Related papers: On multiplier processes under weak moment assumpti…

In the paper we pursue the analysis from the section 5 of the Talagrand's paper "Sample boundedness of stochastic processes under increment conditions." Ann. Probab. 18, No. 1, 1-49. In particular we give the proof of some Sobolev…

We give conditions for when two Euler products are the same given that they satisfy a functional equation and their coefficients are not too large and do not differ from each other by too much. Additionally, we prove a number of…

A unit root test is proposed for time series with a general nonlinear deterministic trend component. It is shown that asymptotically the pooled OLS estimator of overlapping blocks filters out any trend component that satisfies some…

We study conditions under which integer sequences with independent, identically distributed gaps are asymptotically $k$-complete, meaning that every sufficiently large integer can be represented as the sum of exactly $k$ distinct elements…

Let g be a complex semi-simple Lie algebra and g be a semisimple subalgebra of g. Consider the branching problem of decomposing the simple g-representations V as a sum of simple grepresentations V. When g = g x g, it is the tensor product…

The asymptotic behavior of the implied volatility associated with a general call pricing function has been extensively studied in the last decade. The main topics discussed in this paper are Lee's moment formulas for the implied volatility,…

Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…

Let $\{(X_t)_{t\geq 0}, \mathbb{P}_{\delta_x}, x\in E\}$ be a supercritical branching Markov process (which is not necessary symmetric) on a locally compact metric measure space $(E,\mu)$ with spatially dependent local branching mechanism.…

We consider the weakly coupled elliptic system of logistic type, \begin{equation}\label{LS} \begin{cases} -\Delta u &=\lambda_1 u- |u|^{p-2}u+ \beta |u|^{\frac{p}{2}-2}u |v|{^{\frac{p}{2}-1}}v\mbox{ in }\Omega, -\Delta v & =\lambda_2 v-…

Using Lamperti's relationship between L\'{e}vy processes and positive self-similar Markov processes (pssMp), we study the weak convergence of the law $\mathbb{P}_x$ of a pssMp starting at $x>0$, in the Skorohod space of c\`{a}dl\`{a}g…

We study the small deviation problem $\log\mathbb{P}(\sup_{t\in[0,1]}|X_t|\leq\varepsilon)$, as $\varepsilon\to0$, for general L\'{e}vy processes $X$. The techniques enable us to determine the asymptotic rate for general real-valued…

Given a c\`adl\`ag process $X$ on a filtered measurable space, we construct a version of its semimartingale characteristics which is measurable with respect to the underlying probability law. More precisely, let $\mathfrak{P}_{sem}$ be the…

Let $\{X_i\}$ be a sequence of independent identically distributed random variables with an intermediate regularly varying (IR) right tail $\bar{F}$. Let $(N, C_1, ..., C_N)$ be a nonnegative random vector independent of the $\{X_i\}$ with…

This is a continuation of the earlier work \cite{SSS} to characterize stationary unitary increment Gaussian processes. The earlier assumption of uniform continuity is replaced by weak continuity and with a technical assumption on the domain…

This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…

In this article, we consider a stationary array $(X_{j,n})_{1 \leq j \leq n, n \geq 1}$ of random variables with values in $\bR \verb2\2 \{0\}$ (which satisfy some asymptotic dependence conditions), and the corresponding sequence…

We consider random switching between finitely many vector fields leaving positively invariant a compact set. Recently, Li, Liu and Cui showed that if one the vector fields has a globally asymptotically stable (G.A.S.) equilibrium from which…

In this paper, we study the restricted isometry property of partial random circulant matrices. For a bounded subgaussian generator with independent entries, we prove that the partial random circulant matrices satisfy $s$-order RIP with high…

Laws of the iterated logarithm of "limsup" type are studied for multi-dimensional selfsimilar processes $\{X(t)\}$ with independent increments having exponent $H$. It is proved that, for any positive increasing function $g(t)$ with…

We give an extension of a criterion of van der Corput on uniform distribution of sequences. Namely, we prove that a sequence $x_n$ is uniformly distributed modulo 1 if it is weakly monotonic and satisfies the conditions $\Delta^2x_n\to…