Related papers: Radonification of a cylindrical L\'evy process
Motivated by a recent paper of Budd, where a new family of positive self-similar Markov processes associated to stable processes appears, we introduce a new family of L\'evy processes, called the double hypergeometric class, whose…
We present a quantization procedure for the electromagnetic field in a circular cylindrical cavity with perfectly conducting walls, which is based on the decomposition of the field. A new decomposition procedure is proposed; all vector mode…
We introduce a stochastic integral with respect to cylindrical L\'evy processes with finite $p$-th weak moment for $p\in [1,2]$. The space of integrands consists of $p$-summing operators between Banach spaces of martingale type $p$. We…
In this article, we first review the connection between L\'evy processes and infinitely divisible random variables, and the classification of infinitely divisible distributions. Using this connection and the L\'evy-Khinchine representation…
We consider a process $Z$ on the real line composed from a L\'evy process and its exponentially tilted version killed with arbitrary rates and give an expression for the joint law of $Z$ seen from its supremum, the supremum $\overline Z$…
In this paper, we consider the conical Radon transform on all cones with horizontal central axis whose vertices are on a straight line. We derive an explicit inversion formula for such transform. The inversion makes use of the vertical…
We investigate the high resolution coding problem for general real-valued L\'evy processes under L^p[0,1]-norm distortion. Tight asymptotic formulas are found under mild regularity assumptions.
We lay the theoretical and mathematical foundations of the square root of Browniam motion and we prove the existence of such a process. In doing so, we consider Brownian motion on quantized noncommutative Riemannian manifolds and show how a…
In this article the history and the current state of research of the chemiionization processes in atom-Rydberg atom collisions is presented. The principal assumptions of the model of such processes based on the dipole resonance mechanism,…
Cylindrical Algebraic Decomposition (CAD) is a key tool in computational algebraic geometry, best known as a procedure to enable Quantifier Elimination over real-closed fields. However, it has a worst case complexity doubly exponential in…
This paper addresses the estimation problem of an unknown drift parameter matrix for a fractional Ornstein-Uhlenbeck process in a multi-dimensional setting. To tackle this problem, we propose a novel approach based on rough path theory that…
This article deals with IDT processes, i.e. processes which are infinitely divisible with respect to time. Given an IDT process $(X_{t},\,t\geq0)$, there exists a unique (in law) L\'evy process $(L_{t}; t\geq0)$ which has the same…
It is well-known from numerical and experimental results that the fraction of Rydberg states (excited neutral atoms) created by tunnel ionization declines dramatically with increasing ellipticity of laser light. We present a method to…
The radiation from a relativistic electron uniformly moving along the axis of cylindrical waveguide filled with laminated material of finite length is investigated. Expressions for the spectral distribution of radiation passing throw the…
We derive explicitly the coupling property for the transition semigroup of a L\'{e}vy process and gradient estimates for the associated semigroup of transition operators. This is based on the asymptotic behaviour of the symbol or the…
For $\alpha \in (1,2)$, we study the following stochastic differential equation driven by a non-degenerate symmetric $\alpha$-stable process in $\mathbb{R}^d$: \begin{align*} {\rm d} X_t=b(t,X_t){\mathord{{\rm d}}}…
We study stationary max-stable processes $\{\eta(t)\colon t\in\mathbb R\}$ admitting a representation of the form $\eta(t)=\max_{i\in\mathbb N}(U_i+ Y_i(t))$, where $\sum_{i=1}^{\infty} \delta_{U_i}$ is a Poisson point process on $\mathbb…
Recent experiments have shown that photoluminescence decay of silicon nanocrystals can be described by the stretched exponential function. We show here that the associated decay probability rate is the one-sided Levy stable distribution…
The interaction of relativistically strong tailored laser pulses with an atomic system is considered. Due to a special tailoring of the laser pulse, the suppression of the relativistic drift of the ionized electron and a dramatic…
Veestraeten [1] recently derived inverse Laplace transforms for Laplace transforms that contain products of two parabolic cylinder functions by exploiting the link between the parabolic cylinder function and the transition density and…