相关论文: Smoothness of scale functions for spectrally negat…
The ordinary Levy motion is a random process whose stationary independent increments are statistically self-affine and distributed with a stable probability law characterized by the Levy index alpha, 0 < alpha < 2. The divergence of…
For a L\'evy process $\xi=(\xi_t)_{t\geq0}$ drifting to $-\infty$, we define the so-called exponential functional as follows \[{\rm{I}}_{\xi}=\int_0^{\infty}e^{\xi_t} dt.\] Under mild conditions on $\xi$, we show that the following…
Given a spectrally negative L\'evy process and independent Poisson observation times, we consider a periodic barrier strategy that pushes the process down to a certain level whenever it is above it. We also consider the versions with…
Active glasses refer to a class of driven non-equilibrium systems that share remarkably similar dynamical behavior as conventional glass-formers in equilibrium. Glass-like dynamical characteristics have been observed in various biological…
Trajectory scaling functions are the basic element in the study of chaotic dynamical systems, from which any long time average can be computed. It has never been extracted from an experimental time series the reason being its sensitivity to…
We performed fluctuation analysis by means of the local scaling dimension for the strength function of the isoscalar (IS) and the isovector (IV) giant quadrupole resonances (GQR) in $^{40}$Ca, where the strength functions are obtained by…
The joint distribution of the maximum loss and the maximum gain is obtained for a spectrally negative Levy process until the passage time of a given level. Their marginal distributions up to an independent exponential time are also…
The scaling behavior of the closed trajectories of a moving particle generated by randomly placed rotators or mirrors on a square or triangular lattice is studied numerically. For most concentrations of the scatterers the trajectories close…
A scaling on some space is a measurable action of the group of positive real numbers. A measure on a measurable space equipped with a scaling is said to be $\alpha$-homogeneous for some nonzero real number $\alpha$ if the mass of any…
Current understanding of the kinetic-scale turbulence in weakly-collisional plasmas still remains elusive. We employ a general framework in which the turbulent energy transfer is envisioned as a scale-to-scale Langevin process. Fluctuations…
Suppose that Y(t) is a d-dimensional Levy symmetric process for which its Levy measure differs from the Levy measure of the isotropic alpha-stable process (0<alpha<2) by a finite signed measure. For a bounded Lipschitz set D we compare the…
In this paper we introduce a new class of L\'evy processes which we call hypergeometric-stable L\'evy processes, because they are obtained from symmetric stable processes through several transformations and where the Gauss hypergeometric…
The theta process is a stochastic process of number theoretical origin arising as a scaling limit of quadratic Weyl sums. It can be described in terms of the geodesic flow and an automorphic function on a homogeneous space. This process has…
The effects of removing large scales external to the inertial range on the properties of scales within the inertial range are studied in a high-Reynolds-number turbulent flow. Structure functions of both even and odd orders are strongly…
Two-point functions of the scalar curvature for metric fluctuations on the four-sphere are analysed. The two-point function for points separated by a fixed distance and for metrics of fixed volume is calculated using spacetime foam methods.…
Scaling-invariant functions preserve the order of points when the points are scaled by the same positive scalar (with respect to a unique reference point). Composites of strictly monotonic functions with positively homogeneous functions are…
A new velocity scale is derived that yields a Reynolds number independent profile for the streamwise turbulent fluctuations in the near-wall region of wall bounded flows for $y^+<25$. The scaling demonstrates the important role played by…
We consider Malliavin smoothness of random variables $f(X_1)$, where $X$ is a pure jump L\'evy process and $f$ is either bounded and H\"older continuous or of bounded variation. We show that Malliavin differentiability and fractional…
Records of the traded value f_i(t) of stocks display fluctuation scaling, a proportionality between the standard deviation sigma(i) and the average <f(i)>: sigma(i) ~ f(i)^alpha, with a strong time scale dependence alpha(dt). The…
We compute the average shape of trajectories of some one--dimensional stochastic processes x(t) in the (t,x) plane during an excursion, i.e. between two successive returns to a reference value, finding that it obeys a scaling form. For…