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Markov-modulated L\'evy processes with two different regimes of restarting are studied. These regimes correspond to the completely renewed process and to the process of Markov modulation, accompanied by jumps. We give explicit expressions…

Probability · Mathematics 2018-11-26 Nikita Ratanov

With a view to computing fluctuation identities related to stable processes, we review and extend the class of hypergeometric L\'evy processes explored in Kuznetsov and Pardo (arXiv:1012.0817). We give the Wiener-Hopf factorisation of a…

Probability · Mathematics 2021-01-22 A. E. Kyprianou , J. C. Pardo , A. R. Watson

We present a fairly new and comprehensive approach to the study of stationary flows of the Korteweg-de Vries hierarchy. They are obtained by means of a double restriction process from a dynamical system in an infinite number of variables.…

Exactly Solvable and Integrable Systems · Physics 2009-09-25 Gregorio Falqui , Franco Magri , Marco Pedroni , Jorge P. Zubelli

Finding the transient and steady state properties of open quantum systems is a central problem in various fields of quantum technologies. Here, we present a quantum-assisted algorithm to determine the steady states of open system dynamics.…

Let $Y$ be a symmetric Borel right process with locally compact state space $T\subseteq R^{1}$ and potential densities $u(x,y)$ with respect to some $\sigma$-finite measure on $T$. Let $g$ and $f$ be finite excessive functions for $ Y$. Set…

Probability · Mathematics 2023-02-22 Michael B. Marcus , Jay Rosen

We introduce a countable collection of positivity classes for Hermitian symmetric functions on a complex manifold, and establish their basic properties. We study a related notion of stability. The first main result shows that, if the…

Complex Variables · Mathematics 2007-05-23 John P. D'Angelo , Dror Varolin

In this paper we present the asymptotic analysis of the realised quadratic variation for multivariate symmetric $\beta$-stable L\'evy processes, $\beta \in (0,2)$, and certain pure jump semimartingales. The main focus is on derivation of…

Probability · Mathematics 2021-05-07 Johannes Heiny , Mark Podolskij

We explicitly calculate the Hausdorff dimension of the graph and range of an isotropic stable L\'{e}vy process $X$ plus deterministic drift function $f$. For that purpose we use a restricted version of the genuine Hausdorff dimension which…

Probability · Mathematics 2024-07-16 Peter Kern , Leonard Pleschberger

We consider the generalized Korteweg-de Vries (gKdV) equation $\partial_t u+\partial_x^3u+\mu\partial_x(u^{k+1})=0$, where $k>4$ is an integer number and $\mu=\pm1$. We give an alternative proof of the Kenig, Ponce, and Vega result in…

Analysis of PDEs · Mathematics 2012-04-26 Luiz Gustavo Farah , Ademir Pastor

We consider a multivariate L\'evy process where the first coordinate is a L\'evy process with no negative jumps which is not a subordinator and the others are nondecreasing. We determine the Laplace-Stieltjes transform of the steady-state…

Probability · Mathematics 2020-11-25 Offer Kella , Onno Boxma

Double forms are sections of the vector bundles $\Lambda^{k}T^*\mathcal{M}\otimes \Lambda^{m}T^*\mathcal{M}$, where in this work $(\mathcal{M},\mathfrak{g})$ is a compact Riemannian manifold with boundary. We study graded second-order…

Analysis of PDEs · Mathematics 2021-12-28 Raz Kupferman , Roee Leder

In this paper, we prove the boundedness of matrix Hausdorff operators and rough Hausdorff operators in the two weighted Herz-type Hardy spaces associated with both power weights and Muckenhoupt weights. By applying the fact that the…

Classical Analysis and ODEs · Mathematics 2018-08-14 Nguyen Minh Chuong , Dao Van Duong , Kieu Huu Dung

We study the fixed point problem for a system of multivariate operators that are coordinate-wise monotone (i.e., nondecreasing or nonincreasing in each of the variables, independently), in the setting of quasi-ordered sets. We show that…

General Topology · Mathematics 2012-09-03 Mircea-Dan Rus

The goal of this paper is to construct ergodic estimators for the parameters in the double exponential Ornstein-Uhlenbeck process, observed at discrete time instants with time step size h. The existence and uniqueness, the strong…

Statistics Theory · Mathematics 2021-11-19 Yaozhong Hu , Neha Sharma

The aim of this work is to derive a symbol calculus on $L^2(\mathbb{R}^n)$ for multidimensional Hausdorff operators. Two aspects of this activity result in two almost independent parts. While throughout the perturbation matrices are…

Functional Analysis · Mathematics 2023-07-21 E. Liflyand , A. Mirotin

For every $k \geq 2$ we construct infinitely many $4k$-dimensional manifolds that are all stably diffeomorphic but pairwise not homotopy equivalent. Each of these manifolds has hyperbolic intersection form and is stably parallelisable. In…

Geometric Topology · Mathematics 2024-07-24 Anthony Conway , Diarmuid Crowley , Mark Powell , Joerg Sixt

A supersymmetric breaking procedure for N=1 Super KdV, preserving the positivity of the hamiltonian as well as the existence of solitonic solutions, is implemented. The resulting integrable system is shown to have nice stability properties.

Mathematical Physics · Physics 2013-11-11 A. Restuccia , A. Sotomayor

Following Hausel-Hitchin, we investigate core Lagrangians and upward flows in Hilbert schemes of points on elliptic surfaces. We compute the scheme-theoretic multiplicities of core Lagrangians, as well as the equivariant multiplicities of…

Algebraic Geometry · Mathematics 2026-05-20 Alexandre Minets , Filip Živanović

In the present paper, we characterize the nonnegative functions $\varphi$ for which the multi-parameter Hausdorff operator $\mathcal H_\varphi$ generated by $\varphi$ is bounded on the multi-parameter Hardy space $H^1(\mathbb…

Classical Analysis and ODEs · Mathematics 2017-12-14 Duong Quoc Huy , Luong Dang Ky

Let V be a linear subspace of M_n(C) which contains the identity matrix and is stable under the formation of Hermitian adjoints. We prove that if n is sufficiently large then there exists a rank k orthogonal projection P such that dim(PVP)…

Operator Algebras · Mathematics 2016-01-14 Nik Weaver