Related papers: A refined factorization of the exponential law

By using large deviation theory that deals with the decay of probabilities of rare events on an exponential scale, we study the longtime behaviors and establish action functionals for scaled Brownian motion and L\'evy processes with…

Fix a base B and let zeta have the standard exponential distribution; the distribution of digits of zeta base B is known to be very close to Benford's Law. If there exists a C such that the distribution of digits of C times the elements of…

We define and prove existence of fractional $P(\phi)_1$-processes as random processes generated by fractional Schr\"odinger semigroups with Kato-decomposable potentials. Also, we show that the measure of such a process is a Gibbs measure…

Statistically self-similar measures on $[0,1]$ are limit of multiplicative cascades of random weights distributed on the $b$-adic subintervals of $[0,1]$. These weights are i.i.d, positive, and of expectation $1/b$. We extend these cascades…

The problem is a power-law asymptotics of the probability that a self-similar process does not exceed a fixed level during long time. The exponent in such asymptotics is estimated for some Gaussian processes, including the fractional…

We build a new estimate for the normalized eigenfunctions of the operator $-\partial_{xx}+\mathcal V(x)$ based on the oscillatory integrals and Langer's turning point method, where $\mathcal V(x)\sim |x|^{2\ell}$ at infinity with $\ell>1$.…

Complex phase factors are viewed not only as redundancies of the quantum formalism but instead as remnants of unitary transformations under which the probabilistic properties of observables are invariant. It is postulated that a quantum…

Let $F$ be a distribution function on the line in the domain of attraction of a stable law with exponent $\alpha\in(0,1/2]$. We establish the strong renewal theorem for a random walk $S_1,S_2,\ldots$ with step distribution $F$, by extending…

We explore the asymptotic distributions of sequences of integer-valued additive functions defined on the symmetric group endowed with the Ewens probability measure as the order of the group increases. Applying the method of factorial…

Suppose some random resource (energy, mass or space) $\chi \geq 0$ is to be shared at random between (possibly infinitely many) species (atoms or fragments). Assume ${\Bbb E}\chi =\theta <\infty $ and suppose the amount of the individual…

We consider evaluating improper priors in a formal Bayes setting according to the consequences of their use. Let $\Phi$ be a class of functions on the parameter space and consider estimating elements of $\Phi$ under quadratic loss. If the…

The unknown amplitude law q(x) defining an observed effect may be found using the principle of Extreme Physical Information. EPI is derived as follows. The observations follow an information flow J --> I, with J the information intrinsic to…

We show the invalidity of finitary counterparts for three classification theorems: The preservation of being a Bernoulli shift through factors, Sinai's factor theorem, and the weak Pinsker property. We construct a finitary factor of an…

Let $(X_1, \xi_1), (X_2,\xi_2),\ldots$ be i.i.d.~copies of a pair $(X,\xi)$ where $X$ is a random process with paths in the Skorokhod space $D[0,\infty)$ and $\xi$ is a positive random variable. Define $S_k := \xi_1+\ldots+\xi_k$, $k \in…

Let $\{D(s), s \geq 0\}$ be a non-decreasing L\'evy process. The first-hitting time process $\{E(t) t \geq 0\}$ (which is sometimes referred to as an inverse subordinator) defined by $E(t) = \inf \{s: D(s) > t \}$ is a process which has…

We study processes with unstable particles in intermediate time-like states. It is shown that the amplitudes squared of such processes factor exactly in the framework of the model of unstable particles with continuous masses. Decay widths…

For $\,0<\alpha\le \infty$, new subclasses $\,\mathcal{U}^{<\alpha>}$ of the class $\,\mathcal{U}$, of s-selfdecomposable probability measures, are studied. They are described by random integrals, by their characteristic functions and their…

In 1969 V.V.~Petrov found a new sufficient condition for the applicability of the strong law of large numbers to sequences of independent random variables. He proved the following theorem: let $\{X_{n}\}_{n=1}^{\infty}$ be a sequence of…

A regenerative composition structure is a sequence of ordered partitions derived from the range of a subordinator by a natural sampling procedure. In this paper, we extend previous studies Barbour and Gnedin (2006), Gnedin, Iksanov and…

We consider the conventional Laplace transform of $f(x)$, denoted by $\mathcal{L}[f(x); p]~\equiv~F(p)=\int_{0}^{\infty} e^{-p x} f(x) dx$ with ${\rm \mathfrak{Re}}(p) > 0$. For $0 < \alpha < 1$ we furnish the closed form expressions for…