Related papers: The density of the $(\alpha,\beta)$-superprocess a…

We study the density X(t,x) of one-dimensional super-Brownian motion and find the asymptotic behaviour of P(0<X(t,x)<a) as a approaches 0, as well as the Hausdorff dimension of the boundary of the support of X(t). The answers are in terms…

In this paper, we prove the following version of the famous Bernstein's theorem: Let $X\subset \mathbb R^{n+k}$ be a closed and connected set with Hausdorff dimension $n$. Assume that $X$ satisfies the monotonicity formula at $p\in X$.…

We consider the one-dimensional stochastic differential equation \begin{equation*} X_t = x_0 + L_t + \int_0^t \mu(X_s)ds, \quad t \geq 0, \end{equation*} where $\mu$ is a finite measure of Kato class $K_{\eta}$ with $\eta \in (0,\alpha-1]$…

Let $\beta>1$ be a real number and define the $\beta$-transformation on $[0,1]$ by $T_\beta:x\mapsto \beta x\bmod 1$. Further, define $$W_y(T_{\beta},\Psi):=\{x\in [0, 1]:|T_\beta^nx-y|<\Psi(n) \mbox{ for infinitely many $n$}\}$$ and…

We consider the stochastic differential equation $dX_t = A(X_{t-}) \, dZ_t$, $ X_0 = x$, driven by cylindrical $\alpha$-stable process $Z_t$ in $R^d$, where $\alpha \in (0,1)$ and $d \ge 2$. We assume that the determinant of $A(x) =…

Let $D$ be a domain of finite Lebesgue measure in $\bR^d$ and let $X^D_t$ be the symmetric $\alpha$-stable process killed upon exiting $D$. Each element of the set $\{\lambda_i^\alpha\}_{i=1}^\infty$ of eigenvalues associated to $X^D_t$,…

We consider a family of positive solutions to the system of $k$ components \[ -\Delta u_{i,\beta} = f(x, u_{i,\beta}) - \beta u_{i,\beta} \sum_{j \neq i} a_{ij} u_{j,\beta}^2 \qquad \text{in $\Omega$}, \] where $\Omega \subset \mathbb{R}^N$…

We prove that, analogous to the HK density function, (used for studying the Hilbert-Kunz multiplicity, the leading coefficient of the HK function), there exists a $\beta$-density function $g_{R, {\bf m}}:[0,\infty)\longrightarrow {\mathbb…

Recently it has been shown that the $\alpha$-Sun density $h(x)$ [{\it J. Math. Anal. Appl.}, {\bf 527} (2023), p. 127371] which interpolates between the Fr{\'e}chet density and that of the positive, stable distributions whose density is…

Let $X=(X_t)$ be a one-dimensional Ornstein-Uhlenbeck process with an initial density function $f$ supported on the positive real-line that is a regularly varying function with exponent $-(1+\eta)$, with $\eta\in (0,1)$. We prove the…

The convolution of a discrete measure, $x=\sum_{i=1}^ka_i\delta_{t_i}$, with a local window function, $\phi(s-t)$, is a common model for a measurement device whose resolution is substantially lower than that of the objects being observed.…

Let $f(z)=\sum_{n=1}^\infty a(n)q^n\in S^{\text{new}}_ k (\Gamma_0(N))$ be a newform with squarefree level $N$ that does not have complex multiplication. For a prime $p$, define $\theta_p\in[0,\pi]$ to be the angle for which $a(p)=2p^{( k…

In this paper, we study the following supercritical McKean-Vlasov SDE, driven by a symmetric non-degenerate cylindrical $\alpha$-stable process in $\mathbb{R}^d$ with $\alpha \in (0,1)$: $$ \mathord{{\rm d}} X_t = (K *…

We extend results on time-rescaled occupation time fluctuation limits of the $(d,\alpha, \beta)$-branching particle system $(0<\alpha \leq 2, 0<\beta \leq 1)$ with Poisson initial condition. The earlier results in the homogeneous case…

It is an interesting, maybe surprising, fact that different dense subspaces of even "nice" topological spaces can have different densities. So, our aim here is to investigate the set of densities of all dense subspaces of a topological…

For a real number $\beta>1$, Erd\H{o}s, Jo\'o and Komornik study distances between consecutive points in the set $X^m(\beta)=\bigl\{\sum_{j=0}^n a_j \beta^j : n\in\mathbb N,\,a_j\in\{0,1,\dots,m\}\bigr\}$. Pisot numbers play a crucial role…

Consider the McKean-Vlasov SDE $$ dX_t=\langle b(X_t-\cdot),\mu_t\rangle dt+dW_t,\quad \mu_t=\operatorname{Law}(X_t), $$ where $W$ is the $n$-dimensional Brownian motion and $b:\mathbb{R}^d\to\mathbb{R}^d$ is a measurable function. First…

One of the main problem in prediction theory of discrete-time second-order stationary processes $X(t)$ is to describe the asymptotic behavior of the best linear mean squared prediction error in predicting $X(0)$ given $ X(t),$ $-n\le…

Let $\{X(\mathbf{t}):\mathbf{t}=(t_1, t_2, \ldots, t_d)\in[0,\infty)^d\}$ be a centered stationary Gaussian field with almost surely continuous sample paths, unit variance and correlation function $r$ satisfying conditions $r(\mathbf{t})<1$…

We show that every isoperimetric set in R^N with density is bounded if the density is continuous and bounded by above and below. This improves the previously known boundedness results, which basically needed a Lipschitz assumption; on the…