相关论文: Some aspects of the $m$-adic analysis and its appl…

We consider the distribution of the binomial probability mass function (pmf) among arithmetic progressions and obtain an average-type theorem. As applications, we consider the possible visits to a kind of sieved sets of integers or lattice…

A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…

The p-adic numbers have found applications in a wide range of diverse fields of research. In some applications the algebraic properties of p-adics enter as an indispensable ingredient of the theory. Another class of applications has to do…

In the present review we survey the properties of a transcendental function of the Wright type, nowadays known as M-Wright function, entering as a probability density in a relevant class of self-similar stochastic processes that we…

This paper is devoted to the analysis of the finite-dimensional distributions and asymptotic behavior of extremal Markov processes connected to the Kendall convolution. In particular, based on its stochastic representation, we provide…

In this paper, we offer a brief introduction to the $p$-adic numbers and operations in the metric space defined under the $p$-adic norm. Specifically, we provide a clear description of the derivation of the $p$-adic number via the…

We develop a systematic analytic approach to the problem of branching and annihilating random walks, equivalent to the diffusion-limited reaction processes 2A->0 and A->(m+1)A, where m>=1. Starting from the master equation, a…

A particular continuous-time multitype branching process is considered, it is the continuous-time embedding of a discrete-time process which is very popular in theoretical computer science: the m-ary search tree (m is an integer). There is…

Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…

A classical fact of the theory of almost periodic functions is the existence of their asymptotic distributions. In probabilistic terms, this means that if $f$ is a Besicovitch almost periodic function and $V$ is a random variable uniformly…

We define a large class of multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined log-normal…

In this paper, we present the asymptotic distribution of M-estimators for parameters in non-stationary AR(p) processes. The innovations are assumed to be in the domain of attraction of a stable law with index $0<\alpha\le2$. In particular,…

The class of stochastic matrices that have a stochastic $c$-th root for infinitely many natural numbers $c$ is introduced and studied. Such matrices are called arbitrarily finely divisible, and generalise the class of infinitely divisible…

Simple random walks are a basic staple of the foundation of probability theory and form the building block of many useful and complex stochastic processes. In this paper we study a natural generalization of the random walk to a process in…

We study the asymptotical behavior of the $p$-adic singular Fourier integrals $$ J_{\pi_{\alpha},m;\phi}(t) =\bigl< f_{\pi_{\alpha};m}(x)\chi_p(xt), \phi(x)\bigr> =F\big[f_{\pi_{\alpha};m}\phi\big](t), \quad |t|_p \to \infty, \quad t\in…

A new approach to stochastic integration is described, which is based on an a.s. pathwise approximation of the integrator by simple, symmetric random walks. Hopefully, this method is didactically more advantageous, more transparent, and…

We define a large class of continuous time multifractal random measures and processes with arbitrary log-infinitely divisible exact or asymptotic scaling law. These processes generalize within a unified framework both the recently defined…

The article is devoted to stochastic processes with values in finite-dimensional vector spaces over infinite locally compact fields with non-trivial non-archimedean valuations. Infinitely divisible distributions are investigated. Theorems…

We give conditions under which near-critical stochastic processes on the half-line have infinitely many or finitely many cutpoints, generalizing existing results on nearest-neighbour random walks to adapted processes with bounded increments…

We consider the $p$-adic random walk model in a potential, which can be viewed as a generalization of $p$-adic random walk models used for description of protein conformational dynamics. This model is based on the Kolmogorov--Feller…