Related papers: Moment properties for two-type continuous-state br…
We prove that the norm of a $d$-dimensional L\'evy process possesses a finite second moment if and only if the convex distance between an appropriately rescaled process at time $t$ and a standard Gaussian vector is integrable in time with…
We consider the hierarchic tree Random Energy Model with continuous branching and calculate the moments of the corresponding partition function. We establish the multifractal properties of those moments. We derive formulas for the normal…
The theory of monotonicity and duality is developed for general one-dimensional Feller processes. Moreover it is shown that local monotonicity conditions (conditions on the L\'evy kernel) are sufficient to prove the well-posedness of the…
We study stationarity and moments properties of some count time series models from contraction and stability properties of iterated random maps. Both univariate and multivariate processes are considered, including the recent multivariate…
For a continuous-time Markov process, we characterize the law of the first jump location when started from an arbitrary initial distribution, in terms of the invariant distribution of an auxiliary Markov process. This could be of interest…
We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded…
Sampling from a random discrete distribution induced by a `stick-breaking' process is considered. Under a moment condition, it is shown that the asymptotics of the sequence of occupancy numbers, and of the small-parts counts (singletons,…
This paper continues the research project launched in [Constr. Approx. (2025) https://doi.org/10.1007/s00365-023-09675-9] and aimed at studying time-inhomogeneous one-dimensional branching processes (mainly on a continuous but also on a…
The uniform probability measure on a convex polytope induces piecewise polynomial densities on its projections. For a fixed combinatorial type of simplicial polytopes, the moments of these measures are rational functions in the vertex…
In this paper we investigate an M/M/$\infty$ queue whose parameters depend on an external random environment that we assume to be a semi-Markovian process with finite state space. For this model we show a recursive formula that allows to…
We consider branching particle processes on discrete structures like the hypercube in a random fitness landscape (i.e., random branching/killing rates). The main question is about the location where the main part of the population sits at a…
Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…
For a general class of diffusion processes with multiplicative noise, describing a variety of physical as well as financial phenomena, mostly typical of complex systems, we obtain the analytical solution for the moments at all times. We…
We present an analytic method for computing the moments of a sum of independent and identically distributed random variables. The limiting behavior of these sums is very important to statistical theory, and the moment expressions that we…
We recall the definition and the properties of a moment sequence and recall that all real sequences that have a finite rank of its Hankel matrix (see definition in the sequel) satisfy a homogeneous linear equation with constant…
In this note we explain two transitions known for moment generating functions of local times by means of properties of the renewal measure of a related renewal equation. The arguments simplify and strengthen results on the asymptotic…
We show that the sequence of moments of order less than 1 of averages of i.i.d. positive random variables is log-concave. For moments of order at least 1, we conjecture that the sequence is log-convex and show that this holds eventually for…
The notion of stability can be generalised to point processes by defining the scaling operation in a randomised way: scaling a configuration by $t$ corresponds to letting such a configuration evolve according to a Markov branching particle…
We investigate the random continuous trees called L\'evy trees, which are obtained as scaling limits of discrete Galton-Watson trees. We give a mathematically precise definition of these random trees as random variables taking values in the…
Stochastic dynamical systems often contain nonlinearities which make it hard to compute probability density functions or statistical moments of these systems. For the moment computations, nonlinearities in the dynamics lead to unclosed…