Related papers: The upper envelope of positive self-similar Markov…

We investigate the branching structure coded by the excursion above zero of a spectrally positive Levy process. The main idea is to identify the level of the Levy excursion as the time and count the number of jumps upcrossing the level. By…

In this article, we construct an It\^o integral with respect to a two-sided finite-variance L\'evy process $\{L(x)\}_{x\in \mathbb{R}}$, without a Gaussian component. Using Rosenthal inequality for discrete-time martingales, we give an…

Let $N$ be the counting function of a Beurling generalized number system and let $\pi$ be the counting function of its primes. We show that the $L^{1}$-condition $$ \int_{1}^{\infty}|\frac{N(x)-ax}{x}|\frac{\mathrm{d}x}{x}<\infty $$ and the…

We investigate the upper tail probabilities of the all-time maximum of a stable L\'evy process with a power negative drift. The asymptotic behaviour is shown to be exponential in the spectrally negative case and polynomial otherwise, with…

For spectrally negative L\'evy processes, adapting an approach from \cite{BoLi:sub1} we identify joint Laplace transforms involving local times evaluated at either the first passage times, or independent exponential times, or inverse local…

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…

Consider a continuous time particle system $\eta^t=(\eta^t(k),k\in \mathbb{L})$, indexed by a lattice $\mathbb{L}$ which will be either $\mathbb{Z}$, $\mathbb{Z}/n\mathbb{Z}$, a segment $\{1,\cdots, n\}$, or $\mathbb{Z}^d$, and taking its…

Quantitative logic reasons about the degree to which formulas are satisfied. This paper studies the fundamental reasoning principles of higher-order quantitative logic and their application to reasoning about probabilistic programs and…

This paper is a natural continuation of \cite{Kr_20_2}, where strong Markov processes are constructed in time inhomogeneous setting with Borel measurable uniformly bounded and uniformly nondegenerate diffusion and drift in…

For a recurrent linear diffusion on $\R_+$ we study the asymptotics of the distribution of its local time at 0 as the time parameter tends to infinity. Under the assumption that the L\'evy measure of the inverse local time is subexponential…

Let {X(t)}_{t\ge0} be a locally bounded and infinitely divisible stochastic process, with no Gaussian component, that is self-similar with index H>0. Pick constants \gamma >H and c>0. Let \nu be the L\'evy measure on R^{[0,\infty)} of X,…

In this paper we solve the exit problems for (reflected) spectrally negative L\'evy processes, which are exponentially killed with a killing intensity dependent on the present state of the process and analyze respective resolvents. All…

We consider renewal-type processes whose positive inter-renewal times may be dependent, non-identically distributed, and may have mixed distributions. We introduce a generalised intensity measure extending the classical hazard-rate…

The existence of moments of first downward passage times of a spectrally negative L\'evy process is governed by the general dynamics of the L\'evy process, i.e. whether the L\'evy process is drifting to $+\infty$, $-\infty$ or oscillates.…

In this paper we study the liftability property for piecewise continuous maps of compact metric spaces, which admit inducing schemes in the sense of Pesin and Senti [PS05, PS06]. We show that under some natural assumptions on the inducing…

A continuous-time particle system on the real line satisfying the branching property and an exponential integrability condition is called a branching L\'evy process, and its law is characterized by a triplet $(\sigma^2,a,\Lambda)$. We…

We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…

Consider the problem of packing Hamming balls of a given relative radius subject to the constraint that they cover any point of the ambient Hamming space with multiplicity at most $L$. For odd $L\ge 3$ an asymptotic upper bound on the rate…

We study a combination of the refracted and reflected L\'evy processes. Given a spectrally negative L\'evy process and two boundaries, it is reflected at the lower boundary while, whenever it is above the upper boundary, a linear drift at a…

Maximal repetition of a string is the maximal length of a repeated substring. This paper investigates maximal repetition of strings drawn from stochastic processes. Strengthening previous results, two new bounds for the almost sure growth…