Related papers: Selfdecomposable Fields
We study the behaviour of differential forms in a manifold having at least one of their maximal isotropic local distributions endowed with the special algebraic property of being decomposable. We show that they can be represented as the sum…
A polynomial f (multivariate over a field) is decomposable if f = g(h) with g univariate of degree at least 2. We determine the dimension (over an algebraically closed field) of the set of decomposables, and an approximation to their number…
We consider Gaussian subordinated L\'evy fields (GSLFs) that arise by subordinating L\'evy processes with positive transformations of Gaussian random fields on some spatial domain $\mathcal{D}\subset \mathbb{R}^d$, $d\geq 1$. The resulting…
The notion of random self-decomposability is generalized here. Its relation to self-decomposability, Harris infinite divisibility and its connection with a stationary first order generalized autoregressive model are presented. The notion is…
We consider random fields that can be represented as integrals of deterministic functions with respect to infinitely divisible random measures and show that these random fields are infinitely divisible.
It is shown that the hyperbolic functions can be associated with selfdecomposable distributions (in short: SD probability distributions or L\'evy class L probability laws). Consequently, they admit associated background driving L\'evy…
Volterra processes appear in several applications ranging from turbulence to energy finance where they are used in the modelling of e.g. temperatures and wind and the related financial derivatives. Volterra processes are in general…
We investigate stochastic Volterra equations and their limiting laws. The stochastic Volterra equations we consider are driven by a Hilbert space valued \Levy noise and integration kernels may have non-linear dependence on the current state…
In the first part of this article, we prove two-sided estimates of hitting probabilities of balls, the potential kernel and the Green function for a ball for general isotropic unimodal L\'evy processes. Our bounds are sharp under the…
Constructing \Levy-driven Ornstein-Uhlenbeck processes is a task closely related to the notion of self-decomposability. In particular, their transition laws are linked to the properties of what will be hereafter called the \emph{a-reminder}…
The improper stochastic integral $Z=\int_0^{\infty-}\exp(-X_{s-})dY_s$ is studied, where $\{(X_t, Y_t), t \geqslant 0 \}$ is a L\'evy process on $\mathbb R ^{1+d}$ with $\{X_t \}$ and $\{Y_t \}$ being $\mathbb R$-valued and $\mathbb R…
The classical notion of L\'evy process is generalized to one that takes as its values probabilities on a first order model equipped with a commutative semigroup. This is achieved by applying a convolution product on definable probabilities…
The paper develops new methods of non-parametric estimation a compound Poisson distribution. Such a problem arise, in particular, in the inference of a Levy process recorded at equidistant time intervals. Our key estimator is based on…
We develop a unified approach for establishing rates of decay for the Fourier transform of a wide class of dynamically defined measures. Among the key features of the method is the systematic use of the $L^2$-flattening theorem obtained in…
We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…
The notion of random self-decomposability is generalized further. The notion is then extended to non-negative integer-valued distributions.
This paper considers discretization of the L\'evy process appearing in the Lamperti representation of a strictly positive self-similar Markov process. Limit theorems for the resulting approximation are established under some regularity…
Motivated by the recent results of Nualart and Xu \cite{Nualart} concerning limits laws for occupation times of one dimensional symmetric stable processes, this paper proves a decomposition for functionals of one dimensional symmetric…
We study the dynamics of predator-prey systems where prey are confined to a single region of space and where predators move randomly according to a power-law (L\'evy) dispersal kernel. Site fidelity, an important feature of animal…
We suppose that a L\'evy process is observed at discrete time points. A rather general construction of minimum-distance estimators is shown to give consistent estimators of the L\'evy-Khinchine characteristics as the number of observations…