Related papers: A refined factorization of the exponential law
A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…
In this article, we prove two new versions of a theorem proven by Efron in [Efr65]. Efron's theorem says that if a function $\phi : \mathbb{R}^2 \rightarrow \mathbb{R}$ is non-decreasing in each argument then we have that the function $s…
Distributional identities for a L\'evy process $X_t$, its quadratic variation process $V_t$ and its maximal jump processes, are derived, and used to make "small time" (as $t\downarrow0$) asymptotic comparisons between them. The…
A classical B\^ocher's theorem asserts that any positive harmonic function (with respect to the Laplacian) in the punctured unit ball can be expressed, up to the multiplication constant, as the sum of the Newtonian kernel and a positive…
We show the possibility of describing fractional exclusion statistics (FES) as an occupancy process with global and \textit{local} exclusion constraints. More specifically, using combinatorial identities, we show that FES can be viewed as…
Systems described by equations involving both multiplicative and additive noise are common in nature. Examples include convection of a passive scalar field, polymersin turbulent flow, and noise in dye lasers. In this paper the one component…
The Boltzmann--Gibbs entropy is a functional on the space of probability measures. When a state space is countable, one characterization of the Boltzmann--Gibbs entropy is given by the Shannon--Khinchin axioms, which consist of continuity,…
Recently, \cite{Cao:2025hio} demonstrated the $2$-split for form factor under specific kinematic constraints. This factorization is analogous to that observed in scattering amplitudes. A key consequence of this structure is the presence of…
This paper analyzes various classes of processes associated with the tempered positive Linnik (TPL) distribution. We provide several subordinated representations of TPL L\'evy processes and in particular establish a stochastic…
An involution is a bijection that is its own inverse. Given a permutation $\sigma$ of $[n],$ let $\mathsf{invol}(\sigma)$ denote the number of ways $\sigma$ can be expressed as a composition of two involutions of $[n].$ We prove that the…
A stochastic minimization method for a real-space wavefunction, $\Psi({\bf r}_{1},{\bf r}_{2}\ldots{\bf r}_{n})$, constrained to a chosen density, $\rho({\bf r})$, is developed. It enables the explicit calculation of the Levy constrained…
We study class of L\'{e}vy processes having distributions being indentifiable by moments. We define system of polynomial martingales \newline $\left\{ M_{n}(X_{t},t),\mathcal{F}_{\leq t}\right\} _{n\geq 1},$ where $% \mathcal{F}_{\leq t}$…
In special relativity the mathematical expressions, defining physical observables as the momentum, the energy etc, emerge as one parameter (light speed) continuous deformations of the corresponding ones of the classical physics. Here, we…
In this paper we establish functional Erd\H{o}s-Renyi laws for L\'evy processes, i.e. limit theorems for sets of functions on [0,1] associated to their increments. First, we determine precise conditions under which, in a general framework,…
This paper establishes small ball probabilities for a class of time-changed processes $X\circ E$, where $X$ is a self-similar process and $E$ is an independent continuous process, each with a certain small ball probability. In particular,…
Simpson's Paradox is a well-known phenomenon in statistical science, where the relationship between the response variable $X$ and a certain explanatory factor of interest $A$ reverses when an additional factor $B_1$ is considered. This…
We interpret the moment generating function ${\bf E}(e^{tX}):= {\rm exp}_F(t) \in {\bf R}[[t]]$ of a random variable $X$ as the exponential of an associated one-dimensional formal group law $F$ defined over ${\bf R}$.
We study spectral-theoretic properties of non-self-adjoint operators arising in the study of one-dimensional L\'evy processes with completely monotone jumps with a one-sided barrier. With no further assumptions, we provide an integral…
We consider the first exit time of a Shiryaev-Roberts diffusion with constant positive drift from the interval $[0,A]$ where $A>0$. We show that the moment generating function (Laplace transform) of a suitably standardized version of the…
Extending earlier work by Rogers, Wiener-Hopf factorisation is studied for a class of functions closely related to Nevanlinna-Pick functions and complete Bernstein functions. The name 'Rogers functions' is proposed for this class. Under…