Related papers: Path Results for Symmetric Jump Processes
We consider the stochastic ranking process with space-time dependent jump rates for the particles. The process is a simplified model of the time evolution of the rankings such as sales ranks at online bookstores. We prove that the joint…
We prove a robust super-hedging duality result for path-dependent options on assets with jumps, in a continuous time setting. It requires that the collection of martingale measures is rich enough and that the payoff function satisfies some…
Dunkl processes are multidimensional Markov processes defined through the use of Dunkl operators. These processes have discontinuities, and they can be separated into their continuous (radial) part, and their discontinuous (jump) part.…
We study the local asymptotics at the edge for particle systems arising from: (i) eigenvalues of sums of unitarily invariant random Hermitian matrices and (ii) signatures corresponding to decompositions of tensor products of representations…
We describe singular diffusion in bounded subsets $\Omega$ of $\mathbb{R}^n$ by form methods and characterize the associated operator. We also prove positivity and contractivity of the corresponding semigroup. This results in a description…
We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…
The paper considers a continuous-time birth-death process where the jump rate has an asymptotically polynomial dependence on the process position. We obtain a rough exponential asymptotics for the probability of excursions of a re-scaled…
A jump process for the positions of interacting quantum particles on a lattice, with time-dependent transition rates governed by the state vector, was first considered by J.S. Bell. We review this process and its continuum variants…
We consider the facilitated exclusion process, an interacting particle system on the integer line where particles hop to one of their left or right neighbouring site only when the other neighbouring site is occupied by a particle. A…
Trajectory planning tasks for non-holonomic or collaborative systems are naturally modeled by state spaces with non-Euclidean metrics. However, existing proofs of convergence for sample-based motion planners only consider the setting of…
We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…
We consider a discrete-time process adapted to some filtration which lives on a (typically countable) subset of $\mathbb{R}^d$, $d\geq 2$. For this process, we assume that it has uniformly bounded jumps, is uniformly elliptic (can advance…
We establish necessary and sufficient conditions for weak convergence to the upper invariant measure for asymmetric nearest neighbour zero range processes with non homogeneous jump rates. The class of environments considered is close to…
We characterize ballistic behavior for general i.i.d. random walks in random environments on $\mathbb{Z}$ with bounded jumps. The two characterizations we provide do not use uniform ellipticity conditions. They are natural in the sense that…
We prove bounds for the covering numbers of classes of convex functions and convex sets in Euclidean space. Previous results require the underlying convex functions or sets to be uniformly bounded. We relax this assumption and replace it…
We prove several results for dynamics of $SL(d, \R)$-actions on non-compact parameter spaces by studying associated discrete sets in Euclidean spaces. This allows us to give elementary proofs of logarithm laws for horocycle flows on…
We study a general non-homogeneous Skellam-type process with jumps of arbitrary fixed size. We express this process in terms of a linear combination of Poisson processes and study several properties, including the summation of independent…
We consider a kind of nonlinear systems on a locally finite graphs $G=(V,E)$. We prove via the mountain pass theorem that this kind of systems has a nontrivial ground state solution which depends on the parameter $\lambda$ with some…
We study the presence of a non-trivial revival effect in the solution of linear dispersive boundary value problems for two benchmark models which arise in applications: the Airy equation and the dislocated Laplacian Schr{\"o}dinger…
The aim of this article is to prove asymptotic shape theorems for the contact process in stationary random environment. These theorems generalize known results for the classical contact process. In particular, if H_t denotes the set of…