Related papers: Levy processes: Capacity and Hausdorff dimension

We consider the following classical conjecture of Besicovitch: a $1$-dimensional Borel set in the plane with finite Hausdorff $1$-dimensional measure $\mathcal{H}^1$ which has lower density strictly larger than $\frac{1}{2}$ almost…

We study the Fourier expansion of the distribution density of a Levy process in a compact Lie group based on the Peter-Weyl theorem.

Let $X\hookrightarrow \cpn $ be a smooth complex projective variety of dimension $n$. Let $\lambda$ be an algebraic one parameter subgroup of $G:=\gc$. Let $ 0\leq l\leq n+1$. We associate to the coefficients $F_{l}(\lambda)$ of the…

In this paper, we establish the Hausdorff dimensions of inverse images and collision time sets for a large class of symmetric Markov processes on metric measure spaces. We apply the approach in the works by Hawkes and Jain--Pruitt, and make…

Calibrating a L\'evy process usually requires characterizing its jump distribution. Traditionally this problem can be solved with nonparametric estimation using the empirical characteristic functions (ECF), assuming certain regularity, and…

The authors have recently obtained a lower bound of the Hausdorff dimension of the sets of vectors $(x_1, \ldots, x_d)\in [0,1)^d$ with large Weyl sums, namely of vectors for which $$ \left| \sum_{n=1}^{N}\exp(2\pi i (x_1 n+\ldots +x_d…

In light of the recent work by Sahni et al., Harbola, and Gaudoin and Burke, the question of mapping from an excited-state density of a many-electron interacting system to the potential of the related non-interacting system is analyzed. To…

L\'evy processes in the sense of Sch\"urmann on the Lie algebra of the Lorentz grouop are studied. It is known that only one of the irreducible unitary representations of the Lorentz group admits a non-trivial one-cocycle. A Sch\"urmann…

Without higher moment assumptions, this note establishes the decay of the Kolmogorov distance in a central limit theorem for L\'evy processes. This theorem can be viewed as a continuous-time extension of the classical random walk result by…

We prove a quantitative Borg-Levinson theorem for a large class of unbounded potentials. We give a detailed proof when the dimension of the space is greater than or equal to five. We also indicate the modifications necessary to cover lower…

We propose a new approach to construct the eigenvalue expansion in a weighted Hilbert space of the solution to the Cauchy problem associated to Gauss-Laguerre invariant Markov semigroups that we introduce. Their generators turn out to be…

We give a complete proof of the expression of capacities of a measure in terms of its Fourier transform.

This paper defines the notion of generators for a class of decreasing radial Loewner chains which are only continuous with respect to time. For this purpose, "Loewner's integral equation" which generalizes Loewner's differential equation is…

For a L\'evy process $\xi=(\xi_t)_{t\geq0}$ drifting to $-\infty$, we define the so-called exponential functional as follows \[{\rm{I}}_{\xi}=\int_0^{\infty}e^{\xi_t} dt.\] Under mild conditions on $\xi$, we show that the following…

In this paper, we study the Hausdorff dimension of self-similar measures and sets on the real line, where the generating iterated function system consists of some maps that share the same fixed point. In particular, we will show that out of…

Multistable L\'evy motions are extensions of L\'evy motions where the stability index is allowed to vary in time. Several constructions of these processes have been introduced recently, based on Poisson and Ferguson-Klass-LePage series…

An explicit algorithm is given for the computation of the Hausdorff dimension of the closure of a regular branch group in terms of an arbitrary branch structure. We implement this algorithm in GAP and apply it to a family of GGS-groups…

We introduce a new concept of dimension for metric spaces, the so-called topological Hausdorff dimension. It is defined by a very natural combination of the definitions of the topological dimension and the Hausdorff dimension. The value of…

We prove a law of large numbers and functional central limit theorem for a class of multivariate Hawkes processes with time-dependent reproduction rate. We address the difficulties induced by the use of non-convolutive Volterra processes by…

Let $X$ be a fractional Brownian motion in $\mathbb{R}^d$. For any Borel function $f:[0,1] \to \mathbb{R}^d$, we express the Hausdorff dimension of the image and the graph of $X+f$ in terms of $f$. This is new even for the case of Brownian…