Related papers: Levy-Steinitz for countable sets of series
A permutation sequence is said to be convergent if the density of occurrences of every fixed permutation in the elements of the sequence converges. We prove that such a convergent sequence has a natural limit object, namely a Lebesgue…
We consider a process $Z$ on the real line composed from a L\'evy process and its exponentially tilted version killed with arbitrary rates and give an expression for the joint law of $Z$ seen from its supremum, the supremum $\overline Z$…
We propose stochastic $N$-component synchronization models $(x_{1}(t),...,x_{N}(t))$, $x_{j}\in\mathbb{R}^{d}$, $t\in\mathbb{R}_{+}$, whose dynamics is described by Levy processes and synchronizing jumps. We prove that symmetric models…
We introduce two new partial orders on the standard Young tableaux of a given partition shape, in analogy with the strong and weak Bruhat orders on permutations. Both posets are ranked by the major index statistic offset by a fixed shift.…
The Marcinkiewicz--Zygmund theorem is a fundamental result in probability theory that establishes rates of convergence in the strong law of large numbers (SLLN). Although numerous extensions have been developed for dependent sequences, many…
By a theorem of Strassmann, a non-zero convergent power series in one variable over a complete non-Archimedean field has finitely many zeros, with an explicit bound on their number. We generalize this result to convergent power series in…
The Generalized Central Limit Theorem is a remarkable generalization of the Central Limit Theorem, showing that the sum of a large number of independent, identically-distributed (i.i.d) random variables with infinite variance may converge…
For probability measures on a complete separable metric space, we present sufficient conditions for the existence of a solution to the Kantorovich transportation problem. We also obtain sufficient conditions (which sometimes also become…
Conditioning Markov processes to avoid a set is a classical problem that has been studied in many settings. In the present article we study the question if a Levy process can be conditioned to avoid an interval and, if so, the path behavior…
We study convergence almost everywhere of sequences of Schr\"odinger means. We also replace sequences by uncountable sets.
In this paper we prove a sharp quantitative version of the Kendall's Theorem. The Kendal Theorem states that under some mild conditions imposed on a probability distribution on positive integers (i.e. probabilistic sequence) one can prove…
Considering the sets of subsums of series (or achievement sets) we show that for conditionally convergent series the multidimensional case is much more complicated than that of the real line. Although we are far from the full topological…
Yes it does ! Indeed an extended version of Levinson's theorem is proposed for a system involving complex eigenvalues. The perturbed system corresponds to a realization of the Schroedinger operator with inverse square potential on the…
We extend to the matrix setting a recent result of Srivastava-Vershynin about estimating the covariance matrix of a random vector. The result can be in- terpreted as a quantified version of the law of large numbers for positive…
In this note, we present a characterization of sets definable in Skolem arithmetic, i.e., the first-order theory of natural numbers with multiplication. This characterization allows us to prove the decidability of the theory. The idea is…
Consider a reflected jump-diffusion on the positive half-line. Assume it is stochastically ordered. We apply the theory of Lyapunov functions and find explicit estimates for the rate of exponential convergence to the stationary…
We give rates of convergence in the strong invariance principle for stationary sequences satisfying some projective criteria. The conditions are expressed in terms of conditional expectations of partial sums of the initial sequence. Our…
A representation theorem for continuous, SL(n) covariant vector-valued valuations on Orlicz spaces is established. Such valuations are uniquely characterized as moment vectors.
We prove a new theorem on additive Levy processes and show that this theorem implies several proved theorems and a hard conjectured theorem.
We establish a connection between the scattering inverse problem and the determination of the distribution of the position of the Levy process at the exit time of a bounded interval in term of its Levy exponent.