Related papers: On $q$-scale functions of spectrally negative comp…
Dynamical scaling is an asymptotic property typical for the dynamics of first-order phase transitions in physical systems and related to self-similarity. Based on the integral-representation for the marginal probabilities of a fractional…
We consider the spatial power spectra associated with fluctuations of quadratic operators in field theory, such as quantum stress tensor components. We show that the power spectrum can be negative, in contrast to most fluctuation phenomena…
A spectrally positive additive L\'evy field is a multidimensional field obtained as the sum $\mathbf{X}_{\rm t}={\rm X}^{(1)}_{t_1}+{\rm X}^{(2)}_{t_2}+\dots+{\rm X}^{(d)}_{t_d}$, ${\rm t}=(t_1,\dots,t_d)\in\mathbb{R}_+^d$, where ${\rm…
In this paper we solve the exit problems for (reflected) spectrally negative L\'evy processes, which are exponentially killed with a killing intensity dependent on the present state of the process and analyze respective resolvents. All…
A quadrature mirror filter (QMF) function can be considered as the transition function for a Markov process on the unit interval. The QMF functions that generate scaling functions for multiresolution analyses are then distinguished by…
Scale transformations have played an extremely successful role in studies of cosmological large-scale structure by relating the non-linear spectrum of cosmological density fluctuations to the linear primordial power at longer wavelengths.…
In this paper, we study the existence of the density associated to the exponential functional of the L\'evy process $\xi$, \[ I_{\ee_q}:=\int_0^{\ee_q} e^{\xi_s} \, \mathrm{d}s, \] where $\ee_q$ is an independent exponential r.v. with…
In this paper, we compute the Laplace transform of occupation times (of the negative half-line) of spectrally negative L\'evy processes. Our results are extensions of known results for standard Brownian motion and jump-diffusion processes.…
For a spectrally one-sided L\'{e}vy process, we extend various two-sided exit identities to the situation when the process is only observed at arrival epochs of an independent Poisson process. In addition, we consider exit problems of this…
In this paper we characterize the subspace of $\mathcal{L}_{q,1,v}$ of function which are the q-Bessel Fourier transform of positive functions in $\mathcal{L}_{q,1,v}$. As application we give a q-version of the Bochner's theorem.
In this paper, we identify Laplace transforms of occupation times of intervals until first passage times for spectrally negative L\'evy processes. New analytical identities for scale functions are derived and therefore the results are…
In the framework of QCD sum rules one uses a scheme, allowing one to apply the conditions of both nonrelativistic heavy quark motion inside mesons and independence of nonsplitting nS-state density on the heavy quark flavours. In the leading…
We explore a number of functional properties of the $q$-gamma function and a class of its quotients; including the $q$-beta function. We obtain formulas for all higher logarithmic derivatives of these quotients and give precise conditions…
In this paper, we introduce the concept of \emph{Poissonian occupation times} below level $0$ of spectrally negative L\'evy processes. In this case, occupation time is accumulated only when the process is observed to be negative at arrival…
We investigate the relation between the physical pion pole and screening masses and the mesonic fluctuation scale in low-energy QCD, which relates to the curvature of the mesonic effective potential. This relation is important for the…
A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common…
The scale-invariant spacings lemma due to Arratia, Barbour and Tavar{\'e} establishes the distributional identity of a self-similar Poisson process and the set of spacings between the points of this process. In this note we connect this…
Scaling studies of inclusive quasielastic electron scattering reactions have been used in the past as a basic tool to obtain information on the nucleon momentum distribution in nuclei. However, the connection between the scaling function,…
The theory of sparse stochastic processes offers a broad class of statistical models to study signals. In this framework, signals are represented as realizations of random processes that are solution of linear stochastic differential…
We consider a Poisson process $\Phi$ on a general phase space. The expectation of a function of $\Phi$ can be considered as a functional of the intensity measure $\lambda$ of $\Phi$. Extending earlier results of Molchanov and Zuyev [Math.…