相关论文: On $L^p$-convergence of the Biggins martingale wit…

Necessary and sufficient oscillation conditions are given for a weakly convergent sequence (resp. relatively weakly compact set) in the Bochner-Lebesgue space $\l1$ to be norm convergent (resp. relatively norm compact), thus extending the…

For a branching random walk that drifts to infinity, consider its Malthusian martingale, i.e.~the additive martingale with parameter $\theta$ being the smallest root of the characteristic equation. When particles are killed below the…

In this note we show that the strong spherical maximal function in $\mathbb R^d$ is bounded on $L^p$ if $p>2(d+1)/(d-1)$ for $d\ge 3$.

Let $W_t(\theta)$ be the Biggins martingale of a supercritical branching L\'evy process with non-local branching mechanism, and denote by $W_\infty(\theta)$ its limit. In this paper, we first study moment properties of $W_t(\theta)$ and…

In this paper, we study the critical branching random walk in the critical dimension, $Z^4$. We provide the asymptotics of the probability of visiting a fixed finite subset and the range of the critical branching random walk conditioned on…

We are given two martingales on the filtration of the two dimensional Brownian motion. One is subordinated to another. We want to give an estimate of $L^p$-norm of a subordinated one via the same norm of a dominating one. In this setting…

A strong version of the Orlicz maximal operator is introduced and a natural $B_p$ condition for the rectangle case is defined to characterize its boundedness. This fact let us to describe a sufficient condition for the two weight…

It is well-known that conditioning a supercritical (multi-type) branching process on the event that it eventually becomes extinct yields a subcritical branching process. We study the corresponding inverse problem: given a subcritical…

We introduce a general model of trapping for random walks on graphs. We give the possible scaling limits of these Randomly Trapped Random Walks on $\mathbb {Z}$. These scaling limits include the well-known fractional kinetics process, the…

The effect of blocking between different species occurring in one dimension is investigated here numerically in the case of particles following branching and annihilating random walk with two offsprings. It is shown that two-dimensional…

We prove optimal estimates for the mapping properties of the Bergman projection on the Hartogs triangle in weighted $L^p$ spaces when $p>\frac{4}{3}$, where the weight is a power of the distance to the singular boundary point. For…

Random walk on changing graphs is considered. For sequences of finite graphs increasing monotonically towards a limiting infinite graph, we establish transition probability upper bounds. It yields sufficient transience criteria for simple…

We give rates of convergence in the strong invariance principle for stationary sequences satisfying some projective criteria. The conditions are expressed in terms of conditional expectations of partial sums of the initial sequence. Our…

We examine diffusion-limited aggregation for a one-dimensional random walk with long jumps. We achieve upper and lower bounds on the growth rate of the aggregate as a function of the number of moments a single step of the walk has. In this…

We consider a one dimensional ballistic random walk evolving in an i.i.d. parametric random environment. We provide a maximum likelihood estimation procedure of the environment parameters based on a single observation of the path till the…

Symmetric heavily tailed random walks on $Z^d, d\geq 1,$ are considered. Under appropriate regularity conditions on the tails of the jump distributions, global (i.e., uniform in $x,t, |x|+t\to\infty,$) asymptotic behavior of the transition…

It is shown that the ratio between the expected diameter of an L2-bounded martingale and the standard deviation of its last term cannot exceed sqrt(3). Moreover, a one-parameter family of stopping times on standard Brownian Motion is…

We consider the unconstrained $L_2$-$L_p$ minimization: find a minimizer of $\|Ax-b\|^2_2+\lambda \|x\|^p_p$ for given $A \in R^{m\times n}$, $b\in R^m$ and parameters $\lambda>0$, $p\in [0,1)$. This problem has been studied extensively in…

We study the maximal displacement of branching random walks in a class of time inhomogeneous environments. Specifically, binary branching random walks with Gaussian increments will be considered, where the variances of the increments change…

Let $M,N$ be real-valued martingales such that $N$ is differentially subordinate to $M$. The paper contains the proofs of the following weak-type inequalities: (i) If $M\geq0$ and $0<p\leq1$, then \[\Vert N\Vert_{p,\infty}\leq2\Vert…