相关论文: On the harmonic measure of stable processes
We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…
We study the measure theoretic properties of typical C 0 maps of the interval. We prove that any ergodic measure is pseudo-physical, and conversely, any pseudo-physical measure is in the closure of the ergodic measures, as well as in the…
A method is proposed for estimating the potential function of a non-parametric estimator for stationary and isotropic pairwise interaction point process. The relation between a pair potential and the corresponding Papangelou conditional…
We study the harmonic mean of non-zero complex-valued random variables (complex harmonic mean) and establish several geometric estimates and bounds. In contrast to the classical positive-valued case, complex harmonic means may lie outside…
In this article, the problem of semi-parametric inference on the parameters of a multidimensional L\'{e}vy process $L_t$ with independent components based on the low-frequency observations of the corresponding time-changed L\'{e}vy process…
In the recent article D\"oring et al. [4] the authors conditioned a stable process with two-sided jumps to avoid an interval. As usual the strategy was to find an invariant function for the process killed on entering the interval and to…
Hyperexponential stability is investigated for dynamical systems with the use of both, explicit and implicit, Lyapunov function methods. A nonlinear hyperexponential control is designed for stabilizing linear systems. The tuning procedure…
A representation of the sharp constant in a pointwise estimate of the gradient of a harmonic function in a multidimensional half-space is obtained under the assumption that function's boundary values belong to $L^p$. This representation is…
In this paper, we focus on activating only a few sensors, among many available, to estimate the state of a stochastic process of interest. This problem is important in applications such as target tracking and simultaneous localization and…
In this paper, we present a new technique for studying the dynamics of a finitely generated rational semigroup. Such a semigroup can be associated naturally to a certain holomorphic correspondence on $\mathbb{P}^1$. Then, results on the…
Given a discrete time sample $X_1,... X_n$ from a L\'evy process $X=(X_t)_{t\geq 0}$ of a finite jump activity, we study the problem of nonparametric estimation of the characteristic triplet $(\gamma,\sigma^2,\rho)$ corresponding to the…
Efficient Bayesian model selection relies on the model evidence or marginal likelihood, whose computation often requires evaluating an intractable integral. The harmonic mean estimator (HME) has long been a standard method of approximating…
This article studies the finite sample behaviour of a number of estimators for the integrated power volatility process of a Brownian semistationary process in the non semi-martingale setting. We establish three consistent feasible…
We consider nonconforming methods for symmetric elliptic problems and characterize their quasi-optimality in terms of suitable notions of stability and consistency. The quasi-optimality constant is determined and the possible impact of…
In this article the almost semi-continuous step-process $\xi (t)$ is considered. The conditional characteristic functions of the jumps of $\xi (t)$ have the form $\mathrm{E} [ e^{i\alpha \xi_k}/\xi_k>0 ]=c(c-i\alpha)^{-1}$. For such…
In this paper, we address the equivalence of the analytic and probabilistic notions of harmonicity in the context of general symmetric Hunt processes on locally compact separable metric spaces. Extensions to general symmetric right…
This article is concerned with stability and performance of controlled stochastic processes under receding horizon policies. We carry out a systematic study of methods to guarantee stability under receding horizon policies via appropriate…
In this paper we study mutual absolute continuity and singularity of probability measures on the path space which are induced by an isotropic stable L\'evy process and the purely discontinuous Girsanov transform of this process. We also…
The time evolution of complex systems usually can be described through stochastic processes. These processes are measured at finite resolution, what necessarily reduces them to finite sequences of real numbers. In order to relate these data…
Given a marked renewal point process (assuming that the marks are i.i.d.) we say that an unbounded region is stable if it contains finitely many points of the point process with probability one. In this paper we provide algorithms that…