Related papers: The Dickman subordinator, renewal theorems, and di…
We study the problem of computing the value function from a discretely-observed trajectory of a continuous-time diffusion process. We develop a new class of algorithms based on easily implementable numerical schemes that are compatible with…
Renewal theory is finding increasing applications in non-equilibrium statistical physics. One example relates the probability density and survival probability of a Brownian particle or an active run-and-tumble particle with stochastic…
We consider a renewal process with regularly varying stationary and weakly dependent steps, and prove that the steps made before a given time $t$, satisfy an interesting invariance principle. Namely, together with the age of the renewal…
Any renewal processes on $\mathbb{N}$ with a polynomial tail, with exponent $\alpha \in (0,1)$, has a non-trivial scaling limit, known as the $\alpha$-stable regenerative set. In this paper we consider Gibbs transformations of such renewal…
In this paper we study pseudo-processes related to odd-order heat-type equations composed with L\'evy stable subordinators. The aim of the article is twofold. We first show that the pseudo-density of the subordinated pseudo-process can be…
We consider the reversible adsorption of dimers on a regular lattice, where adsorption occurs on a finite fraction of sites selected randomly. By comparing this system to the pure system where all sites are available for adsorption, we show…
We consider a disordered asymmetric exclusion process in which randomly chosen sites do not conserve particle number. The model is motivated by features of many interacting molecular motors such as RNA polymerases. We solve the steady state…
In this paper, we apply Devroye inequality to study various statistical estimators and fluctuations of observables for processes. Most of these observables are suggested by dynamical systems. These applications concern the co-variance…
The diffraction of various random subsets of the integer lattice $\mathbb{Z}^{d}$, such as the coin tossing and related systems, are well understood. Here, we go one important step beyond and consider random point sets in $\mathbb{R}^{d}$.…
We perform conformal perturbation theory by marginal operators to first order. A suitable renormalization method is needed that makes the conformal invariance of the deformed correlation functions manifest. Combining the embedding space…
Asymptotics for Dickman's number theoretic function $\rho(u)$, as $u \rightarrow \infty$, were given de Bruijn and Alladi, and later in sharper form by Hildebrand and Tenenbaum. The perspective in these works is that of analytic number…
For a dynamical system, it is known that the existence of a Lyapunov-type density function, called Lyapunov density or Rantzer's density function, implies convergence of Lebesgue almost all solutions to an equilibrium. Using the duality…
It is known that Iterated Function Systems generated by orientation preserving homeomorphisms of the unit interval admit a unique invariant measure on $(0,1)$. The setup for this result is the positivity of Lyapunov exponents at both fixed…
In this paper the running average of a subordinator with a tempered stable distribution is considered. We investigate a family of previously unexplored infinite-activity subordinators induced by the probability distribution of the running…
Given a sequence of real numbers, we consider its subsequences converging to possibly different limits and associate to each of them an index of convergence which depends on the density of the associated subsequences. This index turns out…
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…
For discretisations of hyperbolic conservation laws, mimicking properties of operators or solutions at the continuous (differential equation) level discretely has resulted in several successful methods. While well-posedness for nonlinear…
In the self-assembly process which drives the formation of cellular membranes, micelles, and capsids, a collection of separated subunits spontaneously binds together to form functional and more ordered structures. In this work, we study the…
In this paper, we take a control-theoretic approach to answering some standard questions in statistical mechanics, and use the results to derive limitations of classical measurements. A central problem is the relation between systems which…
For a class of stochastic differential equations with reflection for which a certain ${\mathbb{L}}^p$ continuity condition holds with $p>1$, it is shown that any weak solution that is a strong Markov process can be decomposed into the sum…