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Related papers: Homogenization of stable-like operators with rando…

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In this work we consider the following $\alpha$-stable-like operator (a class of pseudo-differential operator) $$ {\mathscr L} f(x):=\int_{\mathbb R^d}[f(x+\sigma_x y)-f(x)-1_{\alpha\in[1,2)}1_{|y|\leq 1}\sigma_x y\cdot\nabla f(x)]\nu_x(d…

Probability · Mathematics 2016-04-12 Zhen-Qing Chen , Xicheng Zhang

A scalar valued random field is called operator-scaling if it satisfies a self-similarity property for some matrix E with positive real parts of the eigenvalues. We present a moving average and a harmonizable representation of stable…

Probability · Mathematics 2016-08-16 Hermine Biermé , Mark M. Meerschaert , Hans-Peter Scheffler

This paper focuses on the uniform boundary estimates in homogenization of a family of higher order elliptic operators $\mathcal{L}_\epsilon$, with rapidly oscillating periodic coefficients. We derive uniform boundary $C^{m-1,\lambda}…

Analysis of PDEs · Mathematics 2017-09-14 Weisheng Niu , Yao Xu

We consider the random field M(t)=\sup_{n\geq 1}\big\{-\log A_{n}+X_{n}(t)\big\}\,,\qquad t\in T\, for a set $T\subset \mathbb{R}^{m}$, where $(X_{n})$ is an iid sequence of centered Gaussian random fields on $T$ and $0<A_{1}<A_{2}<\cdots $…

Probability · Mathematics 2018-03-28 Zhipeng Liu , Jose H. Blanchet , A. B. Dieker , Thomas Mikosch

This paper elucidates the connection between stationary symmetric alpha-stable processes with 0<alpha<2 and nonsingular flows on measure spaces by describing a new and unique decomposition of stationary stable processes into those…

Probability · Mathematics 2007-05-23 Gennady Samorodnitsky

We study a $d$-dimensional stochastic process $\mathbf{X}$ which arises from a L\'evy process $\mathbf{Y}$ by partial resetting, that is the position of the process $\mathbf{X}$ at a Poisson moment equals $c$ times its position right before…

Probability · Mathematics 2024-12-23 Tomasz Grzywny , Karol Szczypkowski , Zbigniew Palmowski , Bartosz Trojan

Let $a_n$ be the random increasing sequence of natural numbers which takes each value independently with probability $n^{-a}$, $0 < a < 1/2$, and let $p(n) = n^{1+\epsilon}$, $0 < \epsilon < 1$. We prove that, almost surely, for every…

Dynamical Systems · Mathematics 2019-06-27 Ben Krause , Pavel Zorin-Kranich

We study homogenization it its most basic form $$-\left(a\left(\frac{x}{\varepsilon}\right) u_{\varepsilon}'(x)\right)' = f(x) \quad \mbox{for} ~x \in (0,1),$$ where $a(\cdot)$ is a positive $1-$periodic continuous function, $f$ is smooth…

Analysis of PDEs · Mathematics 2019-03-26 Stefan Steinerberger

The periodic homogenization problem of integro-differential equations of the alpha stable L{\'e}vy operators is studied in this paper. Thanking to the symmetry of the L{\'e}vy density, we can use the method of the formal asymptotic…

Analysis of PDEs · Mathematics 2010-12-21 M. Arisawa

We consider random conductance models with long range jumps on $\Z^d$, where the one-step transition probability from $x$ to $y$ is proportional to $w_{x,y}|x-y|^{-d-\alpha}$ with $\alpha\in (0,2)$. Assume that $\{w_{x,y}\}_{(x,y)\in E}$…

Probability · Mathematics 2023-06-29 Xin Chen , Zhen-Qing Chen , Takashi Kumagai , Jian Wang

This article relaxes the integrability condition imposed in the literature for the robust $\alpha$-stable central limit theorem under sublinear expectation. Specifically, for $\alpha \in(0,1]$, we prove that the normalized sums of i.i.d.…

Probability · Mathematics 2023-01-20 Lianzi Jiang , Gechun Liang

In this paper a semilinear elliptic PDE with rapidly oscillating coefficients is homogenized. The novetly of our result lies in the fact that we allow the second order part of the differential operator to be degenerate in some portion of…

Probability · Mathematics 2013-05-07 Etienne Pardoux , Ahmadou Bamba Sow

The paper deals with homogenization problem for a non-local linear operator with a kernel of convolution type in a medium with a periodic structure. We consider the natural diffusive scaling of this operator and study the limit behaviour of…

Functional Analysis · Mathematics 2016-04-19 Andrey Piatnitski , Elena Zhizhina

We study the homogenization of an obstacle problem in a perforated domain. The holes are periodically distributed but have random size and shape. The capacity of the holes is assumed to be stationary ergodic. As in the periodic case, we…

Analysis of PDEs · Mathematics 2007-05-23 Luis A. Caffarelli , Antoine Mellet

Let $G$ be a connected, simply connected, simple, complex, linear algebraic group. Let $P$ be an arbitrary parabolic subgroup of $G$. Let $X=G/P$ be the $G$-homogeneous projective space attached to this situation. Let $d\in H_2(X)$ be a…

Algebraic Geometry · Mathematics 2017-06-21 Christoph Bärligea

A homogenization result for a family of oscillating integral energies is presented, where the fields under consideration are subjected to first order linear differential constraints depending on the space variable x. The work is based on…

Analysis of PDEs · Mathematics 2016-05-27 Elisa Davoli , Irene Fonseca

This paper establishes a complete homogenization theory for the one-dimensional parabolic equation with long-range correlated random potential: \[ \partial_t u_\varepsilon(t,x) = \frac{1}{2} \partial_{xx} u_\varepsilon(t,x) +…

Probability · Mathematics 2025-12-10 Atef Lechiheb

In this article, we study stochastic homogenization of non-homogeneous Gaussian free fields $\Xi^{g,{\bf a}} $ and bi-Laplacian fields $\Xi^{b,{\bf a}}$. They can be characterized as follows: for $f=\delta$ the solution $u$ of $\nabla \cdot…

Probability · Mathematics 2023-07-04 Leandro Chiarini , Wioletta M. Ruszel

We propose strongly consistent estimators of the $\ell_1$ norm of the sequence of $\alpha$-mixing (respectively $\beta$-mixing) coefficients of a stationary ergodic process. We further provide strongly consistent estimators of individual…

Statistics Theory · Mathematics 2025-12-02 Azadeh Khaleghi , Gábor Lugosi

A homogenization problem of infinite dimensional diffusion processes indexed by ${\mathbf Z}^d$ having periodic drift coefficients is considered. By an application of the uniform ergodic theorem for infinite dimensional diffusion processes…

Probability · Mathematics 2026-03-31 Sergio Albeverio , Michael Rockner , Simonetta Bernabei , Minoru W. Yoshida