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We consider a Poisson process $\Phi$ on a general phase space. The expectation of a function of $\Phi$ can be considered as a functional of the intensity measure $\lambda$ of $\Phi$. Extending earlier results of Molchanov and Zuyev [Math.…

The purpose of this paper is to estimate the intensity of a Poisson process $N$ by using thresholding rules. In this paper, the intensity, defined as the derivative of the mean measure of $N$ with respect to $ndx$ where $n$ is a fixed…

In this paper, we discuss estimates on transition densities for subordinators, which are global in time. We establish the sharp two-sided estimates on the transition densities for subordinators whose L\'evy measures are absolutely…

The first passage time process of a L\'evy subordinator with heavy-tailed L\'evy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes of summation and time scaling of such stochastic…

We reexamine radiative corrections to $\pi_{l2}$ and $K_{l2}$ decays. We perform a matching calculation, including vector and axial vector resonances as explicit degrees of freedom in the long distance part. By considering the dependence on…

In this paper, the weak convergence of additive functionals of processes with locally independent increments and with Markov switching in the scheme of Poisson approximation is proved. For the relative compactness, a method proposed by R.…

We quantify the important effect of strong final state interactions in the weak $K\to 2\pi$ amplitudes, using the measured $\pi$-$\pi$ phase shifts with J=0 and $I=0,2$. The main results of this analysis, with their implications for…

Consider a sequence of i.i.d. random Lipschitz functions $\{\Psi_n\}_{n \geq 0}$. Using this sequence we can define a Markov chain via the recursive formula $R_{n+1} = \Psi_{n+1}(R_n)$. It is a well known fact that under some mild moment…

In contrast to their seemingly simple and shared structure of independence and stationarity, L\'evy processes exhibit a wide variety of behaviors, from the self-similar Wiener process to piecewise-constant compound Poisson processes.…

We study the empirical measure associated to a sample of size $n$ and modified by $N$ iterations of the raking-ratio method. This empirical measure is adjusted to match the true probability of sets in a finite partition which changes each…

A simultaneous analysis (in the model-independent approach) of the $\pi\pi$ scattering (from the threshold to 1.9 GeV) and of the $\pi\pi\to K\overline{K}$ process (from the threshold to $\sim$ 1.46 GeV) is carried out in channel with…

An amplitude analysis of the $K_{S}K_{S}$ system produced in radiative $J/\psi$ decays is performed using the $(1310.6\pm7.0)\times10^{6}$ $J/\psi$ decays collected by the BESIII detector. Two approaches are presented. A mass-dependent…

The paper is concerned with the equilibrium distribution $\Pi_n$ of the $n$-th element in a sequence of continuous-time density dependent Markov processes on the integers. Under a $(2+\a)$-th moment condition on the jump distributions, we…

The theory of sparse stochastic processes offers a broad class of statistical models to study signals. In this framework, signals are represented as realizations of random processes that are solution of linear stochastic differential…

We consider the passage time problem for L\'evy processes, emphasising heavy tailed cases. Results are obtained under quite mild assumptions, namely, drift to $-\infty$ a.s. of the process, possibly at a linear rate (the finite mean case),…

Pion-kaon ($\pi K$) final states, often appearing in heavy-particle decays at the precision frontier, are important for Standard-Model tests, to describe crossed channels with exotic states, and for spectroscopy of excited kaon resonances.…

In this paper, we study the existence of the density associated to the exponential functional of the L\'evy process $\xi$, \[ I_{\ee_q}:=\int_0^{\ee_q} e^{\xi_s} \, \mathrm{d}s, \] where $\ee_q$ is an independent exponential r.v. with…

We study the probability of a real-valued stationary process to be positive on a large interval $[0,N]$. We show that if in some neighborhood of the origin the spectral measure of the process has density which is bounded away from zero and…

In this article, we study the Poisson process of order k (PPoK) time-changed with an independent L\'evy subordinator and its inverse, which we call respectively, as TCPPoK-I and TCPPoK-II, through various distributional properties,…

In this paper we discuss Bayesian nonconvex penalization for sparse learning problems. We explore a nonparametric formulation for latent shrinkage parameters using subordinators which are one-dimensional L\'{e}vy processes. We particularly…