Related papers: Functional Laws for Trimmed Levy Processes

We study the problem of finding flows in undirected graphs so as to minimize the weighted $p$-norm of the flow for any $p > 1$. When $p=2$, the problem is that of finding an electrical flow, and its dual is equivalent to solving a Laplacian…

In this paper, we study the cut-off phenomenon under the total variation distance of $d$-dimensional Ornstein-Uhlenbeck processes which are driven by L\'evy processes. That is to say, under the total variation distance, there is an abrupt…

We establish a large deviation principle for the trajectories of Wiener processes subject to random resets to the origin occurring according to a Poisson process. In addition to the pathwise large deviation principle, we identify the rate…

In this article, we introduce a new variable selection technique through trimming for finite mixture of regression models. Compared to the traditional variable selection techniques, the new method is robust and not sensitive to outliers.…

In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…

In this work we derive limit theorems for trawl processes. First,we study the asymptotic behaviour of the partial sums of the discretized trawl process $(X_{i\Delta_{n}})_{i=0}^{\lfloor nt\rfloor-1}$, under the assumption that as…

We consider a modulated process S which, conditional on a background process X, has independent increments. Assuming that S drifts to -infinity and that its increments (jumps) are heavy-tailed (in a sense made precise in the paper), we…

By killing a stable L\'{e}vy process when it leaves the positive half-line, or by conditioning it to stay positive, or by conditioning it to hit 0 continuously, we obtain three different positive self-similar Markov processes which…

We consider a system consisting of a planar random walk on a square lattice, submitted to stochastic elementary local deformations. Depending on the deformation transition rates, and specifically on a parameter $\eta$ which breaks the…

Skorokhod's J1 and M1 topologies are standard tools in proving limit theorems for stochastic processes. Motivated by applications, we extend these topologies so that they are capable of describing the convergence of a sequence of functions…

We consider dynamical systems on a finite measure space fulfilling a spectral gap property and Birkhoff sums of a non-negative, non-integrable observable. For such systems we generalize strong laws of large numbers for intermediately…

Functional lifting methods provide a tool for approximating solutions of difficult non-convex problems by embedding them into a larger space. In this work, we investigate a mathematically rigorous formulation based on embedding into the…

In recent studies the truncated Levy process (TLP) has been shown to be very promising for the modeling of financial dynamics. In contrast to the Levy process, the TLP has finite moments and can account for both the previously observed…

We introduce a stochastic version of Gubinelli's sewing lemma, providing a sufficient condition for the convergence in moments of some random Riemann sums. Compared with the deterministic sewing lemma, adaptiveness is required and the…

Sampling-based motion planning techniques have emerged as an efficient algorithmic paradigm for solving complex motion planning problems. These approaches use a set of probing samples to construct an implicit graph representation of the…

For one-dimensional symmetric L\'{e}vy processes, which hit every point with positive probability, we give sharp bounds for the tail function of the first hitting time of B which is either a single point or an interval. The estimates are…

We consider the problem of robustifying high-dimensional structured estimation. Robust techniques are key in real-world applications which often involve outliers and data corruption. We focus on trimmed versions of structurally regularized…

Temporal logic is a concise way of specifying complex tasks. But motion planning to achieve temporal logic specifications is difficult, and existing methods struggle to scale to complex specifications and high-dimensional system dynamics.…

Let {X_{t_1,t_2}: t_1,t_2 >= 0} be a two-parameter L\'evy process on R^d. We study basic properties of the one-parameter process {X_{x(t),y(t)}: t \in T} where x and y are, respectively, nondecreasing and nonincreasing nonnegative…

We examine the regenerative cutting process by using a single degree of freedom non-smooth model with a friction component and a time delay term. Instead of the standard Lyapunov exponent calculations, we propose a statistical 0-1 test…