相关论文: Smoothness of scale functions for spectrally negat…

This survey aims to review two decades of progress on exponential functionals of (possibly killed) real-valued L\'evy processes. Since the publication of the seminal survey by Bertoin and Yor, substantial advances have been made in…

Fluctuation scaling is observed phenomenon from complex networks through finance to ecology. It means that the variance and the mean of a specific quantity are related as $\ev{\sigma^2|n}\propto \ev{n|A}^{2\alpha}$ with $1/2\geq \alpha \geq…

We study the properties of the exponential functional $\int\_0^{+ \infty} e^{- X^{\uparrow} (t)}dt$ where $X^{\uparrow}$ is a spectrally one-sided L{\'e}vy process conditioned to stay positive. In particular, we study finiteness,…

We present a general class of spatio-temporal stochastic processes describing the causal evolution of a positive-valued field in space and time. The field construction is based on independently scattered random measures of Levy type whose…

The scaling behavior of the closed trajectories of a moving particle generated by randomly placed rotators or mirrors on a square or triangular lattice in the critical region are investigated. We study numerically two scaling functions:…

Scaling studies of inclusive quasielastic electron scattering reactions have been used in the past as a basic tool to obtain information on the nucleon momentum distribution in nuclei. However, the connection between the scaling function,…

We obtain a vector-valued subordination principle for $(g_{\alpha}, g_{\alpha})$-regularized resolvent families which unified and improves various previous results in the literature. As a consequence we establish new relations between…

A model based on two-point closure theory of turbulence is proposed and applied to study the Reynolds number dependency of the scalar flux spectra in homogeneous shear flow with a cross-stream uniform scalar gradient. For the cross-stream…

Based on the concept of self-decomposability, we extend some recent multivariate L\'evy models built using multivariate subordination with the aim of capturing situations in which a sudden event in one market is propagated onto related…

We consider statistics of the passive scalar on distances much larger than the pumping scale. Such statistics is determined by statistics of Lagrangian contraction that is by probabilities of initially distant fluid particles to come close.…

We consider renewal shot noise processes with response functions which are eventually nondecreasing and regularly varying at infinity. We prove weak convergence of renewal shot noise processes, properly normalized and centered, in the space…

A mathematical smooth function means that the function has continuous derivatives to a certain degree C(k). We call it a k-smooth function or a smooth function if k can grow infinitively. Based on quantum physics, there is no such smooth…

For $n$ equidistant observations of a L\'evy process at time distance $\Delta_n$ we consider the problem of testing hypotheses on the volatility, the jump measure and its Blumenthal-Getoor index in a non- or semiparametric manner.…

Fluctuation relations are powerful equalities that hold far from equilibrium. However, the standard approach to include measurement and feedback schemes may become inapplicable in certain situations, including continuous measurements,…

Complex systems comprise a large number of interacting elements, whose dynamics is not always a priori known. In these cases -- in order to uncover their key features -- we have to turn to empirical methods, one of which was recently…

The phenomenology of the scaling behavior of higher order structure functions of velocity differences across a scale $R$ in turbulence should be built around the irreducible representations of the rotation symmetry group. Every irreducible…

We start by defining a subordinator by means of the lower-incomplete gamma function. It can be considered as an approximation of the stable subordinator, easier to be handled thank to its finite activity. A tempered version is also…

We determine the rate of decrease of the right tail distribution of the exponential functional of a Levy process with a convolution equivalent Levy measure. Our main result establishes that it decreases as the right tail of the image under…

Let $(Z_t)_{t\geq 0}$ denote the derivative martingale of branching Brownian motion, i.e.\@ the derivative with respect to the inverse temperature of the normalized partition function at critical temperature. A well-known result by Lalley…

We explore very fine scales of scalar dissipation in turbulent mixing, below Kolmogorov and around Batchelor scales, by performing direct numerical simulations at much finer grid resolution than is usually adopted in the past. We consider…