Related papers: A Multiplier Related to Symmetric Stable Processes
Given a smooth bump function, we consider the multiplier formed by taking the linear combination of the translations of the bump function and the corresponding bilinear Fourier multiplier operator. Under certain condition on the bump…
We present a multiplier theorem on anisotropic Hardy spaces. When $m$ satisfies the anisotropic, pointwise Mihlin condition, we obtain boundedness of the multiplier operator $T_m : H_A^p (\mathbb{R}^n) \rightarrow H_A^p (\mathbb{R}^n)$, for…
The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for…
In this work, the multiplier method is extended to obtain a general lower bound of the exponential decay rate in terms of the physical parameters for port-Hamiltonian systems in one space dimension with boundary dissipation. The physical…
In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent result of Li, Leung and Rakesh concerning the exact convergence rate in the one-dimensional case. Our methods are different and mainly…
In this paper, we propose a distributed computing approach to solving large-scale robust stability problems on the simplex. Our approach is to formulate the robust stability problem as an optimization problem with polynomial variables and…
Statistically self-similar measures on $[0,1]$ are limit of multiplicative cascades of random weights distributed on the $b$-adic subintervals of $[0,1]$. These weights are i.i.d, positive, and of expectation $1/b$. We extend these cascades…
In this article we use Littlewood-Paley-Stein theory to prove two versions of Dunkl multiplier theorem when the multiplier $ m $ satisfies a modified H\"ormander condition. When $ m $ is radial we give a simple proof of a known result. For…
We present a novel procedure where a stationary point process is regularized through the convolution with a continuous random field with stationary increments, in the sense that the dependency between distant points is weakened; and the…
This work focuses on stability analysis of numerical solutions to jump diffusions and jump diffusions with Markovian switching. Due to the use of Poisson processes, using asymptotic expansions as in the usual approach of treating diffusion…
This paper considers a simulation-based estimator for a general class of Markovian processes and explores some strong consistency properties of the estimator. The estimation problem is defined over a continuum of invariant distributions…
We study the jump phenomenon present in the forced asymmetric Duffing oscillator using the known steady-state asymptotic solution. The major result is the computation of the jump manifold, which encodes global information about all possible…
We study the positive recurrence of multi-dimensional birth-and-death processes describing the evolution of a large class of stochastic systems, a typical example being the randomly varying number of flow-level transfers in a…
We present an exact solution for one-dimensional overdamped dynamics near a hard wall, allowing us to connect steady-state distributions under confinement with the extreme value statistics of unconfined stochastic processes. This mapping…
For any 0 < alpha <2, a truncated symmetric alpha-stable process is a symmetric Levy process in R^d with a Levy density given by c|x|^{-d-alpha} 1_{|x|< 1} for some constant c. In this paper we study the potential theory of truncated…
We consider the problem of an harmonic oscillator coupled to a scalar field in the framework of recently introduced dressed coordinates. We compute all the probabilities associated with the decay process of an excited level of the…
Symmetric heavily tailed random walks on $Z^d, d\geq 1,$ are considered. Under appropriate regularity conditions on the tails of the jump distributions, global (i.e., uniform in $x,t, |x|+t\to\infty,$) asymptotic behavior of the transition…
We consider a ranking and selection (R&S) problem with the goal to select a system with the largest or smallest expected performance measure among a number of simulated systems with a pre-specified probability of correct selection. Fully…
In this paper, we focus on the scaling-limit of the random potential $\beta$ associated with the Vertex Reinforced Jump Process (VRJP) on one-dimensional graphs. Moreover, we give a few applications of this scaling-limit. By considering a…
In the present work we study classifiers' decision boundaries via Brownian motion processes in ambient data space and associated probabilistic techniques. Intuitively, our ideas correspond to placing a heat source at the decision boundary…