相关论文: Transition densities of subordinators of positive …
We prove asymptotic behaviour of transition density for a large class of spectrally one-sided L\'evy processes of unbounded variation satisfying mild condition imposed on the second derivative of the Laplace exponent, or equivalently, on…
In this article densities (and their derivatives) of subordinators and inverse subordinators are considered. Under minor restrictions, generally milder than the existing in the literature, using a useful modification of the saddle point…
We provide exact large-time equivalents of the density and upper tail distributions of the exponential functional of a subordinator in terms of its Laplace exponents. This improves previous results on the logarithmic asymptotic behaviour of…
In this paper, we consider transient subordinate Brownian motion X in R^d, d \geq 1, where the Laplace exponent \phi of the corresponding subordinator satisfies some mild conditions. The scaleinvariant Harnack inequality is proved for X. We…
This short note gives a sufficient condition for having the class of polynomials dense in the space of square integrable functions with respect to a finite measure dominated by the Lebesgue measure in the real line, here denoted by $L^2$.…
In this paper, we establish the precise asymptotic behaviors of the tail probability and the transition density of a large class of isotropic L\'evy processes when the scaling order is between 0 and 2 including 2. We also obtain the precise…
In this article, the infinite series form of the probability densities of tempered stable and inverse tempered stable subordinators are obtained using Mellin transform. Further, the densities of the products and quotients of stable and…
Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…
The well known scaling laws relating critical exponents in a second order phase transition have been generalized to the case of an arbitrarily higher order phase transition. In a higher order transition, such as one suggested for the…
It is known that the exponential functional of a Poisson process admits a probability density function in the form of an infinite series. In this paper, we obtain an explicit expression for the density function of the exponential functional…
Consider a probability distribution subordinate to a subexponential distribution with finite mean. In this paper, we discuss the second order tail behavior of the subordinated distribution within a rather general framework in which we do…
We consider the first-hitting time of a tempered $\beta$-stable subordinator, also called inverse tempered stable (ITS) subordinator. The density function of the ITS subordinator is obtained, for the index of stability $\beta \in (0,1)$.…
We consider the so-called Dickman subordinator, whose Levy measure has density 1/x restricted to the interval (0,1). The marginal density of this process, known as the Dickman function, appears in many areas of mathematics, from number…
We consider second-order evolution equations in an abstract setting with intermittently delayed/ not-delayed damping. We give sufficient conditions for asymptotic and exponential stability, improving and generalising our previous results…
In this paper, we study the existence of the density associated to the exponential functional of the L\'evy process $\xi$, \[ I_{\ee_q}:=\int_0^{\ee_q} e^{\xi_s} \, \mathrm{d}s, \] where $\ee_q$ is an independent exponential r.v. with…
In this paper we derive non-classical Tauberian asymptotic at infinity for the tail, the density and the derivatives thereof of a large class of exponential functionals of subordinators. More precisely, we consider the case when the L\'evy…
For subordinators with positive drift we extend recent results on the structure of the potential measures and the renewal densities. Applying Fourier analysis a new representation of the potential densities is derived from which we deduce…
The boundary behavior of continuous-state branching processes with quadratic competition is studied in whole generality. We first observe that despite competition, explosion can occur for certain branching mechanisms. We obtain a necessary…
We prove that certain quotients of entire functions are characteristic functions. Under some conditions, the probability measure corresponding to a characteristic function of that type has a density which can be expressed as a generalized…
We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving…