Related papers: On joint returns to zero of Bessel processes

We formulate a quantitative finite-dimensional conjecture about frame multipliers and prove that it is equivalent to Conjecture 1 in [SB2]. We then present solutions to the conjecture for certain classes of frame multipliers. In particular,…

This article establishes a universal robust limit theorem under a sublinear expectation framework. Under moment and consistency conditions, we show that, for $\alpha \in(1,2)$, the i.i.d. sequence \[ \left \{ \left(…

Let $X_t$ be any additive process in $\mathbb{R}^d.$ There are finite indices $\delta_i, \beta_i, i=1,2$ and a function $u$, all of which are defined in terms of the characteristics of $X_t$, such that \liminf_{t\to0}u(t)^{-1/\eta}X_t^*=…

The main theorem of this paper establishes a uniform syndeticity result concerning the multiple recurrence of measure-preserving actions on probability spaces. More precisely, for any integers $d,l\geq 1$ and any $\varepsilon > 0$, we prove…

Let $(u_n)_{n \geq 0}$ be a nondegenerate linear recurrence of integers, and let $\mathcal{A}$ be the set of positive integers $n$ such that $u_n$ and $n$ are relatively prime. We prove that $\mathcal{A}$ has an asymptotic density, and that…

This paper is devoted to the theoretical analysis of the nonlinear plate equations in $\mathbb{R}^{n}\times (0,\infty),$ $n\geq1,$ with nonlinearity involving a type polynomial behavior. We prove the existence and uniqueness of global mild…

We give overcrowding estimates for the Sine_beta process, the bulk point process limit of the Gaussian beta-ensemble. We show that the probability of having at least n points in a fixed interval is given by $e^{-\frac{\beta}{2} n^2…

Let $\mathbb{H}^{n}$ be the Heisenberg group. For $0 \leq \alpha < Q=2n+2$ and $N \in \mathbb{N}$ we consider exponent functions $p(\cdot) : \mathbb{H}^{n} \to (0, +\infty)$, which satisfies H\"older conditions, such that $\frac{Q}{Q+N} <…

Let {X,X_n;n\geq 1} be a sequence of i.i.d. mean-zero random variables, and let S_n=\sum_{i=1}^nX_i,n\geq 1. We establish necessary and sufficient conditions for having with probability 1, 0<lim sup_{n\to \infty}|S_n|/\sqrtnh(n)<\infty,…

A relevant result independently obtained by Rayleigh and Sneddon on an identity on series involving the zeros of Bessel functions of the first kind is derived by an alternative method based on Laplace transforms. Our method leads to a…

For any fixed $\nu\ge 0, \delta\in \mathbb R$ and $x>0$, we investigate the positive zeros of the derivatives $j'_{\nu,\delta}(x)$ and $y'_{\nu,\delta}(x)$, where \begin{equation*} j_{\nu,\delta}(x)=x^{-\delta}J_{\nu}(x)\quad\text{and}…

There is a unique unitarily-invariant ensemble of $N\times N$ Hermitian matrices with a fixed set of real eigenvalues $a_1 > \dots > a_N$. The joint eigenvalue distribution of the $(N - 1)$ top-left principal submatrices of a random matrix…

We show that the SDE $dX_t = \sigma(X_{t-}) \, dL_t$, $X_0 \sim \mu$ driven by a one-dimensional symnmetric $\alpha$-stable L\'evy process $(L_t)_{t \geq 0}$, $\alpha \in (0,2]$, has a unique weak solution for any continuous function…

Let $n_1 < n_2 < \cdots < n_N$ be non-negative integers. In a private communication Brian Conrey asked how fast the number of real zeros of the trigonometric polynomials $T_N(\theta) = \sum_{j=1}^N {\cos (n_j\theta)}$ tends to $\infty$ as a…

Let $\mathcal{L}(s) = \sum_{n=1}^{\infty} a_n n^{-s}$ be an $L$-function in the Selberg class, and $q_{\mathcal{L}}$ its conductor. Let $\ell_0(\mathcal{L})$ be the constant term of the Laurent expansion of $\mathcal{L}'/\mathcal{L}$ at…

We give an exact formula for the value of the derivative at zero of the gap probability in finite n x n Gaussian ensembles. As n goes to infinity our computation provides an asymptotic (with an explicit constant) of the order n^(1/2). As a…

We introduce the concept of `discrete-time persistence', which deals with zero-crossings of a continuous stochastic process, X(T), measured at discrete times, T = n \Delta T. For a Gaussian Markov process with relaxation rate \mu, we show…

In theory and practice of inverse problems, linear operator equations $Tx=y$ with compact linear forward operators $T$ having a non-closed range $\mathcal{R}(T)$ and mapping between infinite dimensional Hilbert spaces plays some prominent…

Let $u(s,t)$ be a continuous potential density of a symmetric L\'evy process or diffusion with state space $T$ killed at $T_{0}$, the first hitting time of $0$, or at $\lambda \wedge T_{0}$, where $\lambda$ is an independent exponential…

Let $\alpha_m$ and $\beta_n$ be two sequences of real numbers supported on $[M, 2M]$ and $[N, 2N]$ with $M = X^{1/2 - \delta}$ and $N = X^{1/2 + \delta}$. We show that there exists a $\delta_0 > 0$ such that the multiplicative convolution…