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

The basic object we consider is a certain model of continuum random tree, called the stable tree. We construct a fragmentation process $(F^-(t), t>=0)$ out of this tree by removing the vertices located under height $t$. Thanks to a…

We study different fractional extensions of the Poisson process and generalized counting processes by introducing time-change represented by the inverse to the sums of stable and tempered stable subordinators. We state the governing…

Under certain mild conditions, limit theorems for additive functionals of some $d$-dimensional self-similar Gaussian processes are obtained. These limit theorems work for general Gaussian processes including fractional Brownian motions,…

We discuss some of the mathematical properties of the fractional derivative defined by means of Fourier transforms. We first consider its action on the set of test functions $\Sc(\mathbb R)$, and then we extend it to its dual set,…

The fractional Brownian motion with index $\alpha$ is introduced to construct the fractional excursion set model. A new mass function with single parameter $\alpha$ is derived within the formalism, of which the Press-Schechter mass function…

Starting from the notion of multivariate fractional Brownian Motion introduced in [F. Lavancier, A. Philippe, and D. Surgailis. Covariance function of vector self-similar processes. Statistics & Probability Letters, 2009] we define a…

The current work introduces the notion of pdominant sets and studies their recursion-theoretic properties. Here a set A is called pdominant iff there is a partial A-recursive function {\psi} such that for every partial recursive function…

We give an equivalent condition for the existence of invariant Gibbs measures for sequences of continuous functions on one-sided subshifts and, more generally, for the existence of Gibbs measures. These extend the results of Kim [6] and…

Let G be a locally compact Hausdorff group in which every element is of finite order, and let P(G) denote the class of all regular probability measures on G. In this note, it is observed that a characterization of algebraically regular…

In this paper the fractional Cox-Ingersoll-Ross process on $\mathbb{R}_+$ for $H<1/2$ is defined as a square of a pointwise limit of the processes $Y_{\varepsilon}$, satisfying the SDE of the form $d Y_{\varepsilon}(t)=( \frac{k}{…

Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…

We derive a probabilistic representation for the Fourier symbols of the generators of some stable processes.

We have shown an example of semiclassical transition in \phi^4 model with positive coupling constant. This process describes a semiclassical transition between two coherent states with much smaller average number of particles in the initial…

In this paper we propose the use of $\phi$-divergences as test statistics to verify simple hypotheses about a one-dimensional parametric diffusion process $\de X_t = b(X_t, \theta)\de t + \sigma(X_t, \theta)\de W_t$, from discrete…

Wigner phase space quasi-probability distribution function is a Fourier transform related to a given quantum mechanical wave function. It is shown that for the wave functions of type $\psi (q)=e^{-aq^2}\phi (q)$, the Wigner function can be…

The covariance function of a Gauss-Markov process evaluated at points $(s,t)$ admits a representation as a product of a function of $\min(s,t)$ and a function of $\max(s,t)$. We call these functions the covariance factors of a Gauss-Markov…

The Pauli exclusion principle is a cornerstone of quantum physics: it governs the structure of matter. Extensions of this principle, such as Haldane's generalized exclusion statistics, predict the existence of exotic quantum states…

Fractional calculus has been used to describe physical systems with complexity. Here, we show that a fractional calculus approach can restore or include complexity in any physical systems that can be described by partial differential…

We study the empirical process indexed by F^2=\{f^2 : f \in F\}, where F is a class of mean-zero functions on a probability space. We present a sharp bound on the supremum of that process which depends on the \psi_1 diameter of the class F…

This paper introduces a discrete-time fractional Poisson process defined as a renewal process, where the waiting times follow a discrete Mittag-Leffler distribution. We investigate its fundamental properties by explicitly deriving the…