Related papers: Fast Goodstein Walks
We consider the role of finite size effects on the value of the effective Hurst exponent H. This problem is motivated by the properties of the high frequency daily stock-prices. For a finite size random walk we derive some exact results…
Conditioning a multitype Galton-Watson process to stay alive into the indefinite future leads to what is known as its associated $Q$-process. We show that the same holds true if the process is conditioned to reach a positive threshold or a…
We extend the class of $(\xi,\psi,K)$-superprocesses known so far by applying a simple transformation induced by a \lq\lq weight function\rq\rq\ for the one-particle motion. These transformed superprocesses may exist under weak conditions…
In this paper, martingales related to simple random walks and their maximum process are investigated. First, a sufficient condition under which a function with three arguments, time, the random walk, and its maximum process becomes a…
This paper serves to define an extension, which we call dimensional Veblen, of Oswald Veblen's system of ordinal functions below the large Veblen ordinal. This is facilitated by iterating derivatives of ordinal functions along…
Recently, Bostan and his coauthors investigated lattice walks restricted to the non-negative octant $\mathbb{N}^3$. For the $35548$ non-trivial models with at most six steps, they found that many models associated to a group of order at…
In this paper we consider a stochastic model of perpetuity-type. In contrast to the classical affine perpetuity model of Kesten [12] and Goldie [8] all discount factors in the model are mutually independent. We prove that the tails of the…
It is proved that the Continuum Hypothesis implies that any sequence of rapid P-points of length $<{\mathfrak c}^{+}$ which is increasing with respect to the Rudin-Keisler ordering is bounded above by a rapid P-point. This is an improvement…
We consider Bergman spaces and variations of them in one or several complex variables. For some domains we show that in these spaces the generic function is totally unbounded and hence non - extendable. We also show that the generic…
A transient stochastic process is considered strongly transient if conditioned on returning to the starting location, the expected time it takes to return the the starting location is finite. We characterize strong transience for a…
In this work, we characterize cluster-invariant point processes for critical branching spatial processes on R d for all large enough d when the motion law is $\alpha$-stable or has a finite discrete range. More precisely, when the motion is…
The spherical functions of the noncompact Grassmann manifolds over the real or complex numbers or the quaternions with rank q and dimension parameter p can be seen as Heckman-Opdam hypergeometric functions of type BC, when the double coset…
We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…
We consider random variables observed at arrival times of a renewal process, which possibly depends on those observations and has regularly varying steps with infinite mean. Due to the dependence and heavy tailed steps, the limiting…
A step-reinforced random walk is a discrete-time non-Markovian process with long range memory. At each step, with a fixed probability p, the positively step-reinforced random walk repeats one of its preceding steps chosen uniformly at…
Existence and stability properties are studied for Hawkes process, i.e. point process $S$ that has long-memory and intensity $r(t)=\lambda \big(g_0(t)+ \sum_{\tau<t, \tau \in S} h(t-\tau) \big)$. The approach to Hawkes process presented in…
One of the most important properties of high dimensional expanders is that high dimensional random walks converge rapidly. This property has proven to be extremely useful in variety of fields in the theory of computer science from agreement…
A stochastic theory for the toppling activity in sandpile models is developed, based on a simple mean-field assumption about the toppling process. The theory describes the process as an anti-persistent Gaussian walk, where the diffusion…
In [K. Bou-Rabee, B. Seward, J. Reine Angwe. Math. 2016] Bou-Rabee and Seward constructed examples of finitely generated residually finite groups $G$ whose residual finiteness growth function $\mathcal{F}_G$ can be at least as fast as any…
Whilst Power Kripke-Platek set theory, KPP, shares many properties with ordinary Kripke-Platek set theory, KP, in several ways it behaves quite differently from KP. This is perhaps most strikingly demonstrated by a result, due to Mathias,…