Related papers: Levy processes: Capacity and Hausdorff dimension
Given a sample from a discretely observed L\'evy process $X=(X_t)_{t\geq 0}$ of the finite jump activity, the problem of nonparametric estimation of the L\'evy density $\rho$ corresponding to the process $X$ is studied. An estimator of…
In this article we give an overview on some recent development of Littlewood-Paley theory for Schr\"odinger operators. We extend the Littlewood-Paley theory for special potentials considered in the authors' previous work. We elaborate our…
We investigate the properties of multifractal products of geometric Gaussian processes with possible long-range dependence and geometric Ornstein-Uhlenbeck processes driven by L\'{e}vy motion and their finite and infinite superpositions. We…
When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…
Nonparametric methods for the estimation of the Levy density of a Levy process are developed. Estimators that can be written in terms of the ``jumps'' of the process are introduced, and so are discrete-data based approximations. A model…
Various recent results on quantum L\'evy processes are presented. The first part provides an introduction to the theory of L\'evy processes on involutive bialgebras. The notion of independence used for these processes is tensor…
We develop a fully fledged theory of quantum dynamical patterns of behavior that are nonlocally induced. To this end we generalize the standard Laplacian-based framework of the Schr\"{o}dinger picture quantum evolution to that employing…
Generalising a construction of Falconer, we consider classes of $G_\delta$-subsets of $\mathbb{R}^d$ with the property that sets belonging to the class have large Hausdorff dimension and the class is closed under countable intersections. We…
Our primary objective in this article is to establish H\"ormander type $L^p \rightarrow L^q$ Fourier multiplier theorems in the context of noncompact type Riemannian symmetric spaces $\mathbb{X}$ of arbitrary rank for the range $1 < p \leq…
This paper investigates the dimension theory of some families of continuous piecewise linear iterated function systems. For one family, we show that the Hausdorff dimension of the attractor is equal to the exponential growth rate obtained…
We consider a generalisation of the self-affine iterated function systems of Lalley and Gatzouras by allowing for a countable infinity of non-conformal contractions. It is shown that the Hausdorff dimension of the limit set is equal to the…
The goal of this paper is threefold. First, we survey the existing results on Hunt's hypothesis (H) for Markov processes and Getoor's conjecture for L\'{e}vy processes. Second, we investigate (H) for multidimensional L\'{e}vy processes from…
We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process itself. At the level of generators, the time change means that…
We provide the increasing eigenfunctions associated to spectrally negative self-similar Feller semigroups, which have been introduced by Lamperti. These eigenfunctions are expressed in terms of a new family of power series which includes,…
Multivariate Bessel processes, otherwise known as radial Dunkl processes, are stochastic processes defined in a Weyl chamber that are repelled from the latter's boundary by a singular drift with a strength given by the multiplicity function…
In this paper we introduce the notion of rational Hausdorff divisor, we analyze the dimension and irreducibility of its associated linear system of curves, and we prove that all irreducible real curves belonging to the linear system are…
L\'evy processes, known for their ability to model complex dynamics with skewness, heavy tails and discontinuities, play a critical role in stochastic modeling across various domains. However, inference for most L\'evy processes, whether in…
We study the potential theory of a large class of infinite dimensional L\'evy processes, including Brownian motion on abstract Wiener spaces. The key result is the construction of compact Lyapunov functions, i.e. excessive functions with…
The constrained-search formulation of Levy and Lieb provides a concrete mapping from N-representable densities to the space of N-particle wavefunctions and explicitly defines the universal functional of density functional theory. We…
In a previous paper, dealing with "Applications in $\mathbb{R}^1$," the authors developed a new approach to the computation of the Hausdorff dimension of the invariant set of an iterated function system or IFS and studied some applications…