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We consider the problem of estimating the density of the process associated with the small jumps of a pure jump L\'evy process, possibly of infinite variation, from discrete observations of one trajectory. The interest of such a question…

Statistics Theory · Mathematics 2024-12-10 Céline Duval , Taher Jalal , Ester Mariucci

We study the properties of eigenvalues and corresponding eigenfunctions generated by a defect in the gaps of the spectrum of a high-contrast random operator. We consider a family of elliptic operators $\mathcal{A}^\varepsilon$ in divergence…

Spectral Theory · Mathematics 2023-12-15 Matteo Capoferri , Mikhail Cherdantsev , Igor Velčić

L\'{e}vy walk is a popular and more `physical' model to describe the phenomena of superdiffusion, because of its finite velocity. The movements of particles are under the influences of external potentials almost at anytime and anywhere. In…

Statistical Mechanics · Physics 2021-02-03 Yao Chen , Weihua Deng

For a L\'evy process $X$ on a finite time interval consider the probability that it exceeds some fixed threshold $x>0$ while staying below $x$ at the points of a regular grid. We establish exact asymptotic behavior of this probability as…

Probability · Mathematics 2022-01-05 Krzysztof Bisewski , Jevgenijs Ivanovs

We investigate the dispersive properties of solutions to the Schr\"odinger equation with a weakly decaying radial potential on cones. If the potential has sufficient polynomial decay at infinity, then we show that the Schr\"odinger flow on…

Analysis of PDEs · Mathematics 2022-01-05 Blake Keeler , Jeremy L. Marzuola

In this article, we investigate systems of generalized Schr\"odinger operators and their fundamental matrices. More specifically, we establish the existence of such fundamental matrices and then prove sharp upper and lower exponential decay…

Analysis of PDEs · Mathematics 2022-07-14 Blair Davey , Joshua Isralowitz

This paper is devoted to the asymptotics of eigenvalues for a Schr\"o-dinger operator in the case when the potential V does not tend to infinity at infinity. Such a potential is called degenerate. The point is that the set in the phase…

Mathematical Physics · Physics 2009-01-06 Francoise Truc

Given a discrete time sample $X_1,... X_n$ from a L\'evy process $X=(X_t)_{t\geq 0}$ of a finite jump activity, we study the problem of nonparametric estimation of the characteristic triplet $(\gamma,\sigma^2,\rho)$ corresponding to the…

Statistics Theory · Mathematics 2018-04-17 Shota Gugushvili

We establish strong dynamical localization for a class of multi-particle Anderson models in a Euclidean space with an alloy-type random potential and a sub-exponentially decaying interaction of infinite range. For the first time in the…

Mathematical Physics · Physics 2014-07-18 Victor Chulaevsky

We consider Schr\"odinger operators with complex decaying potentials (in general, not from trace class) on the lattice. We determine trace formulae and estimate of eigenvalues and singular measure in terms of potentials. The proof is based…

Spectral Theory · Mathematics 2017-02-07 Evgeny Korotyaev

This paper is concerned with nonparametric estimation of the L\'evy density of a pure jump L\'evy process. The sample path is observed at $n$ discrete instants with fixed sampling interval. We construct a collection of estimators obtained…

Statistics Theory · Mathematics 2010-10-01 Fabienne Comte , Valentine Genon-Catalot

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…

Probability · Mathematics 2007-05-23 Thomas Duquesne , Jean-Francois Le Gall

We generalize and extend results on decay rates of singular values or eigenvalues of positive integral operators from unit spheres to two-point homogeneous spaces. The rates we present depend upon the order of the Laplace-Beltrami operator…

Functional Analysis · Mathematics 2019-06-04 Mario H. Castro

We consider here convolution operators, in the Caputo sense, with non-singular kernels. We prove that the solutions to some integro-differential equations with such operators (acting on the space variable) coincide with the transition…

Probability · Mathematics 2021-07-01 Luisa Beghin , Michele Caputo

We study the properties of the exponential functional $\int\_0^{+ \infty} e^{- X^{\uparrow} (t)}dt$ where $X^{\uparrow}$ is a spectrally one-sided L{\'e}vy process conditioned to stay positive. In particular, we study finiteness,…

Probability · Mathematics 2019-11-27 Grégoire Véchambre , Grégoire Vechambre

Here we investigate the two-parameter high-frequency localization for the eigenfunctions of a Schr\"{o}dinger operator with a singular inverse square potential in high-dimensional balls and spherical shells as the azimuthal quantum number…

Mathematical Physics · Physics 2024-06-19 Chen Jia , Zhimin Zhang , Lewei Zhao

We consider solutions of L\'evy-driven stochastic differential equations of the form $\mathrm{d} X_t=\sigma(X_{t-})\mathrm{d} L_t$, $X_0=x$ where the function $\sigma$ is twice continuously differentiable and maximal of linear growth and…

Probability · Mathematics 2023-02-08 Jana Reker

We prove a microlocal lower bound on the mass of high energy eigenfunctions of the Laplacian on compact surfaces of negative curvature, and more generally on surfaces with Anosov geodesic flows. This implies controllability for the…

Analysis of PDEs · Mathematics 2022-01-19 Semyon Dyatlov , Long Jin , Stéphane Nonnenmacher

In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…

Probability · Mathematics 2011-07-05 Pierre Patie , Mladen Savov

We study a one-dimensional non-stationary Schr\"odinger equation with a potential slowly depending on time. The corresponding stationary operator depends on time as on a parameter. It has a finite number of negative eigenvalues and…

Mathematical Physics · Physics 2016-09-30 Alexander Fedotov