相关论文: Minimal thinness with respect to symmetric L\'evy …

In this paper, we develop a new mathematical technique which allows us to express the joint distribution of a Markov process and its running maximum (or minimum) through the marginal distribution of the process itself. This technique is an…

For general thinning procedures, its inverse operation, the condensing, is studied and a link to integration-by-parts formulas is established. This extends the recent results on that link for independent thinnings of point processes to…

We study the local statistics of orthogonal polynomial ensembles near a hard edge, subject to a multiplicative deformation of the measure. Probabilistically, this deformation corresponds to a position-dependent conditional thinning of the…

A new type of dependent thinning for point processes in continuous space is proposed, which leverages the advantages of determinantal point processes defined on finite spaces and, as such, is particularly amenable to statistical, numerical,…

Learning the minimum/maximum mean among a finite set of distributions is a fundamental sub-task in planning, game tree search and reinforcement learning. We formalize this learning task as the problem of sequentially testing how the minimum…

In this article, we consider a modified version of minimal $L^2$ integrals on sublevel sets of plurisubharmonic functions related to modules at boundary points, and obtain a concavity property of the modified version. As an application, we…

We study notions of isotopy and concordance for Riemannian metrics on manifolds with boundary and, in particular, we introduce two variants of the concept of minimal concordance, the weaker one naturally arising when considering certain…

Solving the Plateau problem means to find the surface with minimal area among all surfaces with a given boundary. Part of the problem actually consists of giving a suitable definition to the notions of 'surface', 'area' and 'boundary'. In…

We assign a measure to an upper semicontinuous function which is subharmonic with respect to the mean curvature operator, so that it agrees with the mean curvature of its graph when the function is smooth. We prove that the measure is…

Let $X(t)$, $t\geq0$, be a L\'evy process in $\mathbb{R}^d$ starting at the origin. We study the closed convex hull $Z_s$ of $\{X(t): 0\leq t\leq s\}$. In particular, we provide conditions for the integrability of the intrinsic volumes of…

In this paper we consider weak Harnack inequality and H\"older regularity estimates for symmetric $\alpha$-stable L\'evy process in $\mathbb{R}^d$, $\alpha \in (0,2)$, $d\geq 2$. We consider a symmetric $\alpha$-stable L\'evy process $X$…

Here we study what we call bounded rough Riemannian metrics $(M,g)$, which are positive definite, symmetric tensors on each tangent space, $T_pM$, which are bounded and measurable as functions in coordinates. This is enough structure to…

Mat\'ern's hard-core processes are valuable point process models in spatial statistics. In order to extend their field of application, Mat\'ern's original models are generalized here, both as point processes and particle processes. The…

For one-dimensional symmetric L\'{e}vy processes, which hit every point with positive probability, we give sharp bounds for the tail function of the first hitting time of B which is either a single point or an interval. The estimates are…

In this paper we prove the uniform boundary Harnack principle in general open sets for harmonic functions with respect to a large class of rotationally symmetric purely discontinuous L\'evy processes.

Using complex analysis techniques we obtain precise asymptotic approximations for the kernels corresponding to the symmetric $\alpha$-stable processes and their fractional derivatives. We apply our method to general L\'evy processes whose…

We derive a criterium for the almost sure finiteness of perpetual integrals of \LL processes for a class of real functions including all continuous functions and for general one-dimensional L\'evy processes that drifts to plus infinity.…

Small-space and large-time estimates and asymptotic expansion of the distribution function and (the derivatives of) the density function of hitting times of points for symmetric L\'evy processes are studied. The L\'evy measure is assumed to…

This article deals with IDT processes, i.e. processes which are infinitely divisible with respect to time. Given an IDT process $(X_{t},\,t\geq0)$, there exists a unique (in law) L\'evy process $(L_{t}; t\geq0)$ which has the same…

We settle an open problem of several years standing by showing that the least-squares mean for positive definite matrices is monotone for the usual (Loewner) order. Indeed we show this is a special case of its appropriate generalization to…