Related papers: Convex Hulls of L\'evy Processes

Stationary and isotropic iteration stable random tessellations are considered, which can be constructed by a random process of cell division. The collection of maximal polytopes at a fixed time $t$ within a convex window $W\subset{\Bbb…

Arithmetic automata recognize infinite words of digits denoting decompositions of real and integer vectors. These automata are known expressive and efficient enough to represent the whole set of solutions of complex linear constraints…

Taking the convex hull of a curve is a natural construction in computational geometry. On the other hand, path signatures, central in stochastic analysis, capture geometric properties of curves, although their exact interpretation for…

The entropy of a random variable is well-known to equal the exponential growth rate of the volumes of its typical sets. In this paper, we show that for any log-concave random variable $X$, the sequence of the $\lfloor n\theta…

This paper studies system theoretic properties of the class of difference inclusions of convex processes. We will develop a framework considering eigenvalues and eigenvectors, weakly and strongly invariant cones, and a decomposition of…

In this paper we consider Harnack inequalities with respect to a symmetric $\alpha$-stable L\'evy process $X$ in $\mathbb{R}^d$, $\alpha \in (0,2)$, $d\geq 2$. We study the example from the article \cite{bg-sz-1}. There, the authors have…

The standard convex closed hull of a set is defined as the intersection of all images, under the action of a group of rigid motions, of a half-space containing the given set. In this paper we propose a generalisation of this classical…

We investigate measures of complexity of function classes based on continuity moduli of Gaussian and Rademacher processes. For Gaussian processes, we obtain bounds on the continuity modulus on the convex hull of a function class in terms of…

In this paper we study the spectral heat content for various L\'evy processes. We establish the asymptotic behavior of the spectral heat content for L\'{e}vy processes of bounded variation in $\mathbb{R}^{d}$, $d\geq 1$. We also study the…

Given a two-sided real-valued L\'evy process $(X_t)_{t \in \mathbb{R}}$, define processes $(L_t)_{t \in \mathbb{R}}$ and $(M_t)_{t \in \mathbb{R}}$ by $L_t := \sup\{h \in \mathbb{R} : h - \alpha(t-s) \le X_s \text{ for all } s \le t\} =…

Let X be a normed space. A subset A of X is approximately convex if $d(ta+(1-t)b,A) \le 1$ for all $a,b \in A$ and $t \in [0,1]$ where $d(x,A)$ is the distance of $x$ to $A$. Let $\Co(A)$ be the convex hull and $\diam(A)$ the diameter of…

In this note, as a particular case of a more general result, we obtain the following theorem: Let $\Omega\subseteq {\bf R}^n$ be a non-empty bounded open set and let $f:\overline {\Omega}\to {\bf R}^n$ be a continuous function which is…

Let $\xi_i$, $i\in \mathbb {N}$, be independent copies of a L\'{e}vy process $\{\xi(t),t\geq0\}$. Motivated by the results obtained previously in the context of the random energy model, we prove functional limit theorems for the process…

We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…

It was recently proven that the correlation function of the stationary version of a reflected L\'evy process is nonnegative, nonincreasing and convex. In another branch of the literature it was established that the mean value of the…

In this paper we investigate functions that are harmonic with respect to the non-symmetric strictly $\alpha$-stable L\'evy processes on an open set $D \in \mathbb{R}^d$. We obtain the explicit formula for their boundary decay rate at parts…

We study long time behavior of integrated trawl processes introduced by Barndorff-Nielsen. The trawl processes form a class of stationary infinitely divisible processes, described by an infinitely divisible random measure (L\'evy base) and…

The classical theorem of Wendel provides an exact formula for the probability that the convex hull of independent symmetrically distributed vectors in ${\mathbb R}^d$ contains the origin as long as the distributions of the vectors are…

We will prove that: (1) A symmetric free L\'evy process is unimodal if and only if its free L\'evy measure is unimodal; (2) Every free L\'evy process with boundedly supported L\'evy measure is unimodal in sufficiently large time. (2) is…

We study the convex hull of the first $n$ steps of a planar random walk, and present large-$n$ asymptotic results on its perimeter length $L_n$, diameter $D_n$, and shape. In the case where the walk has a non-zero mean drift, we show that…