Related papers: The Dickman subordinator, renewal theorems, and di…
We establish higher order approximations in the Dynkin--Lamperti theorem, a limit theorem for the distribution of a killed subordinator immediately before its first passage time over a fixed level. For this purpose, we also study asymptotic…
This paper introduces a generalization of the so-called space-fractional Poisson process by extending the difference operator acting on state space present in the associated difference-differential equations to a much more general form. It…
Recent results have lead to substantial progress in understanding the role of disorder in the (de)localization transition of polymer pinning models. Notably, there is an understanding of the crucial issue of disorder relevance and…
Let $\{Z_k\}_{k\geqslant 1}$ denote a sequence of independent Bernoulli random variables defined by ${\mathbb P}(Z_k=1)=1/k=1-{\mathbb P}(Z_k=0)$ $(k\geqslant 1)$ and put $T_n:=\sum_{1\leqslant k\leqslant n}kZ_k$. It is then known that…
The problem of replacing an integral norm with respect to a given probability measure by the corresponding integral norm with respect to a discrete measure is discussed in the paper. The above problem is studied for elements of finite…
This paper discusses semiparametric inference on hypotheses on the cointegration and the attractor spaces for $I(1)$ linear processes with moderately large cross-sectional dimension. The approach is based on empirical canonical correlations…
Combinatorial Levy processes evolve on general state spaces of countable combinatorial structures. In this setting, the usual Levy process properties of stationary, independent increments are defined in an unconventional way in terms of the…
We discuss the equilibrium of a single collective variable characterizing a finite set of coupled, noisy, bistable systems as the noise strength, the size and the coupling parameter are varied. We identify distinct regions in parameter…
We consider disordered systems of directed polymer type, for which disorder is so-called marginally relevant. These include the usual (short-range) directed polymer model in dimension (2+1), the long-range directed polymer model with Cauchy…
We consider $k$-dimensional discrete-time systems of the form $x_{n+1}=F(x_n,\ldots,x_{n-k+1})$ in which the map $F$ is continuous and monotonic in each one of its arguments. We define a partial order on $\mathbb{R}^{2k}_+$, compatible with…
Extensions of Kemeny's constant, as derived for irreducible finite Markov chains in discrete time, to Markov renewal processes and Markov chains in continuous time are discussed. Three alternative Kemeny's functions and their variants are…
We consider Kingman's partition structures which are regenerative with respect to a general operation of random deletion of some part. Prototypes of this class are the Ewens partition structures which Kingman characterised by regeneration…
We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…
Subordinate diffusions are constructed by time changing diffusion processes with an independent L\'{e}vy subordinator. This is a rich family of Markovian jump processes which exhibit a variety of jump behavior and have found many…
By considering special sampling of discrete scale invariant (DSI) processes we provide a sequence which is in correspondence to multi-dimensional self-similar process. By imposing Markov property we show that the covariance functions of…
In this paper we present results on asymptotic characteristics of multivariate function classes in the uniform norm. Our main interest is the approximation of functions with mixed smoothness parameter not larger than $1/2$. Our focus will…
We study weak convergence of a sequence of point processes to a scale-invariant simple point process. For a deterministic sequence $(z_n)_{n\in\mathbb{N}}$ of positive real numbers increasing to infinity as $n \to \infty$ and a sequence…
Error bounds are derived for sampling and estimation using a discretization of an intrinsically defined Langevin diffusion with invariant measure $\text{d}\mu_\phi \propto e^{-\phi} \mathrm{dvol}_g $ on a compact Riemannian manifold. Two…
In this paper, we prove some new thickness theorems with partial derivatives. We give some applications. First, we give a simple criterion that can judge whether two scaled Cantor sets have non-empty intersection. Second, we prove under…
We identify the stochastic processes associated with one-sided fractional partial differential equations on a bounded domain with various boundary conditions. This is essential for modelling using spatial fractional derivatives. We show…