Related papers: The Dickman subordinator, renewal theorems, and di…
In this short article, we shall study one-dimensional local Dirichlet spaces. One result, which has its independent interest, is to prove that irreducibility implies the uniqueness of symmetrizing measure for right Markov processes. The…
We use the two-time scale subordination in order to describe dynamical processes in continuous media with a long-term memory. Our consideration touches two physical examples in detail. First we study a temporal evolution of the species…
Renewal process is a point process where an inter-event time between successive renewals is an independent and identically distributed random variable. Alternating renewal process is a dichotomous process and a slight generalization of the…
We present a relatively simple and mostly elementary proof of the L\'evy--Khintchine formula for subordinators. The main idea is to study the Poisson process time-changed by the subordinator. The technical tools used are conditional…
Working with Lieb's transfer matrix for the dimer model, we point out that the full set of dimer configurations may be partitioned into disjoint subsets (sectors) closed under the action of the transfer matrix. These sectors are labelled by…
In mathematical finance, Levy processes are widely used for their ability to model both continuous variation and abrupt, discontinuous jumps. These jumps are practically relevant, so reliable inference on the feature that controls jump…
We prove that any given function can be smoothly approximated by functions lying in the kernel of a linear operator involving at least one fractional component. The setting in which we work is very general, since it takes into account…
Renyi's "thinning" operation on a discrete random variable is a natural discrete analog of the scaling operation for continuous random variables. The properties of thinning are investigated in an information-theoretic context, especially in…
Time-changed stochastic processes have attracted great attention and wide interests due to their extensive applications, especially in financial time series, biology and physics. This paper pays attention to a special stochastic process,…
The paper is devoted to the problem of resonances in one-dimensional disordered systems. Some of the previous results are reviewed and a number of new ones is presented. These results pertain to different models (continuous as well as…
Based on a class of moderately interacting particle systems, we establish a quantitative approximation for density-dependent McKean-Vlasov SDEs and the corresponding nonlinear, nonlocal PDEs. The SDE is driven by both Brownian motion and…
A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…
In this paper, we consider directed polymers in random environment with long range jumps in discrete space and time. We extend to this case some techniques, results and classifications known in the usual short range case. However, some…
In dissipative dynamical systems phase space volumes contract, on average. Therefore, the invariant measure on the attractor is singular with respect to the Lebesgue measure. As noted by Ruelle, a generic perturbation pushes the state out…
Renewal processes with heavy-tailed power law distributed sojourn times are commonly encountered in physical modelling and so typical fluctuations of observables of interest have been investigated in detail. To describe rare events the rate…
In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the…
Time-dependent density functional theory is extended to include dissipative systems evolving under a master equation, providing a Hamiltonian treatment for molecular electronics. For weak electric fields, the isothermal conductivity is…
We introduce a novel method for solving density-based topology optimization problems: Sigmoidal Mirror descent with a Projected Latent variable (SiMPL). The SiMPL method (pronounced as ``the simple method'') optimizes a design using only…
In the present paper we consider Laplace deconvolution for discrete noisy data observed on the interval whose length may increase with a sample size. Although this problem arises in a variety of applications, to the best of our knowledge,…
We present a systematic treatment of scattering processes for quantum systems whose time evolution is discrete. We define and show some general properties of the scattering operator, in particular the conservation of quasi-energy which is…