Related papers: Tempered stable distributions and finite variation…
Our point of departure are the unitary dynamics of closed quantum systems as generated from the Schr\"odinger equation. We focus on a class of quantum models that typically exhibit roughly exponential relaxation of some observable within…
In stochastic population dynamics, stochastic wandering can produce transition to an absorbing state. In particular, under Allee effects, low densities amplify the possibility of population collapse. We investigate this in an…
By killing a stable L\'{e}vy process when it leaves the positive half-line, or by conditioning it to stay positive, or by conditioning it to hit 0 continuously, we obtain three different positive self-similar Markov processes which…
The Osher-Chakrabarthy family of linear flux-modification schemes is considered. Improved lower bounds on the compression factors are provided, which suggest the viability of using the unlimited version. The LLF flux formula is combined…
We extend classical results about the convergence of nearly unstable AR(p) processes to the infinite order case. To do so, we proceed as in recent works about Hawkes processes by using limit theorems for some well chosen geometric sums. We…
The steady state of the Fokker-Planck equation corresponding to a density dependent one-step process is approximated by a suitable normal distribution. Starting from the master equations of the process, written in terms of the time…
For an arbitrary Hilbert space-valued Ornstein-Uhlenbeck process we construct the Ornstein-Uhlenbeck Bridge connecting a starting point $x$ and an endpoint $y$ that belongs to a certain linear subspace of full measure. We derive also a…
Third quantization is used in open quantum systems to construct a superoperator basis in which quadratic Lindbladians can be turned into a normal form. From it follows the spectral properties of the Lindbladian, including eigenvalues and…
We consider an interlinked production model consisting of conservation laws (PDE) coupled to ordinary differential equations (ODE). Our focus is the analysis of control laws for the coupled system and corresponding stabilization questions…
For stochastic partial differential equations driven by L\'evy noise, understanding when changes in the drift operator preserve the law of the solution is fundamental to filtering, control, and simulation. We extend law-equivalence results…
We study long time behavior of integrated trawl processes introduced by Barndorff-Nielsen. The trawl processes form a class of stationary infinitely divisible processes, described by an infinitely divisible random measure (L\'evy base) and…
Within the mode-coupling theory for ideal glass transitions, an analysis for the correlation functions of glass-forming systems for states near higher-order glass-transition singularities is presented. It is shown that the solutions of the…
In this paper we consider a branching particle system consisting of particles moving according to the Ornstein-Uhlenbeck process in R^d and undergoing a binary, supercritical branching with a constant rate \lambda>0. This system is known to…
The main objective of this work is to study a natural class of catalytic Ornstein-Uhlenbeck (O-U) processes with a measure-valued random catalyst, for example, super-Brownian motion. We relate this to the class of affine processes that…
In contrast to their seemingly simple and shared structure of independence and stationarity, L\'evy processes exhibit a wide variety of behaviors, from the self-similar Wiener process to piecewise-constant compound Poisson processes.…
We derive explicit representations for the (Siegmund) dual and the inverse flow of generalized Ornstein-Uhlenbeck processes whenever these exist. It turns out that the dual and the process corresponding to the inverse stochastic flow are…
A Thorin process is a stochastic process with independent and stationary increments whose laws are weak limits of finite convolutions of gamma distributions. Many popular L\'evy processes fall under this class. The Thorin class can be…
We consider a L\'evy driven continuous time moving average process $X$ sampled at random times which follow a renewal structure independent of $X$. Asymptotic normality of the sample mean, the sample autocovariance, and the sample…
In the probability theory limit distributions (or probability measures) are often characterized by some convolution equations (factorization properties) rather than by Fourier transforms (the characteristic functionals). In fact, usually…
The ordinary Levy motion is a random process whose stationary independent increments are statistically self-affine and distributed with a stable probability law characterized by the Levy index alpha, 0 < alpha < 2. The divergence of…