Related papers: Asymptotic behaviour and estimates of slowly varyi…
We show on- and off-diagonal upper estimates for the transition densities of symmetric Levy and Levy-type processes. To get the an-diagonal estimates we prove a Nash type inequality for the related Dirichlet form. For the off-diagonal…
We study recurrence and transience for L\'{e}vy processes induced by topological transformation groups. In particular the transience-recurrence dichotomy in terms of potential measures is established and transience is shown to be equivalent…
We consider high frequency samples from ergodic L\'evy driven stochastic differential equation (SDE) with drift coefficient $a(x,\alpha)$ and scale coefficient $c(x,\gamma)$ involving unknown parameters $\alpha$ and $\gamma$. We suppose…
We study the small-scale asymptotic behaviour of the cosmic density-fluctuation power spectrum in the Zel'dovich approximation. For doing so, we extend Laplace's method in arbitrary dimensions and use it to prove that this power spectrum…
We prove explicit and sharp two-sided estimates for the transition density of the Langevin process with quadratic potential, killed outside of the position interval (0,1). The long-time asymptotics of this transition density are also…
We study quantum Dirichlet forms and the associated symmetric quantum Markov semigroups on noncommutative $L^2$ spaces. It is known from the work of Cipriani and Sauvageot that these semigroups induce a first order differential calculus,…
The asymptotic normality in multi-dimension of the nonparametric estimator of the transition probabilities of a Markov renewal chain is proved, and is applied to that of other nonparametric estimators involved with the associated…
In this paper, we discuss estimates on transition densities for subordinators, which are global in time. We establish the sharp two-sided estimates on the transition densities for subordinators whose L\'evy measures are absolutely…
The problem of existence and uniqueness of absolutely continuous invariant measures for a class of piecewise deterministic Markov processes is investigated using the theory of substochastic semigroups obtained through the Kato--Voigt…
We prove that topologically generic orbits of C0 transitive and non-uniquely ergodic dynamical systems, exhibit an extremely oscillating asymptotical statistics. Precisely, the minimum weak* compact set of invariant probabilities, that…
We present an asymptotic analysis of the Verblunsky coefficients for the polynomials orthogonal on the unit circle with the varying weight $e^{-nV(\cos x)}$, assuming that the potential $V$ has four bounded derivatives on $[-1,1]$ and the…
We address estimation of parametric coefficients of a pure-jump L\'evy driven univariate stochastic differential equation (SDE) model, which is observed at high frequency over a fixed time period. It is known from the previous study Masuda…
We establish (i) stability of Lyapunov exponents and (ii) convergence in probability of Oseledets spaces for semi-invertible matrix cocycles, subjected to small random perturbations. The first part extends results of Ledrappier and Young to…
We consider a general d-dimensional Levy-type process with killing. Combining the classical Dyson series approach with a novel polynomial expansion of the generator A(t) of the Levy-type process, we derive a family of asymptotic…
This paper considers the effect of least squares procedures for nearly unstable linear time series with strongly dependent innovations. Under a general framework and appropriate scaling, it is shown that ordinary least squares procedures…
In this paper, we study the asymptotic behavior for multi-scale stochastic differential equations driven by L\'evy processes. The optimal strong convergence order 1/2 is obtained by studying the regularity estimates for the solution of…
There exist only a few known examples of subordinators for which the transition probability density can be computed explicitly along side an expression for its L\'evy measure and Laplace exponent. Such examples are useful in several areas…
Our goal is to find asymptotic formulas for orthonormal polynomials $P_{n}(z)$ with the recurrence coefficients slowly stabilizing as $n\to\infty$. To that end, we develop spectral theory of Jacobi operators with long-range coefficients and…
The basic aim of this paper is to study asymptotic properties of the convolution powers K^(n) = K * K * ... * K of a possibly non-symmetric probability density K on a locally compact, compactly generated group G. If K is centered, we show…
We study the asymptotic behavior of the trajectory of a nonautonomous evolution equation governed by a quasi-nonexpansive operator in Hilbert spaces. We prove the weak convergence of the trajectory to a fixed point of the operator by…