Related papers: Potential Theory of Truncated Stable Processes
In this paper we study the asymptotic properties of the power variations of stochastic processes of the type X=Y+L, where L is an alpha-stable Levy process, and Y a perturbation which satisfies some mild Lipschitz continuity assumptions. We…
Expressions are given for the truncated fractional moments $E X_+^p$ of a general stable law. These involve families of special functions that arose out of the study of multivariate stable densities and probabilities. As a particular case,…
In this work, we investigate the fine regularity of L\'evy processes using the 2-microlocal formalism. This framework allows us to refine the multifractal spectrum determined by Jaffard and, in addition, study the oscillating singularities…
This paper considers approximately sparse signal and low-rank matrix's recovery via truncated norm minimization $\min_{x}\|x_T\|_q$ and $\min_{X}\|X_T\|_{S_q}$ from noisy measurements. We first introduce truncated sparse approximation…
We study a particular class of moving average processes which possess a property called localisability. This means that, at any given point, they admit a ``tangent process'', in a suitable sense. We give general conditions on the kernel g…
We consider a class of perpetuities which admit direct characterization of asymptotics of the key truncated moment. The class contains perpetuities without polynomial decay of tail probabilities and thus not satisfying Kesten's theorem. We…
In this paper we estimate both the Hurst and the stable indices of a H-self-similar stable process. More precisely, let $X$ be a $H$-sssi (self-similar stationary increments) symmetric $\alpha$-stable process. The process $X$ is observed at…
We construct a Hunt process that can be described as an isotropic $\alpha$-stable L\'evy process reflected from the complement of a bounded open Lipschitz set. In fact, we introduce a new analytic method for concatenating Markov processes.…
An absolutely convergent double series representation for the density of the supremum of $\alpha$-stable Levy process is given in [3, Theorem 2] for almost all irrational $\alpha$. This result cannot be made stronger in the following sense:…
We introduce a symmetrization technique that allows us to translate a problem of controlling the deviation of some functionals on a product space from their mean into a problem of controlling the deviation between two independent copies of…
In this paper, we prove two limit laws for functionals of self-intersection symmetric alpha-stable processes with alpha\in(1,2). The results are obtained based on the method of moments, the sample configuration and the chaining argument…
We prove the Harnack inequality for antisymmetric $s$-harmonic functions, and more generally for solutions of fractional equations with zero-th order terms, in a general domain. This may be used in conjunction with the method of moving…
Let $L$ be a (non necessarily unital) truncated vector lattice of real-valued functions on a nonempty set $X$. A nonzero linear functional $\psi$ on $L$ is called a truncation homomorphism if it preserves truncation, i.e.,% \[ \psi\left(…
For a time-changed symmetric $\alpha$-stable process killed upon hitting zero, under the condition of entrance from infinity, we prove the existence and uniqueness of quasi-stationary distribution (QSD). The exponential convergence to the…
We consider the problem of global stability of nonlinear sampled-data systems. Sampled-data systems are a form of hybrid model which arises when discrete measurements and updates are used to control continuous-time plants. In this paper, we…
In this paper we consider the dynamics of harmonically-confined atomic gases. We present various general results which are independent of particle statistics, interatomic interactions and dimensionality. Of particular interest is the…
We prove that the elliptic Harnack inequality (on a manifold, graph, or suitably regular metric measure space) is stable under bounded perturbations, as well as rough isometries.
The drift sequential parameter estimation problems for the Cox-Ingersoll-Ross (CIR) processes under the limited duration of observation are studied. Truncated sequential estimation methods for both scalar and {two}-dimensional parameter…
We investigate thermodynamics of general nonequilibrium processes stopped at stochastic times. We propose a systematic strategy for constructing fluctuation-theorem-like martingales for each thermodynamic functional, yielding a family of…
In this note, we prove a conditionally centered version of the quenched weak invariance principle under the Hannan condition, for stationary processes. In the course, we obtain a (new) construction of the fact that any stationary process…