Related papers: Sample path properties of permanental processes

Suppose $ E$ is a space with a null-recurrent Markov kernel $ P$. Furthermore, suppose there are infinite particles with variable weights on $ E$ performing a random walk following $ P$. Let $ X_{t}$ be a weighted functional of the position…

We investigate densities of vaguely continuous convolution semigroups of probability measures on $\mathbb{R}^d$. First, we provide results that give upper estimates in a situation when the corresponding jump measure is allowed to be highly…

For a class of one-dimensional determinantal point processes including those induced by orthogonal projections with integrable kernels satisfying a growth condition, it is proved that their conditional measures, with respect to the…

We consider a L\'evy driven continuous time moving average process $X$ sampled at random times which follow a renewal structure independent of $X$. Asymptotic normality of the sample mean, the sample autocovariance, and the sample…

We study solutions to $Lu=f$ in $\Omega\subset\mathbb R^n$, being $L$ the generator of any, possibly non-symmetric, stable L\'evy process. On the one hand, we study the regularity of solutions to $Lu=f$ in $\Omega$, $u=0$ in $\Omega^c$, in…

The paper studies properties of continuous time processes with spectrum degeneracy at a single point where their Fourier transforms vanish with a certain rate. It appears that these processes are linearly predictable in some weak sense,…

For a fixed right process $X$ we investigate those functions $u$ for which $u(X)$ is a quasimartingale. We prove that $u(X)$ is a quasimartingale if and only if $u$ is the dif- ference of two finite excessive functions. In particular, we…

Simulating a Gaussian process requires sampling from a high-dimensional Gaussian distribution, which scales cubically with the number of sample locations. Spectral methods address this challenge by exploiting the Fourier representation,…

Let $\alpha\in(0,2)$ and $d\in\mathbb{N}$. Consider the following stochastic differential equation (SDE) driven by $\alpha$-stable process in $\mathbb{R}^d$: $$ dX_t=b(X_t)dt+\sigma(X_{t-})d L^{\alpha}_t, \quad X_0=x\in\mathbb{R}^d, $$…

Permanental sequences with non-symmetric kernels that are generalization of the potentials of a Markov chain with state space $\{0,1/2, \ldots, 1/n,\ldots\}$ that was introduced by Kolmogorov, are studied. Depending on a parameter in the…

Let $\{X_i(t),t\ge0\}, 1\le i\le n$ be mutually independent centered Gaussian processes with almost surely continuous sample paths. We derive the exact asymptotics of $$ P\left(\exists_{t \in [0,T]} \forall_{i=1 ... n} X_i(t)> u \right) $$…

Let $\alpha(x)$ be a measurable function taking values in $ [\alpha_1,\alpha_2]$ for $0<\A_1\le \A_2<2$, and $\kappa(x,z)$ be a positive measurable function that is symmetric in $z$ and bounded between two positive constants. Under a…

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

In this article, we consider additive functionals $\zeta_t = \int_0^t f(X_s)\mathrm{d} s$ of a c\`adl\`ag Markov process $(X_t)_{t\geq 0}$ on $\mathbb{R}$. Under some general conditions on the process $(X_t)_{t\geq 0}$ and on the function…

In this paper, we establish Malliavin differentiability and absolute continuity for $\alpha, \beta$-doubly perturbed diffusion process with parameters $\alpha <1$ and $\beta <1$ such that $|\rho| < 1$, where $ \rho : =…

Let $(M,\tau)$ be a tracial von Neumann algebra with a separable predual and let $(\Omega, \mathbb{P})$ be a probability space. A bounded positive random linear operator on $L^1(M,\tau)$ is a map $\gamma : \Omega \times L^1(M,\tau) \to…

We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with…

We consider the following equations: \begin{equation*} \left\{\begin{array}{ll} (-\triangle)^{\alpha/2}u(x)=f(v(x)), \\ (-\triangle)^{\beta/2}v(x)=g(u(x)), &x \in R^{n},\\ u,v\geq 0, &x \in R^{n}, \end{array} \right. \end{equation*} for…

U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…

We describe the topology of superlevel sets of ($\alpha$-stable) L\'evy processes X by introducing so-called stochastic $\zeta$-functions, which are defined in terms of the widely used $\text{Pers}_p$-functional in the theory of persistence…