Related papers: Unimodality for free L\'evy processes

In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In the infill asymptotic setting, where the sampling frequency converges to zero while…

Let $\mu$ denote a Borel probability measure and let $\{ \mu_{t} \}_{t\geq 1}$ denote the free additive convolution semigroup of Nica and Speicher. We show that the support of these measures varies continuously in the Hausdorff metric for…

The index Whittaker convolution operator, recently introduced by the authors, gives rise to a convolution measure algebra having the property that the convolution of probability measures is a probability measure. In this paper, we introduce…

This paper is concerned with asymptotic behavior (at zero and at infinity) of the favorite points of L\'evy processes. By exploring Molchan's idea for deriving lower tail probabilities of Gaussian processes with stationary increments, we…

We consider some special classes of L\'evy processes with no gaussian component whose L\'evy measure is of the type $\pi(dx)=e^{\gamma x}\nu(e^x-1) dx$, where $\nu$ is the density of the stable L\'evy measure and $\gamma$ is a positive…

Let {X_{t_1,t_2}: t_1,t_2 >= 0} be a two-parameter L\'evy process on R^d. We study basic properties of the one-parameter process {X_{x(t),y(t)}: t \in T} where x and y are, respectively, nondecreasing and nonincreasing nonnegative…

In this paper, we study the existence of the transition densities of one-dimensional L\'evy processes. Compared with past results, our results contain the L\'evy processes whose L\'evy symbols have logarithm behavior at infinity. Our…

A L\'evy process is said to creep through a curve if, at its first passage time across this curve, the process reaches it with positive probability. We first study this property for bivariate subordinators. Given the graph…

Let ${\mathcal A}$ be the ${\mathcal L}^q-$functional of a stable L\'evy process starting from one and killed when crossing zero. We observe that ${\mathcal A}$ can be represented as the independent quotient of two infinite products of…

We consider the Schroedinger equation with a supersymmetric random potential, where the superpotential is a Levy noise. We focus on the problem of computing the so-called complex Lyapunov exponent, whose real and imaginary parts are,…

We present an existence result for L\'evy-type processes which requires only weak regularity assumptions on the symbol $q(x,\xi)$ with respect to the space variable $x$. Applications range from existence and uniqueness results for…

We obtain general lower estimates of transition densities of jump L\'evy processes. We use them for processes with L\'evy measures having bounded support, processes with exponentially decaying L\'evy measures for large times and for…

We present a theory of well-posedness and a priori estimates for bounded distributional (or very weak) solutions of $$\partial_tu-\mathfrak{L}^{\sigma,\mu}[\varphi(u)]=g(x,t)\quad\quad\text{in}\quad\quad \mathbb{R}^N\times(0,T),$$ where…

We study the asymptotic behaviour of the tail of the distribution of the first passage time of a L\'evy process over a one-sided moving boundary. Our main result states that if the boundary behaves as $t^{\gamma}$ for large $t$ for some…

The quantum measurement axiom dictates that physical observables and in particular the Hamiltonian must be diagonalizable and have a real spectrum. For a time-independent Hamiltonian (with a discrete spectrum) these conditions ensure the…

A map is given showing that convolutions of independent random variables over a finite group and matrix multiplications of doubly stochastic matrices are homomorphic. As an application, a short proof is given to the theorem that the…

We study the asymptotic tail behaviour of the first-passage time over a moving boundary for asymptotically $\alpha$-stable L\'evy processes with $\alpha<1$. Our main result states that if the left tail of the L\'evy measure is regularly…

Ito's construction of Markovian solutions to stochastic equations driven by a L\'evy noise is extended to nonlinear distribution dependent integrands aiming at the effective construction of linear and nonlinear Markov semigroups and the…

We prove functional limits theorems for the occupation time process of a system of particles moving independently in $R^d$ according to a symmetric $\alpha$-stable L\'evy process, and starting off from an inhomogeneous Poisson point measure…

Let $T=\mathbb R^d$. Let a function $Q:T^2\to\mathbb C$ satisfy $Q(s,t)=\bar{Q(t,s)}$ and $|Q(s,t)|=1$. A generalized statistics is described by creation operators $\partial_t^\dag$ and annihilation operators $\partial_t$, $t\in T$, which…