Related papers: Fractional $P(\phi)_1$-processes and Gibbs measure…

Let $(\phi_t)$ be a semigroup of holomorphic self-maps of~$\mathbb D$. In this note, we use an abstract approach to define the K\"onigs function of $(\phi_t)$ and "holomorphic models" and show how to deduce the existence and properties of…

Let $P_s\phi(x)=\mathbb{E}\, \phi(X^x(s))$, be the transition semigroup on the space $B_b(E)$ of bounded measurable functions on a Banach space $E$, of the Markov family defined by the linear equation with additive noise $$ d X(s)=…

We define and study fractional versions of the well-known Gamma subordinator $\Gamma :=\{\Gamma (t),$ $t\geq 0\},$ which are obtained by time-changing $% \Gamma $ by means of an independent stable subordinator or its inverse. Their…

We establish partial semigroup property of Riemann-Liouville and Caputo fractional differential operators. Using this result we prove theorems on reduction of multi-term fractional differential systems to single-term and multi-order…

We introduce a non-homogeneous fractional Poisson process by replacing the time variable in the fractional Poisson process of renewal type with an appropriate function of time. We characterize the resulting process by deriving its non-local…

We recently characterized the separated determinantal point processes $\Lambda_\phi$ associated with Fock spaces $\mathcal F_\phi$ in the plane with doubling weight $\phi$. We also showed that, as expected, a more restrictive condition is…

We study a model of spatial random permutations over a discrete set of points. Formally, a permutation $\sigma$ is sampled proportionally to the weight $\exp\{-\alpha \sum_x V(\sigma(x)-x)\},$ where $\alpha>0$ is the temperature and $V$ is…

The fractional non-homogeneous Poisson process was introduced by a time-change of the non-homogeneous Poisson process with the inverse $\alpha$-stable subordinator. We propose a similar definition for the (non-homogeneous) fractional…

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

In this article we introduce a quasiprobability distribution of work that is based on the Wigner function. This construction rests on the idea that the work done on an isolated system can be coherently measured by coupling the system to a…

In this work we introduce correlated random walks on $\Z$. When picking suitably at random the coefficient of correlation, and taking the average over a large number of walks, we obtain a discrete Gaussian process, whose scaling limit is…

We present the fractional perimeter as a set-function interpolation between the Lebesgue measure and the perimeter in the sense of De Giorgi. Our motivation comes from a new fractional Boxing inequality that relates the fractional perimeter…

In this paper, we consider an inference problem for an Ornstein-Uhlenbeck process driven by a general one-dimensional centered Gaussian process $(G_t)_{t\ge 0}$. The second order mixed partial derivative of the covariance function $ R(t,\,…

The Mittag-Leffler function $E_{\alpha}$ being a natural generalization of the exponential function, an infinite-dimensional version of the fractional Poisson measure would have a characteristic functional \[ C_{\alpha}(\phi)…

We explore a novel mechanism for control of periodicity in persistent current in a twisted normal metal loop threaded by a magnetic flux $\phi$. A simple tight-binding model is used to describe the system. Quite interestingly we see that,…

Using structures of Abstract Wiener Spaces, we define a fractional Brownian field indexed by a product space $(0,1/2] \times L^2(T,m)$, $(T,m)$ a separable measure space, where the first coordinate corresponds to the Hurst parameter of…

We consider $n$ independent, identically distributed one-dimensional Brownian motions, $B_j(t)$, where $B_j(0)$ has a rapidly decreasing, smooth density function $f$. The empirical quantiles, or pointwise order statistics, are denoted by…

Let $\Omega\subset\R^N$ be an arbitrary open set and denote by $(e^{-t(-\Delta)_{\RR^N}^s})_{t\ge 0}$ (where $0<s<1$) the semigroup on $L^2(\RR^N)$ generated by the fractional Laplace operator. In the first part of the paper we show that if…

Let $S$ be a finite semigroup. In this paper we introduce the functions $\phi_s:S^* \to S^*$, first defined by Rhodes, given by $\phi_s([a_1,a_2 ,...,a_n]) = [sa_1,sa_1a_2,..., sa_1a_2 ... a_n]$. We show that if $S$ is a finite aperiodic…

We introduce a new fractional oscillator process which can be obtained as solution of a stochastic differential equation with two fractional orders. Basic properties such as fractal dimension and short range dependence of the process are…