相关论文: The coding complexity of L\'evy processes

We compute the Hausdorff dimension of the image X(E) of a non random Borel set E $\subset$ [0, 1], where X is a L\'evy multistable process in R. This extends the case where X is a classical stable L\'evy process by letting the stability…

We consider the lossy quantum source coding problem where the task is to compress a given quantum source below its von Neumann entropy. Inspired by the duality connections between the rate-distortion and channel coding problems in the…

Explicit coupling property and gradient estimates are investigated for the linear evolution equations on Hilbert spaces driven by an additive cylindrical L\'evy process. The results are efficiently applied to establish the exponential…

We establish explicit quenched asymptotics for pure-jump symmetric L\'evy processes in general Poissonian potentials, which is closely related to large time asymptotic behavior of solutions to the nonlocal parabolic Anderson problem with…

We study the possibility of a gradual improvement as time progresses of the regularity of solutions to evolution problems of parabolic type driven by L\'evy-type operators, not necessarily translation invariant. In the course of our…

We consider a Stochastic Differential Equation driven by a L\'evy process whose L\'evy measure satisfy a tempered stable domination. We study how a perturbation of the coefficients reflects on the density of the solution. We quantify the…

The asymptotics of the weighted $L_{p}$-norms of Hermite polynomials, which describes the R\'enyi entropy of order $p$ of the associated quantum oscillator probability density, is determined for $n\to\infty$ and $p>0$. Then, it is applied…

We consider a rate-distortion problem with side information at multiple decoders. Several upper and lower bounds have been proposed for this general problem or special cases of it. We provide an upper bound for general instances of this…

Nonparametric methods for the estimation of the Levy density of a Levy process are developed. Estimators that can be written in terms of the ``jumps'' of the process are introduced, and so are discrete-data based approximations. A model…

Linear optimization problems are investigated whose parameters are uncertain. We apply coherent distortion risk measures to capture the possible violation of a restriction. Each risk constraint induces an uncertainty set of coefficients,…

Polyhedral Lyapunov functions can approximate any norm arbitrarily well. Because of this, they are used to study the stability of linear time varying and linear parameter varying systems without being conservative. However, the…

In this work, we obtain quantitative estimates of the continuity constant for the $L^p$ maximal regularity of relatively continuous nonautonomous operators $\mathbb{A} : I \longrightarrow \mathcal{L}(D,X)$, where $D \subset X$ densely and…

Integral representations for expectations of functions of a stable L\'evy process $X$ and its supremum $\bar X$ are derived. As examples, cumulative probability distribution functions (cpdf) of $X_T, \barX_T$, the joint cpdf of $X_T$ and…

Some problems in the theory and applications of stochastic processes can be reduced to solving integral equations. While explicit solutions for these equations are often elusive, valuable insights can be gained through their asymptotic…

This paper investigates the uncertainty of Generative Pre-trained Transformer (GPT) models in extracting mathematical equations from images of varying resolutions and converting them into LaTeX code. We employ concepts of entropy and mutual…

We apply multilevel Monte Carlo for option pricing problems using exponential L\'{e}vy models with a uniform timestep discretisation to monitor the running maximum required for lookback and barrier options. The numerical results demonstrate…

In the analysis of highly-oscillatory evolution problems, it is commonly assumed that a single frequency is present and that it is either constant or, at least, bounded from below by a strictly positive constant uniformly in time. Allowing…

This paper considers discretization of the L\'evy process appearing in the Lamperti representation of a strictly positive self-similar Markov process. Limit theorems for the resulting approximation are established under some regularity…

We consider nonparametric statistical inference for L\'evy processes sampled irregularly, at low frequency. The estimation of the jump dynamics as well as the estimation of the distributional density are investigated. Non-asymptotic risk…

L\'evy's Upward Theorem says that the conditional expectation of an integrable random variable converges with probability one to its true value with increasing information. In this paper, we use methods from effective probability theory to…