Related papers: On the harmonic measure of stable processes

There are given sufficient conditions under which mixtures of dilations of L\'evy spectral measures, on a Hilbert space, are L\'evy measures again. We introduce some random integrals with respect to infinite dimensional L\'evy processes,…

We study ($p$-harmonic) singular functions, defined by means of upper gradients, in bounded domains in metric measure spaces. It is shown that singular functions exist if and only if the complement of the domain has positive capacity, and…

Numerically estimating the integral of functions in high dimensional spaces is a non-trivial task. A oft-encountered example is the calculation of the marginal likelihood in Bayesian inference, in a context where a sampling algorithm such…

Estimation methods for the L\'{e}vy density of a L\'{e}vy process are developed under mild qualitative assumptions. A classical model selection approach made up of two steps is studied. The first step consists in the selection of a good…

We give an explicit bound for the $L_1$-distance between two additive processes of local characteristics $(f_j(\cdot),\sigma^2(\cdot),\nu_j)$, $j = 1,2$. The cases $\sigma =0$ and $\sigma > 0$ are both treated. We allow $\nu_1$ and $\nu_2$…

A new family of stable processes indexed by metric spaces with stationary increments are introduced. They are special cases of a new family of set-indexed stable processes with Chentsov representation. At the heart of the representation, a…

We study harmonic measure in finite graphs with an emphasis on expanders, that is, positive spectral gap. It is shown that if the spectral gap is positive then for all sets that are not too large the harmonic measure from a uniform starting…

In this paper we consider Harnack inequalities with respect to a symmetric $\alpha$-stable L\'evy process $X$ in $\mathbb{R}^d$, $\alpha \in (0,2)$, $d\geq 2$. We study the example from the article \cite{bg-sz-1}. There, the authors have…

We study the set of harmonic limits of empirical measures in topological dynamical systems. We obtain a characterization of unique ergodicity based of logarithmic (harmonic) mean convergence in place of Ces\`aro convergence. We introduce…

In this paper, we consider certain $\sigma$-finite measures which can be interpreted as the output of a linear filter. We assume that these measures have regularly varying tails and study whether the input to the linear filter must have…

In the context of functional data analysis, we propose new two sample tests for homogeneity. Based on some well-known depth measures, we construct four different statistics in order to measure distance between the two samples. A simulation…

The classical hypergeometric summation theorems are exploited to derive several striking identities on harmonic numbers including those discovered recently by Paule and Schneider (2003).

We state and prove a general summation identity. The identity is then applied to derive various summation formulas involving the generalized harmonic numbers and related quantities. Interesting results, mostly new, are obtained for both…

In this paper nonparametric methods to assess the multivariate L\'{e}vy measure are introduced. Starting from high-frequency observations of a L\'{e}vy process $\mathbf{X}$, we construct estimators for its tail integrals and the…

We study the equilibrium measure for a logarithmic potential in the presence of an external field V*(x) + tp(x), where t is a parameter, V*(x) is a smooth function and p(x) a monic polynomial. When p(x) is of an odd degree, the equilibrium…

We propose three test criteria each of which is appropriate for testing, respectively, the equivalence hypotheses of symmetry, of homogeneity, and of independence, with multivariate data. All quantities have the common feature of involving…

We prove that a probability measure on a compact non-singular lamination by hyperbolic Riemann surfaces is harmonic if and only if it is the projection of a measure on the unit tangent bundle such that it is invariant under both the…

We construct and study branching Markov processes on the space of finite configurations of the state space of a given standard process, controlled by a branching kernel and a killing one. In particular, we may start with a superprocess,…

We determine the Hausdorff dimension of the set of double points for a symmetric operator stable L\'evy process in terms of the eigenvalues of its stability exponent.

The halting problem is undecidable --- but can it be solved for "most" inputs? This natural question was considered in a number of papers, in different settings. We revisit their results and show that most of them can be easily proven in a…