Related papers: H{\"o}lder continuity of random processes

We introduce a class of absorption mechanisms and study the behavior of real-valued centered random walks with finite variance that do not get absorbed. In particular, we prove persistence and scaling limit results, which, in many cases of…

We show that any stochastically monotone Feller semigroup on R can be extended by a consistent family of order-preserving Feller semigroups on the successive powers of R. We exhibit a specific such family, which is uniquely characterized by…

Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…

The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…

Balakrishnan and Mi [1] considered order preserving property of maximum likelihood estimators. In this paper there are given conditions under which the moment estimators have the property of preserving stochastic orders. There is considered…

We consider smooth random dynamical systems defined by a distribution with a finite moment of the norm of the differential, and prove that under suitable non-degeneracy conditions any stationary measure must be H\"older continuous. The…

Some convergence results on the kernel density estimator are proven for a class of linear processes with cyclical effects. In particular we extend the results of Ho and Hsing (1996a) and Mielniczuk (1997) to the stationary processes for…

We extend our results in \cite{hislop_marx_1} on the quantitative continuity properties, with respect to the single-site probability measure, of the density of states measure and the integrated density of states for random Schr\"odinger…

We deduce bilateral interrelations between Fourier coefficients for lacunar trigonometric series and modulus of their continuity. We obtain also as an application some conditions for continuity and discontinuity for Gaussian periodic…

We derive an exact probabilistic representation for the evolution of a Hubbard model with site- and spin-dependent hopping coefficients and site-dependent interactions in terms of an associated stochastic dynamics of a collection of Poisson…

In this paper we prove the continuity of all Lyapunov exponents, as well as the continuity of the Oseledets decomposition, for a class of irreducible cocycles over strongly mixing Markov shifts. Moreover, gaps in the Lyapunov spectrum lead…

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We study in this paper the sufficient conditions for enhanced continuity of random fields, i.e. such that the modulus of its continuity allows the factorable representation by the product of random variable on the deterministic module of…

Let X be an arbitrary centered Gaussian process whose trajectories are, with probability one, continuous nowhere differentiable functions. It follows from a classical result, derived from zero-one law, that, with probability one, the…

We study the persistence probability for some discrete-time, time-reversible processes. In particular, we deduce the persistence exponent in a number of examples: first, we deal with random walks in random sceneries (RWRS) in any dimension…

In this manuscript we analyse the long-term probability density function of non-stationary dynamical processes which are enclosed inward the Feller class of processes with time varying exponents for multiplicative noise. The update in the…

We introduce the technique of generic chaining and majorizing measures for controlling sequential Rademacher complexity. We relate majorizing measures to the notion of fractional covering numbers, which we show to be dominated in terms of…

Random processes with stationary increments and intrinsic random processes are two concepts commonly used to deal with non-stationary random processes. They are broader classes than stationary random processes and conceptually closely…

In an early paper (Horowitz and Albano, Phys. Rev. E.,{\bf 73} 031111 (2006)) we studied growing models, generically called $X/RD$, such that a particle is attached to the aggregate with probability $p$ following the mechanisms of a generic…

In two recent papers [5] and [6], we generalized some classical results of Harmonic Analysis using probabilistic approach by means of a d- dimensional rotationally symmetric stable process. These results allow one to discuss some…