Related papers: On Adjoint Additive Processes

Consider a stable L\'evy process $X=(X_t,t\geq 0)$ and let $T_x$, for $x>0$, denote the first passage time of $X$ above the level $x$. In this work, we give an alternative proof of the absolute continuity of the law of $T_x$ and we obtain a…

Sensitivity analysis, especially adjoint based sensitivity analysis, is a powerful tool for engineering design which allows for the efficient computation of sensitivities with respect to many parameters. However, these methods break down…

Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…

We prove asymptotic behaviour of transition density for a large class of spectrally one-sided L\'evy processes of unbounded variation satisfying mild condition imposed on the second derivative of the Laplace exponent, or equivalently, on…

Positively (resp. negatively) associated point processes are a class of point processes that induce attraction (resp. inhibition) between the points. As an important example, determinantal point processes (DPPs) are negatively associated.…

In this paper we consider the Moreau's sweeping processes driven by a time dependent prox-regular set $C(t)$ which is continuous in time with respect to the asymmetric distance $e$ called the excess, defined by $e(A,B) := \sup_{x \in A}…

We study the nonparametric estimation of the jump density of a compound Poisson process from the discrete observation of one trajectory over $[0,T]$. We consider the microscopic regime when the sampling rate $\Delta=\Delta_T\rightarrow0$ as…

The rate at which dependencies between future and past observations decay in a random process may be quantified in terms of mixing coefficients. The latter in turn appear in strong laws of large numbers and concentration of measure results…

The additivity principle allows a calculation of current fluctuations and associated density profiles in large diffusive systems. In order to test its validity in the weakly asymmetric exclusion process with open boundaries, we use a…

Many natural and artificial systems whose range of interaction is long enough are known to exhibit (quasi)stationary states that defy the standard, Boltzmann-Gibbs statistical mechanical prescriptions. For handling such anomalous systems…

Let $(\xi,\eta)$ be a bivariate L\'evy process such that the integral $\int\_0^\infty e^{-\xi\_{t-}} d\eta\_t$ converges almost surely. We characterise, in terms of their \LL measures, those L\'evy processes for which (the distribution of)…

Filtered Poisson processes are often used as reference models for intermittent fluc- tuations in physical systems. Such a process is here extended by adding a noise term, either as a purely additive term to the process or as a dynamical…

We study the observable $v_0(p_T)$, which quantifies the relative change of $p_T$ spectra induced by event-by-event density fluctuations in the medium created in heavy-ion collisions. This quantity provides a direct measure of radial flow…

Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…

Metamaterials exhibit materials response deviation from conventional elasticity. This phenomenon is captured by the generalized elasticity as a result of extending the theory at the expense of introducing additional parameters. These…

This paper introduces and studies a new class of nonparametric prior distributions. Random probability distribution functions are constructed via normalization of random measures driven by increasing additive processes. In particular, we…

Transition Probability (fidelity) for pairs of density operators can be defined as "functor" in the hierarchy of "all" quantum systems and also within any quantum system. The introduction of "amplitudes" for density operators allows for a…

For different classes of measure preserving transformations, we investigate collections of sets that exhibit the property of lightly mixing. Lightly mixing is a stronger property than topological mixing, and requires that a lim inf is…

We propose non-asymptotic controls of the cumulative distribution function $P(|X_{t}|\ge \varepsilon)$, for any $t>0$, $\varepsilon>0$ and any L\'evy process $X$ such that its L\'evy density is bounded from above by the density of an…

We assume that we observe $N$ independent copies of a diffusion process on a time-interval $[0,2T]$. For a given time $t$, we estimate the transition density $p_t(x,y)$, namely the conditional density of $X_{t + s}$ given $X_s = x$, under…