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We consider some special classes of L\'evy processes with no gaussian component whose L\'evy measure is of the type $\pi(dx)=e^{\gamma x}\nu(e^x-1) dx$, where $\nu$ is the density of the stable L\'evy measure and $\gamma$ is a positive…

In this paper, we study finite-sample properties of the least squares estimator in first order autoregressive processes. By leveraging a result from decoupling theory, we derive upper bounds on the probability that the estimate deviates by…

In the framework of heavy baryon chiral perturbation theory, we give thIn the framework of heavy baryon chiral perturbation theory, we give the chiral expansion for the $\pi N \to \pi \pi N$ threshold amplitudes $D_1$ and $D_2$ to quadratic…

We study the k-space fluctuations of the waveaction about its mean spectrum in the turbulence of dispersive waves. We use a minimal model based on the Random Phase Approximation (RPA) and derive evolution equations for the arbitrary-order…

The decays $K \to \pi l^{+} l^{-}$, $K \to \pi \gamma \gamma $ and $K \to \pi \nu {\bar \nu}$ are investigated using the higher order terms of the chiral perturbation theory. The counterterms induced by strong, weak and electromagnetic…

We consider a $p$-dimensional time series where the dimension $p$ increases with the sample size $n$. The resulting data matrix $X$ follows a stochastic volatility model: each entry consists of a positive random volatility term multiplied…

The accuracy of compound Poisson approximation to the sum $S=w_1S_1+w_2S_2+...+w_NS_N$ is estimated. Here $S_i$ are sums of independent or weakly dependent random variables, and $w_i$ denote weights. The overall smoothing effect of $S$ on…

Subordinators are infinitely divisible distributions on the positive half-line. They are often used as mixing distributions in Poisson mixtures. We show that appropriately scaled Poisson mixtures can approximate the mixing subordinator and…

The rare decay $B\to K^\ast( \to K\pi) \nu\bar{\nu}$ is expected to play an important role in searches for physics beyond the Standard Model at the near future $B$-physics experiments. We investigate resonant and non-resonant backgrounds…

In this work, we provide a simultaneous and accurate description of the $\pi^+\pi^-$ and $\pi^{\pm} J/\psi$ invariant mass distributions of the recent BESIII data on $e^+ e^- \to J/\psi \; \pi^+ \pi^-$ together with the $e^+ e^- \to J/\psi…

For a finite state Markov process and a finite collection $\{ \Gamma_k, k \in K \}$ of subsets of its state space, let $\tau_k$ be the first time the process visits the set $\Gamma_k$. We derive explicit/recursive formulas for the joint…

Given a super-critical Galton-Watson process $\{Z_n\}$ and a positive sequence $\{\epsilon_n\}$, we study the limiting behaviors of $P(S_{Z_n}/Z_n\geq\epsilon_n)$ and $P(S_{Z_n}/m^n\geq\epsilon_n) $ with sums $S_{n}$ of i.i.d. random…

Let $T_n$ be a random recursive tree with $n$ nodes. List vertices of $T_n$ in decreasing order of degree as $v^1,\ldots,v^n$, and write $d^i$ and $h^i$ for the degree of $v^i$ and the distance of $v^i$ from the root, respectively. We prove…

It is well-known that for a quickly increasing sequence $(n_k)_{k \geq 1}$ the functions $(\cos 2 \pi n_k x)_{k \geq 1}$ show a behavior which is typical for sequences of independent random variables. If the growth condition on $(n_k)_{k…

We consider a stochastic process with long-range dependence perturbed by multiplicative noise. The marginal distributions of both the original process and the noise have regularly-varying tails, with tail indices $\alpha,\alpha'>0$,…

Let $\{L(t),t\geq 0\}$ be a L\'{e}vy process with representative random variable $L(1)$ defined by the infinitely divisible logarithmic series distribution. We study here the transition probability and L\'{e}vy measure of this process. We…

The polarizabilities of light pseudoscalar mesons can be extracted from differential cross sections for Compton scattering near threshold. While this has been accomplished for charged pions employing Primakoff reactions, a corresponding…

We study monotone and convex stochastic orders for processes with independent increments. Our contributions are twofold: First, we relate stochastic orders of the Poisson component to orders of their (generalized) L\'evy measures. The…

Limited-information inference on New Keynesian Phillips Curves (NKPCs) and other single-equation macroeconomic relations is characterised by weak and high-dimensional instrumental variables (IVs). Beyond the efficiency concerns previously…

The persistence of a stochastic variable is the probability that it does not cross a given level during a fixed time interval. Although persistence is a simple concept to understand, it is in general hard to calculate. Here we consider zero…