Related papers: Regularity results for free L\'{e}vy processes
We consider Kallenberg's hypothesis on the characteristic function of a L\'{e}vy process and show that it allows the construction of weakly continuous bridges of the L\'{e}vy process conditioned to stay positive. We therefore provide a…
As shape analysis of the form presented in Srivastava and Klassen's textbook 'Functional and Shape Data Analysis' is intricately related to Lebesgue integration and absolute continuity, it is advantageous to have a good grasp of the latter…
In the additive topological group $(\mathbb{R},+)$ of real numbers, we construct families of sets for which elements are not measurable in the Lebesgue sense. The constructed families have algebraic structures of being semigroups (i.e.,…
In this article we provide a proof of the so called absolute continuity theorem for random dynamical systems on $R^d$ which have an invariant probability measure. First we present the construction of local stable manifolds in this case.…
Mixture of experts (MoE) models are widely applied for conditional probability density estimation problems. We demonstrate the richness of the class of MoE models by proving denseness results in Lebesgue spaces, when inputs and outputs…
We derive general sufficient conditions for the existence of c\`adl\`ag and continuous modifications of L\'evy-driven mixed moving average processes. The conditions are explicit and easy to verify and applied to supOU, well-balanced supOU,…
Let $D$ be a domain of finite Lebesgue measure in $\bR^d$ and let $X^D_t$ be the symmetric $\alpha$-stable process killed upon exiting $D$. Each element of the set $\{\lambda_i^\alpha\}_{i=1}^\infty$ of eigenvalues associated to $X^D_t$,…
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…
A $\mu$-algebra is a model of a first order theory that is an extension of the theory of bounded lattices, that comes with pairs of terms $(f,\mu_{x}.f)$ where $\mu_{x}.f$ is axiomatized as the least prefixed point of $f$, whose axioms are…
Let $E \subset \mathbb R^d$, $d \ge 2$, be compact, and let $\phi(x,y)$ be a smooth function satisfying the Phong--Stein rotational curvature condition on $\{\phi(x,y)=1\}$. We prove that if $\dim_{\mathcal H}(E)>1$, then $$…
Upper estimates of densities of convolution semigroups of probability measures are given under explicit assumptions on the corresponding L\'evy measure and the L\'evy--Khinchin exponent.
In this note we present a new short and direct proof of L\'{e}vy's continuity theorem in arbitrary dimension $d$, which does not rely on Prohorov's theorem, Helly's selection theorem or the uniqueness theorem for characteristic functions.…
We construct the law of L\'{e}vy processes conditioned to stay positive under general hypotheses. We obtain a Williams type path decomposition at the minimum of these processes. This result is then applied to prove the weak convergence of…
We show that for a large class of maps on manifolds of arbitrary finite dimension, the existence of a Gibbs-Markov-Young structure (with Lebesgue as the reference measure) is a necessary as well as sufficient condition for the existence of…
There are given sufficient conditions under which mixtures of dilations of L\'evy spectral measures, on a Hilbert space, are L\'evy measures again. We introduce some random integrals with respect to infinite dimensional L\'evy processes,…
We study whether a multivariate L\'evy-driven moving average process can shadow arbitrarily closely any continuous path, starting from the present value of the process, with positive conditional probability, which we call the conditional…
We examine Fourier frames and, more generally, frame measures for different probability measures. We prove that if a measure has an associated frame measure, then it must have a certain uniformity in the sense that the weight is distributed…
We give conditions ensuring that the Julia set and the escaping set of an entire function of completely regular growth have positive Lebesgue measure. The essential hypotheses are that the indicator is positive except perhaps at isolated…
The empirical measure of an interacting particle system is a purely atomic random probability measure. In the limit as the number of particles grows to infinity, we show for McKean-Vlasov systems with common noise that this measure becomes…
Necessary and sufficient conditions are given for a substochastic semigroup on $L^1$ obtained through the Kato--Voigt perturbation theorem to be either stochastic or strongly stable. We show how such semigroups are related to piecewise…