Related papers: Selfdecomposable Fields
Two methods to approximate infinitely divisible random fields are presented. The methods are based on approximating the kernel function in the spectral representation of such fields, leading to numerical integration of the respective…
Given $n$ equidistant realisations of a L\'evy process $(L_t,\,t\ge 0)$, a natural estimator $\hat N_n$ for the distribution function $N$ of the L\'evy measure is constructed. Under a polynomial decay restriction on the characteristic…
The purpose of this article is to introduce a new L\'evy process, termed Variance Gamma++ process, to model the dynamic of assets in illiquid markets. Such a process has the mathematical tractability of the Variance Gamma process and is…
In the paper by Fan\cite{F06}, he introduced the marginal selfsimilarity of non-commutative stochastic processes and proved the marginal distributions of selfsimilar processes with freely independent increments are freely selfdecomposable.…
We investigate the stationary diffusion equation with a coefficient given by a (transformed) L\'evy random field. L\'evy random fields are constructed by smoothing L\'evy noise fields with kernels from the Mat\'ern class. We show that…
In this note we identify the class of distributions for {Xn} that can generate a linear, additive, first order auto-regressive scheme that is marginally stationary as semi-selfdecomposable laws. We give a method to construct these…
Path decomposition is performed to analyze the pre-supremum, post-supremum, post-infimum and the intermediate processes of a spectrally negative Levy process taken up to an independent exponential time T as motivated by the aim of finding…
In this work we revisit the construction of theories for a massive vector field with derivative self-interactions such that only the 3 desired polarizations corresponding to a Proca field propagate. We start from the decoupling limit by…
Multiple-scale mobility is ubiquitous in nature and has become instrumental for understanding and modeling animal foraging behavior. However, the impact of individual movements on the long-term stability of populations remains largely…
Vertical decomposition is a widely used general technique for decomposing the cells of arrangements of semi-algebraic sets in ${{\mathbb R}}^d$ into constant-complexity subcells. In this paper, we settle in the affirmative a few…
Dilative stability generalizes the property of selfsimilarity for infinitely divisible stochastic processes by introducing an additional scaling in the convolution exponent. Inspired by results of Igl\'oi, we will show how dilatively stable…
We derive some estimates for the integral modulus of continuity of probability densities of infinitely divisible distributions. The paper is splitted into two parts. The first part deals with general infinitely divisible distributions. The…
When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…
We give a new definition of a L\'{e}vy driven CARMA random field, defining it as a generalized solution of a stochastic partial differential equation (SPDE). Furthermore, we give sufficient conditions for the existence of a mild solution of…
In this paper, we present a comprehensive theory of generalized and weak generalized convolutions, illustrate it by a large number of examples, and discuss the related infinitely divisible distributions. We consider L\'{e}vy and additive…
In the recent paper \cite{Ng5} we have introduced a method of studying the multi-dimensional Kingman convolutions and their associated stochastic processes by embedding them into some multi-dimensional ordinary convolutions which allows to…
We study the class of continuous polynomial Volterra processes, which we define as solutions to stochastic Volterra equations driven by a continuous semimartingale with affine drift and quadratic diffusion matrix in the state of the…
Effective methods are introduced for testing zero-dimensionality of varieties at a point. The motivation of this paper is to compute and analyze deformations of isolated hypersurface singularities. As an application, methods for computing…
An algorithm for irreducible decomposition of representations of finite groups over fields of characteristic zero is described. The algorithm uses the fact that the decomposition induces a partition of the invariant inner product into a…
We formulate explicitly the necessary and sufficient conditions for the local invertibility of a field transformation involving derivative terms. Our approach is to apply the method of characteristics of differential equations, by treating…