Related papers: The strong renewal theorem with infinite mean via …

Renewal theorems are developed for point processes with interarrival times $W_n=\xi(X_{n+1}X_n\cdots)$, where $(X_n)_{n\in\mathbb Z}$ is a stochastic process with finite state space $\Sigma$ and $\xi\colon\Sigma_A\to\mathbb R$ is a H\"older…

We obtain sharp conditions guaranteeing that every non-negative weak solution of the inequality $$ \sum_{|\alpha| = m} \partial^\alpha a_\alpha (x, t, u) - u_t \ge f (x, t) g (u) \quad \mbox{in} {\mathbb R}_+^{n+1} = {\mathbb R}^n \times…

This note discusses three examples given in the recent technical correspondence paper [1], which addresses the results presented in [2,3,4]. It is shown that the first example ([1], Section 3) is irrelevant to the results of [2]. The second…

Let $\alpha$ and $\beta$ be irrational real numbers and $0<\F<1/30$. We prove a precise estimate for the number of positive integers $q\leq Q$ that satisfy $\|q\alpha\|\cdot\|q\beta\|<\F$. If we choose $\F$ as a function of $Q$ we get…

A proof of the continuous martingale convergence theorem is provided. It relies on a classical martingale inequality and the almost sure convergence of a uniformly bounded non-negative super-martingale, after a truncation argument.

Hausdorff's gap condition was satisfied by his original 1936 construction of an (omega-1,omega-1) gap in P(N)/Fin. We solve an open problem in determining whether Hausdorff's condition is actually stronger than the more modern…

The bivariate series $\theta (q,x):=\sum _{j=0}^{\infty}q^{j(j+1)/2}x^j$ defines a {\em partial theta function}. For fixed $q$ ($|q|<1$), $\theta (q,.)$ is an entire function. We prove a property of stabilization of the coefficients of the…

A necessary and sufficient condition is obtained for the existence of strong stationary times for ergodic one-dimensional diffusions, whatever the initial distribution. The strong stationary times are constructed through intertwinings with…

By killing a stable L\'{e}vy process when it leaves the positive half-line, or by conditioning it to stay positive, or by conditioning it to hit 0 continuously, we obtain three different positive self-similar Markov processes which…

This paper proves the asymptotic stability of the multidimensional wave equation posed on a bounded open Lipschitz set, coupled with various classes of positive-real impedance boundary conditions, chosen for their physical relevance:…

We prove a sharp integral inequality valid for non-negative functions defined on $[0,1]$, with given $L^1$ norm. This is in fact a generalization of the well known integral Hardy inequality. We prove it as a consequence of the respective…

We study the intersection of two independent renewal processes, $\rho=\tau\cap\sigma$. Assuming that $\mathbf{P}(\tau_1 = n ) = \varphi(n)\, n^{-(1+\alpha)}$ and $\mathbf{P}(\sigma_1 = n ) = \tilde\varphi(n)\, n^{-(1+ \tilde\alpha)} $ for…

Let $K$ be a totally real field. By the asymptotic Fermat's Last Theorem over $K$ we mean the statement that there is a constant $B_K$ such that for prime exponents $p>B_K$ the only solutions to the Fermat equation $a^p + b^p + c^p = 0$…

We prove that for any $\alpha\in[0,\omega_1)$ there exists a strongly separately continuous function $f:\ell_\infty\to [0,1]$ such that $f$ belongs to the $(\alpha+1)$'th /$(\alpha+2)$'th/ Baire class and does not belong to the $\alpha$'th…

Elementary transformations of equations $A\psi=\lambda\psi$ are considered. The invertibility condition (Theorem 1) is established and similar transformations of Riccati equations in the case of second order differential operator $A$ are…

The primary purpose of this article is to show that a certain natural set of axioms yields a completeness result for continuous first-order logic. In particular, we show that in continuous first-order logic a set of formulae is (completely)…

We consider a scalar conservation law with source in a bounded open interval $\Omega\subseteq\mathbb R$. The equation arises from the macroscopic evolution of an interacting particle system. The source term models an external effort driving…

We give a series of very general sufficient conditions in order to ensure the uniqueness of large solutions for --$\Delta$u + f (x, u) = 0 in a bounded domain $\Omega$ where f : $\Omega$ x R $\rightarrow$ R + is a continuous function, such…

We establish an exact asymptotic formula for the square variation of certain partial sum processes. Let $\{X_{i}\}$ be a sequence of independent, identically distributed mean zero random variables with finite variance $\sigma$ and…

We prove the power law decay $p(t,x) \sim t^{-\phi(x,b)/2}$ in which $p(t,x)$ is the probability that the fraction of time up to $t$ in which a random walk $S$ of i.i.d. zero-mean increments taking finitely many values, is non-negative,…