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Trawl processes belong to the class of continuous-time, strictly stationary, infinitely divisible processes; they are defined as Levy bases evaluated over deterministic trawl sets. This article presents the first nonparametric estimator of…

Statistics Theory · Mathematics 2026-02-17 Orimar Sauri , Almut E. D. Veraart

The simple L\'evy Poisson process and scaled forms are explicitly constructed from partial sums of independent and identically distributed random variables and from sums of non-stationary independent random variables. For the latter, the…

Probability · Mathematics 2022-05-31 Aladji Babacar Niang , Gane Samb Lo , Chérif Mamadou Moctar Traoré , Amadou Ball

In this paper we investigate the normal and the large fluctuations of additive functionals associated with a stochastic process under a general non-Poissonian resetting mechanism. Cumulative functionals of regenerative processes are very…

Probability · Mathematics 2023-04-24 Marco Zamparo

L\'evy walk process is one of the most effective models to describe superdiffusion, which underlies some important movement patterns and has been widely observed in the micro and macro dynamics. From the perspective of random walk theory,…

Statistical Mechanics · Physics 2021-04-07 Tian Zhou , Pengbo Xu , Weihua Deng

When light travels through strongly scattering media with optical gain, the synergy between diffusive transport and stimulated emission can lead to lasing action. Below the threshold pump power, the emission spectrum is smooth and…

Optics · Physics 2016-02-17 Jason W. Merrill , Hui Cao , Eric R. Dufresne

In this paper, we solve exit problems for a L\'evy process that resets proportionally to its current position at independent Poisson epochs times. This resetting causes an additional (proportional to its current level) downward (upward)…

Probability · Mathematics 2026-05-29 Zbigniew Palmowski , Noah Beelders , Lewis Ramsden , Apostolos D. Papaioannou

Given an increasing process $(A_t)_{t\geq 0}$, we characterize the right-continuous non-decreasing functions $f: \R_+\to \R_+$ that map $A$ to a pure-jump process. As an example of application, we show for instance that functions with…

Probability · Mathematics 2013-03-27 Jean Bertoin , Marc Yor

Consider a spectrally positive Stable($1+\alpha$) process whose jumps we interpret as lifetimes of individuals. We mark the jumps by continuous excursions assigning "sizes" varying during the lifetime. As for Crump-Mode-Jagers processes…

Probability · Mathematics 2019-09-09 Noah Forman , Soumik Pal , Douglas Rizzolo , Matthias Winkel

The diffusion of a walk in the presence of traps is investigated. Different diffusion regimes are obtained considering the magnitude of the fluctuations in waiting times and jump distances. A constant velocity during the jump motion is…

Soft Condensed Matter · Physics 2015-06-25 Alexei Vazquez , Oscar Sotolongo Costa , Francois Brouers

In this article we refine well-known results concerning the fluctuations of one-dimensional random walks. More precisely, if $(S_n)_{n \geq 0}$ is a random walk starting from 0 and $r\geq 0$, we obtain the precise asymptotic behavior as…

Probability · Mathematics 2013-12-06 Rim Essifi , Marc Peigné , Kilian Raschel

This note proves an upper bound for the fluctuations of a second-class particle in the totally asymmetric simple exclusion process. The proof needs a lower tail estimate for the last-passage growth model associated with the exclusion…

Probability · Mathematics 2007-05-23 Timo Seppalainen

We study L\'{e}vy-like and truncated L\'{e}vy-like flights with step probability distribution of the form $r^{-1+\nu}$ for negative, positive, and zero $\nu$, focusing on the appearance of fractal geometry characteristics in the generated…

Statistical Mechanics · Physics 2026-05-15 Konstantinos Chalas , F. K. Diakonos , A. S. Kapoyannis

Recently, in ["The coin-turning walk and its scaling limit", Electronic Journal of Probability, 25 (2020)], the ``coin-turning walk'' was introduced on ${\mathbb Z}$. It is a non-Markovian process where the steps form a (possibly)…

Probability · Mathematics 2022-10-10 Janos Englander , Stanislav Volkov

Semi-Levy process is an additive process with periodically stationary increments. In particular, it is a generalization of Levy process. The dichotomy of recurrence and transience of Levy processes is well known, but this is not necessarily…

Probability · Mathematics 2012-09-19 Makoto Maejima , Taisuke Takamune , Yohei Ueda

Applying excursion theory, we re-express several well studied fluctuation quantities associated to Parisian ruin problem for L\'evy risk processes in terms of integrals with respect to excursion measure for spectrally negative L\'evy…

Probability · Mathematics 2023-05-16 Bo Li , Xiaowen Zhou

We consider work fluctuation relations (FRs) for generic types of dynamics generating anomalous diffusion: Levy flights, long-correlated Gaussian processes and time-fractional kinetics. By combining Langevin and kinetic approaches we…

Statistical Mechanics · Physics 2009-03-24 A. V. Chechkin , R. Klages

We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov chains. We focus on the case of Markov chains with well-defined steady-state measures, and derive expressions for the large-deviation rate…

Statistical Mechanics · Physics 2018-03-28 Stephen Whitelam

The possibility of mass in the context of scale-invariant, generally covariant theories, is discussed. Scale invariance is considered in the context of a gravitational theory where the action, in the first order formalism, is of the form $S…

High Energy Physics - Theory · Physics 2009-11-07 E. I. Guendelman

Time-averaged autocorrelation functions of a dichotomous random process switching between 1 and 0 and governed by wide power law sojourn time distribution are studied. Such a process, called a L\'evy walk, describes dynamical behaviors of…

Statistical Mechanics · Physics 2007-05-23 Gennady Margolin , Eli Barkai

Several two-boundary problems are solved for a special L\'{e}vy process: the Poisson process with an exponential component. The jumps of this process are controlled by a homogeneous Poisson process, the positive jump size distribution is…

Probability · Mathematics 2016-08-14 Tetyana Kadankova , Noël Veraverbeke
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