Related papers: Weak L\'evy-Khintchine representation for weak inf…
This article focuses on properties of monotone convolutions. A criterion for infinite divisibility and time evolution of convolution semigroups are mainly studied. In particular, we clarify that many analogues of the classical results of…
The $\alpha$-stable distributions introduced by L\'evy play an important role in probabilistic theoretical studies and their various applications, e.g., in statistical physics, life sciences, and economics. In the present paper we study…
A quasi-infinitely divisible distribution on $\mathbb{R}^d$ is a probability distribution $\mu$ on $\mathbb{R}^d$ whose characteristic function can be written as the quotient of the characteristic functions of two infinitely divisible…
We consider a simple model for multidimensional cone-wise linear dynamics around cusp-like equilibria. We assume that the local linear evolution is either $\mathbf{v}^\prime=\mathbb{A}\mathbf{v}$ or $\mathbb{B}\mathbf{v}$ (with…
Let $\{ A_k\}_{k=1}^\infty$ be a sequence of finite subsets of $\mathbb{R}^d$ satisfying that $\# A_k \ge 2$ for all integers $k \ge 1$. In this paper, we first give a sufficient and necessary condition for the existence of the infinite…
We introduce the notion of symmetric covariation, which is a new measure of dependence between two components of a symmetric $\alpha$-stable random vector, where the stability parameter $\alpha$ measures the heavy-tailedness of its…
We show the equivalence of three properties for an infinitely divisible distribution: the subexponentiality of the density, the subexponentiality of the density of its L\'evy measure and the tail equivalence between the density and its…
We establish new weak existence results for $d$-dimensional Stochastic Volterra Equations (SVEs) with continuous coefficients and possibly singular one-dimensional non-convolution kernels. These results are obtained by introducing an…
An infinitely divisible distribution on $\mathbb{R}$ is a probability measure $\mu$ such that the characteristic function $\hat{\mu}$ has a L\'{e}vy-Khintchine representation with characteristic triplet $(a,\gamma, \nu)$, where $\nu$ is a…
In this paper, we study the weak convergence of the extremes of supercritical branching L\'evy processes $\{\mathbb{X}_t, t \ge0\}$ whose spatial motions are L\'evy processes with regularly varying tails. The result is drastically different…
In this work we study positivity preservers $T:\mathbb{R}[x_1,\dots,x_n]\to\mathbb{R}[x_1,\dots,x_n]$ with constant coefficients and define their generators $A$ if they exist, i.e., $\exp(A) = T$. We use the theory of regular Fr\'echet Lie…
A model is proposed for the statistical analysis of arbitrary-strength quantum measurements, based on a picture of "sampling weak values" from different configurations of the system. The model is comprised of two elements: a "local weak…
In this article we review the standard versions of the Central and of the Levy-Gnedenko Limit Theorems, and illustrate their application to the convolution of independent random variables associated with the distribution known as…
The question of testing for equality in distribution between two linear models, each consisting of sums of distinct discrete independent random variables with unequal numbers of observations, has emerged from the biological research. In…
Multivariate extreme value statistical analysis is concerned with observations on several variables which are thought to possess some degree of tail-dependence. In areas such as the modeling of financial and insurance risks, or as the…
We investigate certain analytical properties of the free $\alpha-$stable densities on the line. We prove that they are all classically infinitely divisible when $\alpha\le 1$, and that they belong to the extended Thorin class when $\alpha…
In terms of the Dirac representation of sample mean and the weak convergence of empirical distributions that holds almost surely, we construct a new proof for a strong law of large numbers of Kolmogorov's type with i.i.d. random variables…
Nonlinear evolution of a continuous spectrum of unstable waves near the first bifurcation point in circular Couette flow has been investigated. The disturbance is represented by a Fourier integral over all possible axial wavenumbers, and an…
We investigate the regularity of local weak solutions to evolution equations of the form \[…
In this paper we show the weak differentiability of the unique strong solution with respect to the starting point $x$ as well as Bismut-Elworthy-Li's derivative formula for the following stochastic differential equation in $\mathbb R^d$: $$…