Related papers: Evolution of the Stochastic Airy eigenvalues under…

Fredholm integral operators that commute with the Hamiltonians of certain quantum mechanical problems with quartic potentials are introduced. The operators are expressed in terms of an Airy function, and their eigenvalues fall off…

We study invariance for eigenvalues of families of selfadjoint Sturm-Liouville operators with local point interactions. In a probabilistic setting, we show that a point is either an eigenvalue for all members of the family or only for a set…

We construct a measure-valued branching Markov process associated with a nonlinear boundary value problem, where the boundary condition has a nonlinear pseudo monotone branching mechanism term $-\beta$, which includes as a limit case…

Variational principles are proved for self-adjoint operator functions arising from variational evolution equations of the form \[ \langle\ddot{z}(t),y \rangle + \mathfrak{d}[\dot{z} (t), y] + \mathfrak{a}_0 [z(t),y] = 0. \] Here…

We prove that the Airy process, A(t), locally fluctuates like a Brownian motion. In the same spirit we also show that in a certain scaling limit, the so called discrete polynuclear growth (PNG) process behaves like a Brownian motion.

A new family of stable processes indexed by metric spaces with stationary increments are introduced. They are special cases of a new family of set-indexed stable processes with Chentsov representation. At the heart of the representation, a…

Let $\aip(t)$ be the Airy$_2$ process. We show that the random variable [\sup_{t\leq\alpha}\{aip(t)-t^2}+\min{0,\alpha}^2] has the same distribution as the one-point marginal of the Airy$_{2\to1}$ process at time $\alpha$. These marginals…

The beta-conjugates of a base of numeration $\beta > 1$, $\beta$ being a Parry number, were introduced by Boyd, in the context of the R\'enyi-Parry dynamics of numeration system and the beta-transformation. These beta-conjugates are…

This paper establishes the theoretical foundation for statistical applications of an intriguing new type of spatial point processes called critical point processes. These point processes, residing in Euclidean space, consist of the critical…

A Hamiltonian operator $\hat H$ is constructed with the property that if the eigenfunctions obey a suitable boundary condition, then the associated eigenvalues correspond to the nontrivial zeros of the Riemann zeta function. The classical…

We characterize the Palm measure of the Sine beta process as the eigenvalues of an associated operator with a specific boundary condition.

This work develops a functional-analytic framework based on the transfinite iteration of a self-adjoint operator. Beginning with a densely defined self-adjoint operator $A$ on a Hilbert space $H$, a spectral-transform functor $\Phi$ is…

We introduce a class of stochastic processes based on symmetric $\alpha$-stable processes. These are obtained by taking Markov processes and replacing the time parameter with the modulus of a symmetric $\alpha$-stable process. We call them…

Seasonal point processes refer to stochastic models for random events which are only observed in a given season. We develop nonparametric Bayesian methodology to study the dynamic evolution of a seasonal marked point process intensity. We…

We consider non-degenerate SDEs with a $\beta$-Holder continuous and bounded drift term and driven by a Levy noise $L$ which is of $\alpha$-stable type. If $\alpha \in [1,2)$ and $\beta \in (1 - \frac{\alpha}{2},1) $ we show pathwise…

A connection between the semigroup of the Cauchy process killed upon exiting a domain $D$ and a mixed boundary value problem for the Laplacian in one dimension higher known as the "mixed Steklov problem," was established in a previous paper…

Frames formed by orbits of vectors through the iteration of a bounded operator have recently attracted considerable attention, in particular due to its applications to dynamical sampling. In this article, we consider two commuting bounded…

In this paper we present a general mathematical construction that allows us to define a parametric class of $H$-sssi stochastic processes (self-similar with stationary increments), which have marginal probability density function that…

The distributions of the $k$-th largest level at the soft edge scaling limit of Gaussian ensembles are some of the most important distributions in random matrix theory, and their numerical evaluation is a subject of great practical…

We study the stochastic differential equation $dX_t = A(X_{t-}) \, dZ_t$, $ X_0 = x$, where $Z_t = (Z_t^{(1)},\ldots,Z_t^{(d)})^T$ and $Z_t^{(1)}, \ldots, Z_t^{(d)}$ are independent one-dimensional L{\'e}vy processes with characteristic…