相关论文: Infinitely divisible distributions over locally co…
We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.
We provide, under minimal continuity assumptions, a description of \textsl{additive partition entropies}. They are real functions $I$ on the set of finite partitions that are additive on stochastically independent partitions in a given…
We study non-stationary stochastic processes arising from sequential dynamical systems built on maps with a neutral fixed points and prove the existence of Extreme Value Laws for such processes. We use an approach developed in \cite{FFV16},…
We review recent progress in the study of infinite-dimensional stochastic differential equations with symmetry. This paper contains examples arising from random matrix theory.
A classification of upper semicontinuous, translation and dually epi-translation invariant valuations is established on the space of convex Lipschitz function on $\mathbb{R}$ with compact domain.
We study the distributions of values of the logarithmic derivatives of the Dedekind zeta functions on a fixed vertical line. The main object is determining and investigating the density functions of such value-distributions for any…
We study discrete probabilistic programs with potentially unbounded looping behaviors over an infinite state space. We present, to the best of our knowledge, the first decidability result for the problem of determining whether such a…
We derive an integration by parts formula for functionals of determinantal processes on compact sets, completing the arguments of [4]. This is used to show the existence of a configuration-valued diffusion process which is non-colliding and…
A definition for elliptical tempered stable distribution, based on the characteristic function, have been explained which involve a unique spectral measure. This definition provides a framework for creating a connection between infinite…
We introduce a framework to identify Fluctuation Relations for vector-valued observables in physical systems evolving through a stochastic dynamics. These relations arise from the particular structure of a suitable entropic functional and…
We study the dynamics of a particle in a space that is non-differentiable. Non-smooth geometrical objects have an inherently probabilistic nature and, consequently, introduce stochasticity in the motion of a body that lives in their realm.…
In this paper we construct general vector-valued infinite-divisible independently scattered random measures with values in $\mathbb{R}^m$ and their corresponding stochastic integrals. Moreover, given such a random measure, the class of all…
The paper deals with multivariate Gaussian random fields defined over generalized product spaces that involve the hypertorus. The assumption of Gaussianity implies the finite dimensional distributions to be completely specified by the…
In this work we first introduce quasi-infinitely divisible (QID) random measures and formulate spectral representations. Then, we introduce QID stochastic integrals and present integrability conditions and continuity properties. Further, we…
Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for…
This paper focuses on the maximal distribution on sublinear expectation space and introduces a new type of random fields with the maximally distributed finite-dimensional distribution. The corresponding spatial maximally distributed white…
The article is an attempt to investigate the issues of asymptotic analysis for problems involving fractional Laplacian where the domains tend to become unbounded in one-direction. Motivated from the pioneering work on second order elliptic…
We review old and new uses of exchangeability, emphasizing the general theme of exchangeable representations of complex random structures. Illustrations of this theme include processes of stochastic coalescence and fragmentation; continuum…
We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with…
It is known that in many cases distributions of exponential integrals of Levy processes are infinitely divisible and in some cases they are also selfdecomposable. In this paper, we give some sufficient conditions under which distributions…