Related papers: On $q$-scale functions of spectrally negative comp…
This paper considers magnitude, asymptotics and duration of drawdowns for some L\'{e}vy processes. First, we revisit some existing results on the magnitude of drawdowns for spectrally negative L\'{e}vy processes using an approximation…
We show how the Shannon entropy function H(p,q)is expressible as a linear combination of other Shannon entropy functions involving quotients of polynomials in p,q of degree n for any given positive integer n. An application to cryptographic…
In this paper we study the noncommutative effects to the lepton spectrum from the decay of a polarized top quark. It is shown that the lowest contribution comes from the quadratic terms of the noncommutative parameter. The deviations from…
In the context of functional data analysis, probability density functions as non-negative functions are characterized by specific properties of scale invariance and relative scale which enable to represent them with the unit integral…
The aim of this paper is to understand the influence of a dissipative term which is small in the sense that it is asymptotically below scaling on the asymptotic properties of solutions. A diagonalization procedure is applied in order to…
In the paper we give consecutive description of functional methods of quantum field theory for systems of interacting q-particles. These particles obey exotic statistics and appear in many problems of condensed matter physics, magnetism and…
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…
We study analytical aspects of a generic q-deformation with q real, by relating it with discrete scale invariance. We show how models of conformal quantum mechanics, in the strong coupling regime and after regularization, are also discrete…
We introduce a class of stochastic volatility models $(X_t)_{t \geq 0}$ for which the absolute moments of the increments exhibit anomalous scaling: $\E\left(|X_{t+h} - X_t|^q \right)$ scales as $h^{q/2}$ for $q < q^*$, but as $h^{A(q)}$…
For a general free L\'evy process, we prove the existence of its higher variation processes as limits in distribution, and identify the limits in terms of the L\'evy-It\^o representation of the original process. For a general free compound…
We study the work fluctuations of a particle, confined to a moving harmonic potential, under the influence of friction and external Poissonian shot noise. The asymmetry of the noise induces an effective nonlinearity in the potential, which…
Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…
Quantum-classical correspondence for the average shape of eigenfunctions and the local spectral density of states are well-known facts. In this paper, the fluctuations that quantum mechanical wave functions present around the classical…
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…
We compare the statistical fluctuation properties of the baryon and meson experimental mass spectra with those obtained from theoretical models (quark models and lattice QCD). We find that for the experimental spectra the statistical…
One way to look for complex behaviours in many-body quantum systems is to let the number $N$ of degrees of freedom become large and focus upon collective observables. Mean-field quantities scaling as $1/N$ tend to commute, whence complexity…
A powerful tool in control and systems engineering is represented by Nyquist plots, for which a qualitative representation often gives a clearer visualization of the frequency response function that is typically not given by computer…
We consider a L\'evy process reflected at the origin with additional i.i.d. collapses that occur at Poisson epochs, where a collapse is a jump downward to a state which is a random fraction of the state just before the jump. We first study…
We establish explicit quenched asymptotics for pure-jump symmetric L\'evy processes in general Poissonian potentials, which is closely related to large time asymptotic behavior of solutions to the nonlocal parabolic Anderson problem with…
Modelling spatio-temporal processes has become an important issue in current research. Since Gaussian processes are essentially determined by their second order structure, broad classes of covariance functions are of interest. Here, a new…