Related papers: Rogers functions and fluctuation theory

Motivated by the Maximum Theorem for convex functions (in the setting of linear spaces) and for subadditive functions (in the setting of Abelian semigroups), we establish a Maximum Theorem for the class of generalized convex functions,…

We prove a functional limit theorem for vector-valued functionals of the fractional Ornstein-Uhlenbeck process, providing the foundation for the fluctuation theory of slow/fast systems driven by such a noise. Our main contribution is on the…

If $u : \Omega\subset \mathbb{R}^d \to {\rm X}$ is a harmonic map valued in a metric space ${\rm X}$ and ${\sf E} : {\rm X} \to \mathbb{R}$ is a convex function, in the sense that it generates an ${\rm EVI}_0$-gradient flow, we prove that…

This paper continues the research project launched in [Constr. Approx. (2025) https://doi.org/10.1007/s00365-023-09675-9] and aimed at studying time-inhomogeneous one-dimensional branching processes (mainly on a continuous but also on a…

Consider the problem to explicitly calculate the law of the first passage time T(a) of a general Levy process Z above a positive level a. In this paper it is shown that the law of T(a) can be approximated arbitrarily closely by the laws of…

We prove that the spatial Wiener-Hopf factorisation of a L\'evy process or random walk without killing is unique.

A factorization theory is proposed for Wiener-Hopf plus Hankel operators with almost periodic Fourier symbols. We introduce a factorization concept for the almost periodic Fourier symbols such that the properties of the factors will allow…

We show that a semibounded Wiener-Hopf quadratic form is closable in the space $L^2({\Bbb R}_{+})$ if and only if its integral kernel is the Fourier transform of an absolutely continuous measure. This allows us to define semibounded…

In \cite{Roe} Roe proved that if a doubly-infinite sequence $\{f_k\}$ of functions on $\R$ satisfies $f_{k+1}=(df_{k}/dx)$ and $|f_{k}(x)|\leq M$ for all $k=0,\pm 1,\pm 2,...$ and $x\in \R$, then $f_0(x)=a\sin(x+\varphi)$ where $a$ and…

The detailed fluctuation theorems of the exact form $P(A)/P(-A)=e^A$ exist only for a handful of variables $A$, namely for work (Crooks theorem), for total entropy change (Seifert's theorem), etc. However, the so-called modified detailed…

This paper introduces a new method for constructing approximate solutions to a class of Wiener--Hopf equations. This is particularly useful since exact solutions of this class of Wiener--Hopf equations, at the moment, cannot be obtained.…

We compute Fourier transforms of functions expressed as a ratio of one of the Jacobi elliptic functions divided by $\sinh(\pi x)$ or $\cosh(\pi x)$. In many cases, the resulting Fourier transform remains within the same class of functions.…

We describe a construction of random meromorphic functions with prescribed simple poles with unit residues at a given stationary point process. We characterize those stationary processes with finite second moment for which, after…

In J. Stat. Phys. 115, 415-449 (2004) Brydges, Guadagni and Mitter proved the existence of multiscale expansions of a class of lattice Green's functions as sums of positive definite finite range functions (called fluctuation covariances).…

Distribution functions for random variables that depend on a parameter are computed asymptotically for ensembles of positive Hermitian matrices. The inverse Fourier transform of the distribution is shown to be a Fredholm determinant of a…

Consider a random planar point process whose law is invariant under planar isometries. We think of the process as a random distribution of point charges and consider the electric field generated by the charge distribution. In Part I of this…

The main aim of this paper is to investigate the sequences of positive numbers, for which multiplication with Fourier coefficients of functions $f\in$ Lip1 class provides absolute convergence of Fourier series. In particular we found…

We analyze fluctuations of random walks with generally distributed increments. Integral representations for key performance measures are obtained by extending an inversion theorem of Hewitt [11] for Laplace-Stieltjes transforms. Another…

This work concerns random dynamics of hyperbolic entire and meromorphic functions of finite order and whose derivative satisfies some growth condition at infinity. This class contains most of the classical families of transcendental…

In this paper, we study fluctuation identities for spectrally negative L\'evy processes killed by a general class of additive functionals. We consider positive co-natural additive functionals (PcNAFs), which include as special cases both…