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相关论文: Yaglom limit for unimodal L\'{e}vy processes

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We prove the continuity of logarithmic capacity under Hausdorff convergence of uniformly perfect planar sets. The continuity holds when the Hausdorff distance to the limit set tends to zero at sufficiently rapid rate, compared to the decay…

复变函数 · 数学 2021-09-15 Sergei Kalmykov , Leonid V. Kovalev

In this paper, we develop a general machinery for finding explicit uniform probability and moment bounds on sub-additive positive functionals of random processes. Using the developed general technique, we derive uniform bounds on the…

概率论 · 数学 2012-02-09 Alexander Goldenshluger , Oleg Lepski

Several long-time limit theorems of one-dimensional L\'{e}vy processes weighted and normalized by functions of the local time are studied. The long-time limits are taken via certain families of random times, called clocks: exponential…

概率论 · 数学 2023-01-18 Shosei Takeda , Kouji Yano

We prove Chung-type laws of the iterated logarithm for general L\'{e}vy processes at zero. In particular, we provide tools to translate small deviation estimates directly into laws of the iterated logarithm. This reveals laws of the…

概率论 · 数学 2013-02-21 Frank Aurzada , Leif Doering , Mladen Savov

We give sharp bounds for the isotropic unimodal probability convolution semigroups when their L\'evy-Khintchine exponent has Matuszewska indices strictly between 0 and 2.

泛函分析 · 数学 2015-01-21 Krzysztof Bogdan , Tomasz Grzywny , Michał Ryznar

Based on the explicit coupling property, the ergodicity and the exponential ergodicity of L\'{e}vy driven Ornstein-Uhlenbeck processes are established.

概率论 · 数学 2012-05-22 Jian Wang

We consider the rescaled flow associated with a mean curvature flow that develops a compact singularity of multiplicity one. We prove that the ``decay order'' of such a rescaled flow is uniformly bounded. As a consequence, we prove a unique…

微分几何 · 数学 2025-11-20 Sourav Ghosh

This paper presents a set of results relating to the occupation time $\alpha(t)$ of a process $X(\cdot)$. The first set of results concerns exact characterizations of $\alpha(t)$ for $t\geq0$, e.g., in terms of its transform up to an…

概率论 · 数学 2018-09-03 N. J. Starreveld , R. Bekker , M. Mandjes

In this paper, we discuss general criteria of limsup law of iterated logarithm (LIL) for continuous-time Markov processes. We consider minimal assumptions for LILs to hold at zero(at infinity, respectively) in general metric measure spaces.…

概率论 · 数学 2023-06-13 Soobin Cho , Panki Kim , Jaehun Lee

We propose non-asymptotic controls of the cumulative distribution function $P(|X_{t}|\ge \varepsilon)$, for any $t>0$, $\varepsilon>0$ and any L\'evy process $X$ such that its L\'evy density is bounded from above by the density of an…

概率论 · 数学 2020-03-23 Céline Duval , Ester Mariucci

First, we present some results about the H\"older continuity of the sample paths of so called dilatively stable processes which are certain infinitely divisible processes having a more general scaling property than self-similarity. As a…

概率论 · 数学 2014-03-25 Endre Igloi , Matyas Barczy

We compute the Large N limit of several objects related to the two-dimensional Euclidean Yang-Mills measure on compact connected orientable surfaces of genus larger or equal to one, with a structure group taken among the classical groups of…

概率论 · 数学 2025-05-06 Antoine Dahlqvist , Thibaut Lemoine

We consider the convergence in the $L^2$ norm, uniformly in time, of the Navier-Stokes equations with Dirichlet boundary conditions to the Euler equations with slip boundary conditions. We prove that if the Oleinik conditions of no…

偏微分方程分析 · 数学 2014-04-01 Peter Constantin , Igor Kukavica , Vlad Vicol

We study the long-time asymptotic behavior of the Sticky Particles dynamics on the real line. The time average of the Sticky Particles Lagrangian map has a limit which arises as a general property of projections onto closed convex cones in…

偏微分方程分析 · 数学 2023-11-08 Ryan Hynd , Adrian Tudorascu

Consider a one dimensional critical branching L\'{e}vy process $((Z_t)_{t\geq 0}, \mathbb {P}_x)$. Assume that the offspring distribution either has finite second moment or belongs to the domain of attraction to some $\alpha$-stable…

概率论 · 数学 2024-10-15 Haojie Hou , Yan-Xia Ren , Renming Song

We consider a noninteracting unbounded spin system with conservation of the mean spin. We derive a uniform logarithmic Sobolev inequality (LSI) provided the single-site potential is a bounded perturbation of a strictly convex function. The…

概率论 · 数学 2013-07-10 Georg Menz , Felix Otto

We study the existence and the exponential ergodicity of a general interacting particle system, whose components are driven by independent diffusion processes with values in an open subset of $\mathds{R}^d$, $d\geq 1$. The interaction…

概率论 · 数学 2010-12-01 Denis Villemonais

Let $p_n(y)=\sum_k\hat{\alpha}_k\phi(y-k)+\sum_{l=0}^{j_n-1}\sum_k\hat {\beta}_{lk}2^{l/2}\psi(2^ly-k)$ be the linear wavelet density estimator, where $\phi$, $\psi$ are a father and a mother wavelet (with compact support),…

统计理论 · 数学 2009-08-31 Evarist Giné , Richard Nickl

We study a behavior of the conformal Laplacian operator $\L_g$ on a manifold with \emph{tame conical singularities}: when each singularity is given as a cone over a product of the standard spheres. We study the spectral properties of the…

微分几何 · 数学 2007-05-23 Boris Botvinnik , Serge Preston

In this paper we present some limit theorems for power variation of L\'evy semi-stationary processes in the setting of infill asymptotics. L\'evy semi-stationary processes, which are a one-dimensional analogue of ambit fields, are moving…

概率论 · 数学 2016-10-17 Andreas Basse-O'Connor , Claudio Heinrich , Mark Podolskij
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