Related papers: Time change approach to generalized excursion meas…

The problem Orienteering asks whether there exists a walk which visits a number of sites without exceeding some fuel budget. In the variant of the problem we consider, the cost of each edge in the walk is dependent on the time we depart one…

In this paper some new tools for the study of evolution problems in the framework of Young measures are introduced. A suitable notion of time-dependent system of generalized Young measures is defined, which allows to extend the classical…

We present two long-time limit theorems of a 3-state quantum walk on the line when the walker starts from the origin. One is a limit measure which is obtained from the probability distribution of the walk at a long-time limit, and the other…

An information theory description of finite systems explicitly evolving in time is presented for classical as well as quantum mechanics. We impose a variational principle on the Shannon entropy at a given time while the constraints are set…

Our objective is to explore random walks on the general linear group, constrained to a specific domain, with a primary focus on establishing the conditioned local limit theorem. This paper marks the initial stride toward achieving this…

We propose a framework to analyze and quantify the bias in adaptive data analysis. It generalizes that proposed by Russo and Zou'15, applying to measurements whose moment generating function exists, measurements with a finite $p$-norm, and…

Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…

We extend the ideas of (Barbour 1990) and use Stein's method to obtain a bound on the distance between a scaled time-changed random walk and a time-changed Brownian Motion. We then apply this result to bound the distance between a…

We establish a general Berry-Esseen type bound which gives optimal bounds in many situations under suitable moment assumptions. By combining the general bound with Palm theory, we deduce a new error bound for assessing the accuracy of…

In Section 1, we present a number of classical results concerning the Generalized Gamma Convolution (:GGC) variables, their Wiener-Gamma representations, and relation with the Dirichlet processes.To a GGC variable, one may associate a…

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

A calculus based on pointer-mark coincidences is proposed to define, in a mathematically rigorous way, measurements of space and time intervals. The connection between such measurements in different inertial frames according to the Galilean…

We study the inverse problems for the second order hyperbolic equations of general form with time-dependent coefficients assuming that the boundary data are given on a part of the boundary. The main result of this paper is the determination…

We develop an excursion theory that describes the evolution of a Markov process indexed by a Levy tree away from a regular and instantaneous point $x$ of the state space. The theory builds upon a notion of local time at $x$ that was…

We give an overview of the recent asymptotic results on the geometry of excursion sets of stationary random fields. Namely, we cover a number of limit theorems of central type for the volume of excursions of stationary (quasi--, positively…

We proof a limit theorem for moments in space of the increments of Brownian local time. As special cases for the second and third moments, previous results by Chen et al. (Ann. Prob. 38, 2010, no. 1) and Rosen (Stoch. Dyn. 11, 2011, no. 1),…

The Laplace transform of the $d$-dimensional distribution of Brownian excursion is expressed as the Laplace transform of the $(d+1)$-dimensional distribution of an auxiliary Markov process, started from a $\sigma$-finite measure and with…

The aim of this paper is to control the rate of convergence for central limit theorems of sojourn times of Gaussian fields in both cases: the fixed and the moving level. Our main tools are the Malliavin calculus and the Stein's method,…

Classical arcsine law states that fraction of occupation time on the positive or the negative side in Brownian motion does not converge to a constant but converges in distribution to the arcsine distribution. Here, we consider how a…

The usual development of the continuous-time random walk (CTRW) proceeds by assuming that the present is one of the jumping times. Under this restrictive assumption integral equations for the propagator and mean escape times have been…