Related papers: Fall-off of eigenfunctions for non-local Schr\"odi…

We consider the 1d Schr\"odinger operator with decaying random potential, and study the joint scaling limit of the eigenvalues and the measures associated with the corresponding eigenfunctions which is based on the formulation by…

It is known that the eigenfunctions of a random Schr\"odinger operator on a strip decay exponentially, and that the rate of decay is not slower than prescribed by the slowest Lyapunov exponent. A variery of heuristic arguments suggest that…

Recently there has been much progress in the development of stochastic models for state reduction in quantum mechanics. In such models, the collapse of the wave function is a physical process, governed by a nonlinear stochastic differential…

An important result by Agmon implies that an eigenfunction of a Schr\"{o}dinger operator in $\mathbb{R}^n$ with eigenvalue $E$ below the bottom of the essential spectrum decays exponentially if the associated classically allowed region $\{x…

We study the nonparametric calibration of exponential L\'{e}vy models with infinite jump activity. In particular our analysis applies to self-decomposable processes whose jump density can be characterized by the $k$-function, which is…

We discuss an impact of various (path-wise) reflection-from-the barrier scenarios upon confining properties of a paradigmatic family of symmetric $\alpha $-stable L\'{e}vy processes, whose permanent residence in a finite interval on a line…

This paper considers multidimensional jump type stochastic differential equations with super linear growth and non-Lipschitz coefficients. After establishing a sufficient condition for nonexplosion, this paper presents sufficient…

Motivated by some recent potential theoretic results on subordinate killed L\'evy processes in open subsets of the Euclidean space, we study processes in an open set $D\subset {\mathbb R}^d$ defined via Dirichlet forms with jump kernels of…

In a high-frequency context, we investigate the efficient estimation of scaling and jump activity parameters for a stochastic differential equation driven by a L{\'e}vy process with both diffusion component and pure-jump component. We first…

Consider a one dimensional critical branching L\'{e}vy process $((Z_t)_{t\geq 0}, \mathbb {P}_x)$. Assume that the offspring distribution either has finite second moment or belongs to the domain of attraction to some $\alpha$-stable…

We study exponential decay of eigenfunctions of self-adjoint higher order elliptic operators on $\R^d$. We show that the possible critical decay rates are determined algebraically. In addition we show absence of super-exponentially decaying…

In the presence of a confining potential $V$, the eigenfunctions of a continuous Schr\"odinger operator $-\Delta +V$ decay exponentially with the rate governed by the part of $V$ which is above the corresponding eigenvalue; this can be…

We study the ergodic properties of a class of multidimensional piecewise Ornstein-Uhlenbeck processes with jumps, which contains the limit of the queueing processes arising in multiclass many-server queues with heavy-tailed arrivals and/or…

We consider non-local Ornstein-Uhlenbeck (OU) operators that correspond to Ornstein-Uhlenbeck processes driven by L\'evy processes. These are ergodic Markov processes and the OU operator is in general non-normal in the $L^2$ space weighted…

We study the level statistics of one-dimensional Schr\"odinger operator with random potential decaying like $x^{-\alpha}$ at infinity. We consider the point process $\xi_L$ consisting of the rescaled eigenvalues and show that : (i)(ac…

We study a real-valued L\'evy-type process $X$, which is locally $\alpha$-stable in the sense that its jump kernel is a combination of a `principal' (state dependent) $\alpha$-stable part with a `residual' lower order part. We show that…

Following the method of Froese and Herbst, we show for a class of potentials V that an eigenfunction $\psi$ with eigenvalue E of the multi-dimensional discrete Schr\"odinger operator H = $\Delta$ + V on \mathbb{Z}^d decays sub-exponentially…

Consider compound Poisson processes with negative drift and no negative jumps, which converge to some spectrally positive L\'evy process with non-zero L\'evy measure. In this paper we study the asymptotic behavior of the local time process,…

Let $D\subset R^d$ be a bounded domain and let $\mathcal P(D)$ denote the space of probability measures on $D$. Consider a Brownian motion in $D$ which is killed at the boundary and which, while alive, jumps instantaneously according to a…

Let $\xi=(\xi_t, t\ge 0)$ be a real-valued L\'evy process and define its associated exponential functional as follows \[ I_t(\xi):=\int_0^t \exp\{-\xi_s\}{\rm d} s, \qquad t\ge 0. \] Motivated by important applications to stochastic…