Related papers: A short proof of L\'{e}vy's continuity theorem wit…

We introduce a notion of density point and prove results analogous to Lebesgue's density theorem for various well-known ideals on Cantor space and Baire space. In fact, we isolate a class of ideals for which our results hold. In contrast to…

We prove for the square Fibonacci Hamiltonian that the density of states measure is absolutely continuous for almost all pairs of small coupling constants. This is obtained from a new result we establish about the absolute continuity of…

In this paper, we first explore certain structural properties of L\'evy flows and use this information to obtain the existence of strong solutions to a class of Stochastic PDEs in the space of tempered distributions, driven by L\'evy noise.…

In this paper we study the regularity of the local minima of integral functionals: in particular, not convexity (quasi-convexity, policonvexity or rank one convexity) hypothesis will be made on the density, neither structure hypothesis nor…

The estimation of the L\'{e}vy density, the infinite-dimensional parameter controlling the jump dynamics of a L\'{e}vy process, is considered here under a discrete-sampling scheme. In this setting, the jumps are latent variables, the…

In this paper, we prove a new functional inequality of Hardy-Littlewood type for generalized rearrangements of functions. We then show how this inequality provides {\em quantitative} stability results of steady states to evolution systems…

This article extends a strong averaging principle for L\'evy diffusions which live on the leaves of a foliated manifold subject to small transversal L\'evy type perturbation to the case of non-compact leaves. The main result states that the…

For absolutely convergent series we state explicitly a one-sided summation estimate that can be viewed as the discrete analogue of the change of variable formula on the half line. This estimate is implicit in Pascal Lef\`evre's recent…

We consider a previously devised model describing Levy random walks (Phys. Rev E 79, 011110; 80, 031148, (2009)). It is demonstrated numerically that the given model describes Levy random walks with superdiffusive, ballistic, as well as…

We consider the Hardy constant associated with a domain in the $n$-dimensional Euclidean space and we study its variation upon perturbation of the domain. We prove a Fr\'{e}chet differentiability result and establish a Hadamard-type formula…

We show a statistical version of Taylor's theorem and apply this result to non-parametric density estimation from truncated samples, which is a classical challenge in Statistics \cite{woodroofe1985estimating, stute1993almost}. The…

We show that a conditional characteristic function of generalized L\'evy stochastic areas can be viewed as a product a selfdecomposable distribution (i.e., L\'evy class L distribution) and its background driving characteristic function.…

Conley in \cite{Con} constructed a complete Lyapunov function for a flow on compact metric space which is constant on orbits in the chain recurrent set and is strictly decreasing on orbits outside the chain recurrent set. This indicates…

Discrete diffusion models have gained increasing attention for their ability to model complex distributions with tractable sampling and inference. However, the error analysis for discrete diffusion models remains less well-understood. In…

In this paper, we prove some new thickness theorems with partial derivatives. We give some applications. First, we give a simple criterion that can judge whether two scaled Cantor sets have non-empty intersection. Second, we prove under…

In this work, a mode of convergence for measurable functions is introduced. A related notion of Cauchy sequence is given and it is proved that this notion of convergence is complete in the sense that Cauchy sequences converge. Moreover, the…

In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…

In this article, the problem of semi-parametric inference on the parameters of a multidimensional L\'{e}vy process $L_t$ with independent components based on the low-frequency observations of the corresponding time-changed L\'{e}vy process…

We prove that the free additive convolution of two Borel probability measures supported on the real line can have a component that is singular continuous with respect to the Lebesgue measure on the real line only if one of the two measures…

Let $h$ be a log-correlated Gaussian field on $\R^d$, let $\gamma \in (0,\sqrt{2d}),$ let $\mu_h$ be the $\gamma$-Gaussian multiplicative chaos measure, and let $D_h$ be an exponential metric associated with $h$ satisfying certain natural…