Related papers: A Multiplier Related to Symmetric Stable Processes
We show how from an unique standard Poisson process we can build a family of processes that converges in law to a $d$-dimensional standard Brownian motion for any $d \ge 1$.
This paper presents some asymptotic results for statistics of Brownian semi-stationary (BSS) processes. More precisely, we consider power variations of BSS processes, which are based on high frequency (possibly higher order) differences of…
We define a generalized index of jump activity, propose estimators of that index for a discretely sampled process and derive the estimators' properties. These estimators are applicable despite the presence of Brownian volatility in the…
Analytical work probability distributions for open classical systems are scarce; they can only be calculated in a few examples. In this work, I present a new method to derive such quantities for weakly driven processes in the overdamped…
We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…
Schreiber and Yukich [Ann. Probab. 36 (2008) 363-396] establish an asymptotic representation for random convex polytope geometry in the unit ball $\mathbb{B}^d, d\geq2$, in terms of the general theory of stabilizing functionals of Poisson…
This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…
We first study a $d$-dimensional branching Brownian motion (BBM) among mild Poissonian obstacles, where a random trap field in $\mathbb{R}^d$ is created via a Poisson point process. The trap field consists of balls of fixed radius centered…
A commonly used approach to study stability in a complex system is by analyzing the Jacobian matrix at an equilibrium point of a dynamical system. The equilibrium point is stable if all eigenvalues have negative real parts. Here, by…
A harmonically trapped active Brownian particle exhibits two types of positional distributions -- one has a single peak, the other has a single well -- that signify steady-state dynamics with low and high activity, respectively. Adding…
In this paper we develop the theory of Fourier multiplier operators $T_{m}:L^{p}(\mathbb{R}^{d};X)\to L^{q}(\mathbb{R}^{d};Y)$, for Banach spaces $X$ and $Y$, $1\leq p\leq q\leq \infty$ and $m:\mathbb{R}^d\to \mathcal{L}(X,Y)$ an…
In this paper we estimate both the Hurst and the stable indices of a H-self-similar stable process. More precisely, let $X$ be a $H$-sssi (self-similar stationary increments) symmetric $\alpha$-stable process. The process $X$ is observed at…
This article considers Hamiltonian mechanical systems with potential functions admitting jump discontinuities. The focus is on accurate and efficient numerical approximations of their solutions, which will be defined via the laws of…
The non-equilibrium steady states emerging from stochastic resetting to a distribution is studied. We show that for a range of processes, the steady-state moments can be expressed as a linear combination of the moments of the distribution…
The purpose of the present paper is to establish explicit bounds on moderate deviation probabilities for a rather general class of geometric functionals enjoying the stabilization property, under Poisson input and the assumption of a…
In a recent work, P. Chen and E. M. Ouhabaz proved a $p$-specific $L^p$-spectral multiplier theorem for the Grushin operator acting on $\mathbb{R}^{d_1}\times\mathbb{R}^{d_2}$ which is given by \[ L =-\sum_{j=1}^{d_1} \partial_{x_j}^2 -…
We prove a boundary Harnack inequality for jump-type Markov processes on metric measure state spaces, under comparability estimates of the jump kernel and Urysohn-type property of the domain of the generator of the process. The result holds…
We present new sharp results concerning multipliers and distance estimates in various spaces of harmonic functions in the unit ball of $R^n$.
We consider the singular numbers of a certain explicit continuous-time Markov jump process on $\mathrm{GL}_N(\mathbb{Q}_p)$, which we argue gives the closest $p$-adic analogue of multiplicative Dyson Brownian motion. We do so by explicitly…
We consider the class of Piecewise Deterministic Markov Processes (PDMP), whose state space is $\R\_{+}^{*}$, that possess an increasing deterministic motion and that shrink deterministically when they jump. Well known examples for this…