Related papers: On the harmonic measure of stable processes

An extension of the Hawkes model where the productivity is variable is considered. In particular, the case is considered where each point may have its own productivity and a simple analytic formula is derived for the maximum likelihood…

One of the goals of this article is to define a an unified setting adapted to the description of means (normalized integrals or invariant means) on an infinite product of measured spaces with infinite measure. We first remark that some…

In this paper we consider weak Harnack inequality and H\"older regularity estimates for symmetric $\alpha$-stable L\'evy process in $\mathbb{R}^d$, $\alpha \in (0,2)$, $d\geq 2$. We consider a symmetric $\alpha$-stable L\'evy process $X$…

We show how few-particle Green's functions can be calculated efficiently for models with nearest-neighbor hopping, for infinite lattices in any dimension. As an example, for one dimensional spinless fermions with both nearest-neighbor and…

We study the question of constructive approximation of the harmonic measure $\omega_x^\Omega$ of a connected bounded domain $\Omega$ with respect to a point $x\in\Omega$. In particular, using a new notion of computable harmonic…

For spectrally positive L\'evy processes killed on exiting the half-line, existence of a quasi-stationary distribution is characterized by the exponential integrability of the exit time, the Laplace exponent and the non-negativity of the…

A spatial point process can be characterized by an intensity function which predicts the number of events that occur across space. In this paper, we develop a method to infer predictive intensity intervals by learning a spatial model using…

We prove various results connecting structural or algebraic properties of graphs and groups to conditions on their spaces of harmonic functions. In particular: we show that a group with a finitely supported symmetric measure has a…

Let $(X, \mathscr{L}, \lambda)$ and $(Y, \mathscr{M}, \mu)$ be finite measure spaces for which there exist $A \in \mathscr{L}$ and $B \in \mathscr{M}$ with either $0 < \lambda(A) < 1 < \lambda(X)$ and $0 < \mu(B) < \mu(Y)$, or the other way…

In this article, we develop a functional-analytic framework to establish existence, uniqueness, regularity of disintegration, and statistical properties of equilibrium states for a broad class of dynamical systems, potentially discontinuous…

The aim of this paper is two-fold. First we analyze the sequence of intensity measures of a spatial branching point process arising in a multiple target tracking context. We study its stability properties, characterize its long time…

We obtain an asymptotic H\"older estimate for functions satisfying a dynamic programming principle arising from a so-called ellipsoid process. By the ellipsoid process we mean a generalization of the random walk where the next step in the…

Small-space and large-time estimates and asymptotic expansion of the distribution function and (the derivatives of) the density function of hitting times of points for symmetric L\'evy processes are studied. The L\'evy measure is assumed to…

Strongly stable monomial ideals are important in algebraic geometry, commutative algebra, and combinatorics. Prompted, for example, by combinatorial approaches for studying Hilbert schemes and the existence of maximal total Betti numbers…

We study the limits of pluricomplex Green functions with four poles tending to the origin in a hyperconvex domain, and the (related) limits of the ideals of holomorphic functions vanishing on those points. Taking subsequences, we always…

The marginal likelihood, or Bayesian evidence, is a crucial quantity for Bayesian model comparison but its computation can be challenging for complex models, even in parameters space of moderate dimension. The learned harmonic mean…

We consider integer-valued random walks with independent but not identically distributed increments, and extend to this context several classical estimates, including a local limit theorem, precise small-ball estimates (both conditional on…

We consider noisy non-synchronous discrete observations of a continuous semimartingale with random volatility. Functional stable central limit theorems are established under high-frequency asymptotics in three setups: one-dimensional for…

In this paper, we provide a detailed convergence analysis for a first order stabilized linear semi-implicit numerical scheme for the nonlocal Cahn-Hilliard equation, which follows from consistency and stability estimates for the numerical…

We use characteristic functions to construct alpha(x)-multistable measures and integrals, where the measures behave locally like alpha-stable measures, but with the stability index alpha(x) varying with time x. This enables us to construct…