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Let $\{X_n,n\ge1\}$ be a sequence of independent and identically distributed random variables, taking non-negative integer values, and call $X_n$ a $\delta$-record if $X_n>\max\{X_1,...,X_{n-1}\}+\delta$, where $\delta$ is an integer…

Let $T$ be an underlying space with a non-atomic measure $\sigma$ on it. In [{\it Comm.\ Math.\ Phys.}\ {\bf 292} (2009), 99--129] the Meixner class of non-commutative generalized stochastic processes with freely independent values,…

We consider a general piecewise deterministic Markov process (PDMP) $X=\{X_t\}_{t\geqslant 0}$ with measure-valued generator $\mathcal{A}$, for which the conditional distribution function of the inter-occurrence time is not necessarily…

As is known, a process of form $\int_0^t\eta_sd\langle B\rangle_s-\int_0^t2G(\eta_s)ds$, $\eta\in M^1_G(0,T)$, is a non-increasing $G$-martingale. In this paper, we shall show that a non-increasing $G$-martingale could not be form of…

A function on a discrete group is weakly combable if its discrete derivative with respect to a combing can be calculated by a finite state automaton. A weakly combable function is bicombable if it is Lipschitz in both the left and right…

For a symmetric $\alpha$-stable process $X$ on $\RR^n$ with $0<\alpha <2$, $n\geq 2$ and a domain $D \subset \RR^n$, let $L^D$ be the infinitesimal generator of the subprocess of $X$ killed upon leaving $D$. For a Kato class function $q$,…

An $\al$-permanental process $\{X_{ t},t\in T \}$ is a stochastic process determined by a kernel $K=\{K(s,t),s,t\in T \}$, with the property that for all $t_{1},\ldots,t_{n}\in T $, $ |I+K( t_{1},\ldots,t_{n}) S|^{- \al} $ is the Laplace…

Let $\Omega\in L^1{({\mathbb S^{n-1}})}$, be a function of homogeneous of degree zero, and $M_\Omega$ be the Hardy-Littlewood maximal operator associated with $\Omega$ defined by $M_\Omega(f)(x) =…

Let $ \nu $ be a probability distribution over the linear semi-group $ \mathrm{End}(E) $ for $ E $ a finite dimensional vector space over a locally compact field. We assume that $ \nu $ is proximal, strongly irreducible and that $…

We consider a second order differential operator $\mathscr{A}$ on an (typically unbounded) open and Dirichlet regular set $\Omega\subset \mathbb{R}^d$ and subject to nonlocal Dirichlet boundary conditions of the form \[ u(z) = \int_\Omega…

Let $Q (z)$ be a holomorphic Hecke cusp newform of square-free level and $u_j (z)$ traverse an orthonormal basis of Hecke--Maass cusp forms of full level. Let $1/4 + t_j^2$ be the Laplace eigenvalue $u_j (z)$. In this paper, we prove that…

We consider strongly degenerate parabolic operators of the form \[ \mathcal{L}:=\nabla_X\cdot(A(X,Y,t)\nabla_X)+X\cdot\nabla_Y-\partial_t \] in unbounded domains \[ \Omega=\{(X,Y,t)=(x,x_{m},y,y_{m},t)\in\mathbb R^{m-1}\times\mathbb…

We prove that self-similar measures on the real line are absolutely continuous for almost all parameters in the super-critical region, in particular confirming a conjecture of S-M. Ngai and Y. Wang. While recently there has been much…

We investigate the $x\log x$ condition for a general (Crump--Mode--Jagers) multi-type branching process with a general type space by constructing a size-biased population measure that relates to the ordinary population measure via an…

Let $\Omega$ be homogeneous of degree zero, have vanishing moment of order one on the unit sphere $\mathbb {S}^{d-1}$($d\ge 2$). In this paper, our object of investigation is the following rough non-standard singular integral operator…

Given a probability measure $\mu$ on the real line, there exists a semigroup $\mu_t$ with real parameter $t>1$ which interpolates the discrete semigroup of measures $\mu_n$ obtained by iterating its free convolution. It was shown in…

We study fermions at quantum criticality with extremely retarded interactions of the form $V(\omega_l)=(g/|\omega_l|)^\gamma$, where $\omega_l$ is the transferred Matsubara frequency. This system undergoes a normal-superconductor phase…

Let $X=(X_t, t\geq 0)$ be a superprocess in a random environment described by a Gaussian noise $W^g=\{W^g(t,x), t\geq 0, x\in \mathbb{R}^d\}$ white in time and colored in space with correlation kernel $g(x,y)$. We show that when $d=1$,…

Let $G\cong\mathbb{R}^{d} \ltimes \mathbb{R}$ be a finite-dimensional two-step nilpotent group with the group multiplication $(x,u)\cdot(y,v)\rightarrow(x+y,u+v+x^{T}Jy)$ where $J$ is a skew-symmetric matrix satisfying a degeneracy…

For an infinite system of particles arriving in and departing from a habitat $X$ -- a locally compact Polish space with a positive Radon measure $\chi$ -- a Markov process is constructed in an explicit way. Along with its location $x\in X$,…