Related papers: On the Gauss-Kuzmin-L\'evy problem for nearest int…

Let $L$ be a second order elliptic operator on $R^d$ with a constant diffusion matrix and a dissipative (in a weak sense) drift $b \in L^p_{loc}$ with some $p>d$. We assume that $L$ possesses a Lyapunov function, but no local boundedness of…

Let $\mu$ be a Gibbs measure of the doubling map $T$ of the circle. For a $\mu$-generic point $x$ and a given sequence $\{r_n\} \subset \R^+$, consider the intervals $(T^nx - r_n \pmod 1, T^nx + r_n \pmod 1)$. In analogy to the classical…

We study random transformations built from intermittent maps on the unit interval that share a common neutral fixed point. We focus mainly on random selections of Pomeu-Manneville-type maps $T_\alpha$ using the full parameter range $0<…

We suppose that a L\'evy process is observed at discrete time points. A rather general construction of minimum-distance estimators is shown to give consistent estimators of the L\'evy-Khinchine characteristics as the number of observations…

It is common practice to treat small jumps of L\'evy processes as Wiener noise and thus to approximate its marginals by a Gaussian distribution. However, results that allow to quantify the goodness of this approximation according to a given…

We present and develop different approaches to study the asymptotic behavior of the distribution functions in the odd continued fractions case. Firstly, by considering the transition operator of the Markov chain associated with these…

We prove quasi-invariance of Gaussian measures $\mu_s$ with Cameron-Martin space $H^s$ under the flow of the defocusing nonlinear wave equation with polynomial nonlinearities of any order for all $s>5/2$, including fractional $s$. This…

We study the Langevin equation with stationary-increment Gaussian noise. We show the strong consistency and the asymptotic normality with Berry--Esseen bound of the so-called alternative estimator of the mean reversion parameter. The…

The leading asymptotics of the truncation error for Gauss's continued fraction is determined exactly. Not only for this purpose but also for wider applicability elsewhere the discrete analogue of Laplace's method for hypergeometric series…

For $\mathcal{O}$ a bounded domain in $\mathbb{R}^d$ and a given smooth function $g:\mathcal{O}\to\mathbb{R}$, we consider the statistical nonlinear inverse problem of recovering the conductivity $f>0$ in the divergence form equation $$…

We prove ultraviolet stable stability bounds for the pure Yang-Mills relativistic quantum theory in an imaginary-time, functional integral formulation. We consider the gauge groups $\mathcal G={\rm U}(N)$, ${\rm SU}(N)$ and let $d(N)$…

Let $(X, \mathscr{L}, \lambda)$ and $(Y, \mathscr{M}, \mu)$ be finite measure spaces for which there exist $A \in \mathscr{L}$ and $B \in \mathscr{M}$ with either $0 < \lambda(A) < 1 < \lambda(X)$ and $0 < \mu(B) < \mu(Y)$, or the other way…

We consider the fractional elliptic inequality with variable-exponent nonlinearity $$ (-\Delta)^{\frac{\alpha}{2}} u+\lambda\, \Delta u \geq |u|^{p(x)}, \quad x\in\mathbb{R}^N, $$ where $N\geq 1$, $\alpha\in (0,2)$, $\lambda\in\mathbb{R}$…

The well-known Koml\'os-Major-Tusn\'ady inequalities [Z. Wahrsch. Verw. Gebiete 32 (1975) 111-131; Z. Wahrsch. Verw. Gebiete 34 (1976) 33-58] provide sharp inequalities to partial sums of iid standard exponential random variables by a…

In this paper we clarify some asymptotic formulas given by Jaulent-Maire, which relate orders of finite quotients of S-infinitesimal T-classes l-groups $Cl^S_T(K_n)$ associated to finite layers $K_n$ of a Zl-extension $K_\infty/K$ over a…

We prove that for any fixed real numbers y_1, y_2 not equal to 0, and constant C > 0, there exists a threshold T_* = T_*(y_1, y_2, C) > 0 such that for all T >= T_*, the interval [T, T(1 + epsilon)], with epsilon = exp(-C sqrt(log T)),…

In Yang-Mills theory on a Euclidean Cauchy surface, the physical gauge group is often taken to be $\mathcal{G}^I/\mathcal{G}^\infty_0$, where $\mathcal{G}^I$ consists of boundary-preserving gauge transformations asymptoting to a constant,…

Let $I_1=[a_0,a_1),\ldots,I_{k}= [a_{k-1},a_k)$ be a partition of the interval $I=[0,1)$ into $k$ subintervals. Let $f:I\to I$ be a map such that each restriction $f|_{I_i}$ is an increasing Lipschitz contraction. We prove that any $f$…

We introduce an ergodic approach to the study of {\em joint normality} of representations of numbers. For example, we show that for any integer $b \geq 2$ almost every number $x \in [0,1)$ is jointly normal with respect to the $b$-expansion…

We identify the integrable stopping time $\tau_*$ with minimal $L^1$-distance to the last-passage time $\gamma_z$ to a given level $z>0$, for an arbitrary non-negative time-homogeneous transient diffusion $X$. We demonstrate that $\tau_*$…