Related papers: Remarks on compositions of some random integral ma…
We present a satisfactory definition of the important class of L\'evy processes indexed by a general collection of sets. We use a new definition for increment stationarity of set-indexed processes to obtain different characterizations of…
We develop new representations for the Levy measures of the beta and gamma processes. These representations are manifested in terms of an infinite sum of well-behaved (proper) beta and gamma distributions. Further, we demonstrate how these…
Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in…
Here we consider piecewise fractional linear maps with three branches. The paper presents a study of invariant measures with densities which can be written as infinite series. These series either have infinitely many poles or they sum up to…
We apply a common measure of randomness, the entropy, in the context of iterated functions on a finite set with n elements. For a permutation, it turns out that this entropy is asymptotically (for a growing number of iterations) close to…
This paper provides a framework for investigations in fluctuation theory for L\'evy processes with matrix-exponential jumps. We present a matrix form of the components of the infinitely divisible factorization. Using this representation we…
Rough path analysis can be developed using the concept of controlled paths, and with respect to a topology in which L\'evy's area plays a role. For vectors of irregular paths we investigate the relationship between the property of being…
A study of harmonic maps into Lie groups as a generalisation of the study of other well-known integrable systems, particularly the Toda and self-dual Chern Simons theories.
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)…
We introduce holomorphic Riemannian maps between almost Hermitian manifolds as a generalization of holomorphic submanifolds and holomorphic submersions, give examples and obtain a geometric characterization of harmonic holomorphic…
A Lie group $G$ endowed with a left invariant Riemannian metric $g$ is called Riemannian Lie group. Harmonic and biharmonic maps between Riemannian manifolds is an important area of investigation. In this paper, we study different aspects…
We define a normal form (called the canonical image) of an arbitrary measurable function of several variables with respect to a natural group of transformations; describe a new complete system of invariants of such a function (the system of…
This paper explores the concept of reparametrization invariant norm (RPI-norm), that is any norm invariant under composition with diffeomorphisms. We prove the existence of an infinite family of RPI-norms, called standard RPI-norms, for…
``Orderly divergence'' deals with limit theorems for weighted stochastic Gamma integrals of otherwise nonintegrable functions. Although for monotonic functions this category usually coincides with the classical notion of weighted limit…
We establish a regular sampling theory in the range of the analysis operator of a continuous frame having a unitary structure. The unitary structure is related with a unitary representation of a locally compact abelian group on a separable…
An approach to modelling random sets with locally finite perimeter as random elements in the corresponding subspace of $L^1$ functions is suggested. A Crofton formula for flat sections of the perimeter is shown. Finally, random processes of…
This review is an extended version of the Seoul ICM 2014 proceedings.It is a short overview of the "topological recursion", a relation appearing in the asymptotic expansion of many integrable systems and in enumerative problems. We recall…
For random maps, the expected value of the order (i.e. the period of the sequence of compositional iterates) is approximated asymptotically. It is much smaller than the expected value for the product of the cycle lengths.
We study representations of a random variable $\xi$ as an integral of an adapted process with respect to the Lebesgue measure. The existence of such representations in two different regularity classes is characterized in terms of the…
In this paper, we derive comparison results for terminal values of $d$-dimensional special semimartingales and also for finite-dimensional distributions of multivariate L\'{e}vy processes. The comparison is with respect to nondecreasing,…