ is a positive constant and $f(x)$ a probability density function. This theory…