Related papers: Packing Dimension Profiles and Levy Processes
We completely describe the size and large intersection properties of the Holder singularity sets of Levy processes. We also study the set of times at which a given function cannot be a modulus of continuity of a Levy process. The Holder…
In this paper, we study the multifractal Hausdorff and packing dimensions of Borel probability measures and study their behaviors under orthogonal projections. In particular, we try through these results to improve the main result of M. Dai…
Higher-dimensional orthogonal packing problems have a wide range of practical applications, including packing, cutting, and scheduling. Previous efforts for exact algorithms have been unable to avoid structural problems that appear for…
We extend the results previously published on exact packing dimensions of random recursive constructions to include constructions satisfying commonly occurring conditions. We remove the restrictive assumption that the diameter reduction…
We compute the Hausdorff dimension of the image X(E) of a non random Borel set E $\subset$ [0, 1], where X is a L\'evy multistable process in R. This extends the case where X is a classical stable L\'evy process by letting the stability…
In this paper, we propose a novel approach to modeling nonstationary spatial fields. The proposed method works by expanding the geographic plane over which these processes evolve into higher dimensional spaces, transforming and clarifying…
We obtain general lower estimates of transition densities of jump L\'evy processes. We use them for processes with L\'evy measures having bounded support, processes with exponentially decaying L\'evy measures for large times and for…
In this paper, we derive comparison results for terminal values of $d$-dimensional special semimartingales and also for finite-dimensional distributions of multivariate L\'{e}vy processes. The comparison is with respect to nondecreasing,…
This paper considers the modelling of collateralized debt obligations (CDOs). We propose a top-down model via forward rates generalizing Filipovi\'c, Overbeck and Schmidt (2009) to the case where the forward rates are driven by a finite…
It is now known that an extended Gaussian process model equipped with rescaling can adapt to different smoothness levels of a function valued parameter in many nonparametric Bayesian analyses, offering a posterior convergence rate that is…
One of the basic problems in discrete geometry is to determine the most efficient packing of congruent replicas of a given convex set $K$ in the plane or in space. The most commonly used measure of efficiency is density. Several types of…
Levy processes are widely used in financial mathematics, telecommunication, economics, queueing theory and natural sciences for modelling. A typical model is obtained by considering finite dimensional linear stochastic SISO systems driven…
We prove extension-dimensional versions of finite dimensional selection and approximation theorems. As applications, we obtain several results on extension dimension.
With a view to computing fluctuation identities related to stable processes, we review and extend the class of hypergeometric L\'evy processes explored in Kuznetsov and Pardo (arXiv:1012.0817). We give the Wiener-Hopf factorisation of a…
We derive factorization identities for a class of preemptive-resume queueing systems, with batch arrivals and catastrophes that, whenever they occur, eliminate multiple customers present in the system. These processes are quite general, as…
In [BL] in relation to the unsolved Bang's plank problem (1951) we obtained a lower bound for the sum of relevant measures of cylinders covering a given d-dimensional convex body. In this paper we provide the packing counterpart of these…
Dimensional analysis is fundamental to the formulation and validation of physical laws, ensuring that equations are dimensionally homogeneous and scientifically meaningful. In this work, we use Lean 4 to formalize the mathematics of…
Packing measures and Hewitt-Stromberg measures on products of metric spaces are investigated. New product inequalities for packing and lower packing dimensions are esatblished and used to solve a problem of Hu and Taylor regarding packing…
When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…
The dimension of random simplicial complexes (defined as the maximal dimension among all faces) is a natural extreme value associated with the complex, and is closely related to other functionals defined by a maximum, such as the clique…