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In this paper we analyze a L\'evy process reflected at a general (possibly random) barrier. For this process we prove Central Limit Theorem for the first passage time. We also give the finite-time first passage probability asymptotics.

Probability · Mathematics 2017-05-08 Zbigniew Palmowski , Przemysław Świątek

Starting from Montgomery's conjecture, there has been a substantial interest on the connections of random matrix theory and the theory of L-functions. In particular, moments of characteristic polynomials of random matrices have been…

Probability · Mathematics 2024-02-07 Mustafa Alper Gunes

We propose a new method of analyzing the asymptotics of moments of certain linear random recurrences which is based on the technique of iterative functions. By using the method, we show that the moments of the number of collisions and the…

Probability · Mathematics 2011-05-11 Alexander Marynych

We formulate and prove a general recurrence relation that applies to integrals involving orthogonal polynomials and similar functions. A special case are connection coefficients between two sets of orthonormal polynomials, another example…

Classical Analysis and ODEs · Mathematics 2023-08-17 Jing Gao , Arieh Iserles

Let $S$ a be locally compact space with a countable base. Let $\cal Y$ be a transient symmetric Borel right process with state space $S$ and continuous strictly positive $p$--potential densities $u^p(x,y)$. Local and uniform moduli of…

Probability · Mathematics 2024-09-04 P. J. Fitzsimmons , Michael B. Marcus , Jay Rosen

We present a new probabilistic algorithm to find a finite set of points intersecting the closure of each connected component of the realization of every sign condition over a family of real polynomials defining regular hypersurfaces that…

Algebraic Geometry · Mathematics 2008-12-18 Gabriela Jeronimo , Daniel Perrucci , Juan Sabia

We extend the conductance and canonical paths methods to the setting of general finite Markov chains, including non-reversible non-lazy walks. The new path method is used to show that a known bound for mixing time of a lazy walk on a Cayley…

Combinatorics · Mathematics 2019-02-20 Ravi Montenegro

We review the literature on the localization transition for the class of polymers with random potentials that goes under the name of copolymers near selective interfaces. We outline the results, sketch some of the proofs and point out the…

Probability · Mathematics 2010-10-28 Francesco Caravenna , Giambattista Giacomin , Fabio Lucio Toninelli

We solve an adaptive search model where a random walker or L\'evy flight stochastically resets to previously visited sites on a $d$-dimensional lattice containing one trapping site. Due to reinforcement, a phase transition occurs when the…

Statistical Mechanics · Physics 2017-10-11 Andrea Falcón-Cortés , Denis Boyer , Luca Giuggioli , Satya N. Majumdar

The goal of this note is to show that in the case of transversal intersections the "true local terms" appearing in the Lefschetz trace formula equal to the "naive local terms". To prove the result we extend the method of [Va], where the…

Algebraic Geometry · Mathematics 2021-11-29 Yakov Varshavsky

We present sufficient conditions for the transience and the existence of local times of a Feller process, and the ultracontractivity of the associated Feller semigroup; these conditions are sharp for L\'{e}vy processes. The proof uses a…

Probability · Mathematics 2011-08-17 René L. Schilling , Jian Wang

We show that the random adjacency matrices induced by the chronological relations and i.i.d. samples of two spacetimes coincide in law if and only if the spacetimes in question are smoothly isometric. A similar result holds for weighted…

General Relativity and Quantum Cosmology · Physics 2025-07-03 Mathias Braun

The speed of convergence of the R-linear GMRES is bounded in terms of a polynomial approximation problem on a finite subset of the spectrum. This result resembles the classical GMRES convergence estimate except that the matrix involved is…

Numerical Analysis · Mathematics 2011-12-15 Marko Huhtanen , Allan Perämäki

We consider a one-dimensional diffusion in a stable L\'evy environment. We show that the normalized local time process refocused at the bottom of the standard valley with height $\log t$, $(L_X(t,\mathfrak m_{\log t}+x)/t,x\in \R)$,…

Probability · Mathematics 2010-08-06 Roland Diel , Guillaume Voisin

Using an elementary argument, we prove new fixed point theorems for classical elliptic complexes. We obtain new results for conformal relations and coisotropic intersections. We obtain theorems for the average intersections of families of…

Differential Geometry · Mathematics 2007-05-23 Mark Stern

The critical relations for statistical properties on saddle-node bifurcations are shown to display undulating fine structure, in addition to their known smooth dependence on the control parameter. A piecewise linear map with the type-I…

Chaotic Dynamics · Physics 2009-11-10 Hugo L. D. de S. Cavalcante , J. R. Rios Leite

We consider a transient random walk on $Z^d$ which is asymptotically stable, without centering, in a sense which allows different norming for each component. The paper is devoted to the asymptotics of the probability of the first return to…

Probability · Mathematics 2011-04-19 Ron Doney , Dmitry Korshunov

After reexamining the above barrier diffusion problem where we notice that the wave packet collision implies the existence of {\em multiple} reflected and transmitted wave packets, we analyze the way of obtaining phase times for…

High Energy Physics - Phenomenology · Physics 2010-10-27 Alex E. Bernardini

We introduce a new algebraic structure called \textit{local biquandles} and show how colorings of oriented classical link diagrams and of broken surface diagrams are related to tribracket colorings. We define a (co)homology theory for local…

Geometric Topology · Mathematics 2019-02-19 Sam Nelson , Kanako Oshiro , Natsumi Oyamaguchi

We tackle the regularisation of a differential system related to generalised Krawtchouk polynomials. We show a straightforward connection between certain auxiliary quantities involving the recurrence coefficients of these polynomials and…

Classical Analysis and ODEs · Mathematics 2026-03-31 Galina Filipuk , Juan F. Mañas-Mañas , Juan J. Moreno-Balcázar , Cristina Rodríguez-Perales