Related papers: Selfdecomposable Fields
The Helmholtz decomposition splits a sufficiently smooth vector field into a gradient field and a divergence-free rotation field. Existing decomposition methods impose constraints on the behavior of vector fields at infinity and require…
This a free translation with additional explanations of {\em Processus \`a Accroissement Independants Chapitre I: La D\'ecomposition de Paul L\'evy}, by J.L. Bretagnolle, in {\em Ecole d'Et\'e de Probabilit\'es}, Lecture Notes in…
Let $\mathbb{R}^N_+= [0,\infty)^N$. We here consider a class of random fields $(X_t)_{t\in \mathbb{R}^N_+}$ which are known as Multiparameter L\'evy processes. Related multiparameter semigroups of operators and their generators are…
Inspirations for this paper can be traced to Urbanik (1972) where convolution semigroups of multiple decomposable distributions were introduced. In particular, the classical gamma $\mathbb{G}_t$ and $\log \mathbb{G}_t$, $t>0$ variables are…
We consider a L\'evy process $Y(t)$ that is not permanently observed, but rather inspected at Poisson($\omega$) moments only, over an exponentially distributed time $T_\beta$ with parameter $\beta$. The focus lies on the analysis of the…
In the present paper, a novel vector field decomposition based approach for constructing Lyapunov functions is proposed. For a given dynamical system, if the defining vector field admits a decomposition into two mutually orthogonal vector…
In the paper we study stochastic convolution appearing in Volterra equation driven by so called L\'evy process. By L\'evy process we mean a process with homogeneous independent increments, continuous in probability and cadlag.
It is shown that operator-selfdecomposable measures, or more precisely their Urbanik decomposability semigroups, induce generalized Mehler semigroups of bounded linear operators. Moreover, those semigroups can be represented as random…
We prove that the convolution of a selfdecomposable distribution with its background driving law is again selfdecomposable if and only if the background driving law is s-selfdecomposable. We will refer to this as the factorization property…
We develop new representations for the Levy measures of the beta and gamma processes. These representations are manifested in terms of an infinite sum of well-behaved (proper) beta and gamma distributions. Further, we demonstrate how these…
We investigate the random continuous trees called L\'evy trees, which are obtained as scaling limits of discrete Galton-Watson trees. We give a mathematically precise definition of these random trees as random variables taking values in the…
This paper generalizes the abstract method of proving an observability estimate by combining an uncertainty principle and a dissipation estimate. In these estimates we allow for a large class of growth/decay rates satisfying an…
In this paper we study structural properties of LV-degrees of the algebra of collections of sequences that are non-negligible in the sense that they can be computed by a probabilistic algorithm with positive probability. We construct atoms…
In this article, we first review the connection between L\'evy processes and infinitely divisible random variables, and the classification of infinitely divisible distributions. Using this connection and the L\'evy-Khinchine representation…
Many classical variables (statistics) are selfdecomposable. They admit the random integral representations via L\'evy processes. In this note are given formulas for their background driving distribution functions (BDDF). This may be used…
In this paper, we establish the existence of transition density for geometric $\alpha$-stable processes by using the property of self-decomposability--a fundamental concept in the theory of L\'evy processes. In contrast to traditional and…
We consider the regularity of sample paths of Volterra-L\'{e}vy processes. These processes are defined as stochastic integrals $$ M(t)=\int_{0}^{t}F(t,r)dX(r), \ \ t \in \mathds{R}_{+}, $$ where $X$ is a L\'{e}vy process and $F$ is a…
This paper develops a theory for completely random measures in the framework of free probability. A general existence result for free completely random measures is established, and in analogy to the classical work of Kingman it is proved…
In this article, we introduce Mittag-Leffler L\'evy process and provide two alternative representations of this process. First, in terms of Laplace transform of the marginal densities and next as a subordinated stochastic process. Both…
A univariate polynomial f over a field is decomposable if it is the composition f = g(h) of two polynomials g and h whose degree is at least 2. We determine the dimension (over an algebraically closed field) of the set of decomposables, and…