Related papers: On the self-decomposability of the Fr\'echet distr…
Let $X_{\lambda _{1}},X_{\lambda _{2}},\ldots ,X_{\lambda _{n}}$ be independent nonnegative random variables with $X_{\lambda _{i}}\sim F(\lambda _{i}t)$, $i=1,\ldots ,n$, where $\lambda _{i}>0$, $i=1,\ldots ,n$ and $F$ is an absolutely…
We study the freely infinitely divisible distributions that appear as the laws of free subordinators. This is the free analog of classically infinitely divisible distributions supported on [0,\infty), called the free regular measures. We…
For a (killed) spectrally negative L\'evy process we provide an analytic expression for the distribution of its overshoot over a fixed level in terms of the infinitesimal generator and the scale function of the process. Our identity…
By using an exact analytical approach to the time evolution of decay we investigate the tunneling decay of ultracold single atoms, to discuss the conditions for deviations of the exponential decay law. We find that $R$, given by the ratio…
We study the properties of the exponential functional $\int\_0^{+ \infty} e^{- X^{\uparrow} (t)}dt$ where $X^{\uparrow}$ is a spectrally one-sided L{\'e}vy process conditioned to stay positive. In particular, we study finiteness,…
Real vector fields $\dot{z} = f(z)$ in $\mathbb{R}^N$ extend to $\mathbb{C}^N$, for complex entire $f$. One known consequence are exponentially small upper bounds \begin{equation*} \label{*} C_\eta \exp(-\eta/\varepsilon) \tag{*}…
We present a complete description of the similarity solutions $u_{\alpha}(x,t)=t^{-\alpha/2}f(\Vert x \Vert/\sqrt{t};\alpha)$ for the following nonlinear diffusion equation $$ u_{t}+\gamma\vert u_{t} \vert =\Delta u\qquad(-1<\gamma<1) $$…
A dispersion integral is derived that connects data on $\eta\to \pi^+\pi^-\gamma$ to the $\eta\to \gamma\gamma^*$ transition form factor. A detailed analysis of the uncertainties is provided. We find for the slope of the $\eta$ transition…
As for the Fourier transforms of positive and integrable functions supported in the unit interval, we make a list of improvements for P\'olya's results on the distribution of their positive zeros and give new sufficient conditions under…
Let $X$ be the branching particle diffusion corresponding to the operator $Lu+\beta (u^{2}-u)$ on $D\subseteq \mathbb{R}^{d}$ (where $\beta \geq 0$ and $\beta\not\equiv 0$). Let $\lambda_{c}$ denote the generalized principal eigenvalue for…
The time-dependent diffusion spreadability $\mathcal{S}(t)$ is a powerful dynamical probe of the microstructure of two-phase heterogeneous media across length scales [Torquato, S., \emph{Phys. Rev. E.}, 104 054102 (2021)]. It has been shown…
In this paper we establish local estimates for the first passage time of a subordinator under the assumption that it belongs to the Feller class, either at zero or infinity, having as a particular case the subordinators which are in the…
The Bercovici-Pata bijection maps the set of classical infinitely divisible distributions to the set of free infinitely divisible distributions. The purpose of this work is to study random matrix models for free infinitely divisible…
The concept of uniform distribution in $[0,1]$ is extended for a certain strictly separated maximal (in the sense of cardinality) family $(\lambda_t)_{t \in [0,1]}$ of invariant extensions of the linear Lebesgue measure $\lambda$ in…
We study the convergence of the parameter family of series $$V_{\alpha,\beta}(t)=\sum_{p}p^{-\alpha}\exp(2\pi i p^{\beta}t),\quad \alpha,\beta \in \mathbb{R}_{>0},\; t \in [0,1)$$ defined over prime numbers $p$, and subsequently, their…
For $\,0<\alpha\le \infty$, new subclasses $\,\mathcal{U}^{<\alpha>}$ of the class $\,\mathcal{U}$, of s-selfdecomposable probability measures, are studied. They are described by random integrals, by their characteristic functions and their…
The extreme statistics of time signals is studied when the maximum is measured from the initial value. In the case of independent, identically distributed (iid) variables, we classify the limiting distribution of the maximum according to…
We call a random point measure infinitely ramified if for every $n\in \mathbb N$, it has the same distribution as the $n$-th generation of some branching random walk. On the other hand, branching L\'evy processes model the evolution of a…
We consider the time dependent two point function, <\phi_q (t) \phi_-q (0)> in non-linear stochastic field theories, for which the KPZ equation serves as a prototype. In particular we consider the small q's and long times such that \omega_q…
We consider interacting many particle systems with quenched disorder having strong Griffiths singularities, which are characterized by the dynamical exponent, z, such as random quantum systems and exclusion processes. In several d=1 and d=2…