相关论文: When is the convex hull of a L\'evy path smooth?
We investigate measures of complexity of function classes based on continuity moduli of Gaussian and Rademacher processes. For Gaussian processes, we obtain bounds on the continuity modulus on the convex hull of a function class in terms of…
By using absolutely continuous lower bounds of the L\'evy measure, explicit gradient estimates are derived for the semigroup of the corresponding L\'evy process with a linear drift. A derivative formula is presented for the conditional…
Conditioning Markov processes to avoid a set is a classical problem that has been studied in many settings. In the present article we study the question if a Levy process can be conditioned to avoid an interval and, if so, the path behavior…
L\'{e}vy walk is a practical model and has wide applications in various fields. Here we focus on the effect of an external constant force on the L\'{e}vy walk with the exponent of the power-law distributed flight time $\alpha\in(0,2)$. We…
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…
The L\'evy-Lorentz gas describes the motion of a particle on the real line in the presence of a random array of scattering points, whose distances between neighboring points are heavy-tailed i.i.d. random variables with finite mean. The…
Let $(P_t)$ be the transition semigroup of a L\'evy process $L$ taking values in a Hilbert space $H$. Let $\nu$ be the L\'evy measure of $L$. It is shown that for any bounded and measurable function $f$, $$ \int_H\left\vert…
Infinitesimal contraction analysis provides exponential convergence rates between arbitrary pairs of trajectories of a system by studying the system's linearization. An essentially equivalent viewpoint arises through stability analysis of a…
For smoothly bounded, strongly $\mathbb{C}$-convex domains, one can use the Fefferman form or its variants to define projectively invariant norms on sections of holomorphic line bundles, producing a Hardy space. In two variables, we…
We show that any smooth closed immersed curve in $\mathbb R^n$ with a one-to-one convex projection onto some $2$-plane develops a Type~I singularity and becomes asymptotically circular under Curve Shortening flow in $\mathbb R^n$. As an…
In this paper, we address rare-event simulation for heavy-tailed L\'evy processes with infinite activities. The presence of infinite activities poses a critical challenge, making it impractical to simulate or store the precise sample path…
We study convex entire graphs evolving with normal velocity equal to a positive power of the mean curvature. Under mild assumptions we prove longtime existence.
In this paper, we investigate ergodicity in total variation of the process $X_t$, related to a L\'evy-driven stochastic differential equation with unbounded coefficients, and describe the speed of convergence to the respective invariant…
Explicit coupling property and gradient estimates are investigated for the linear evolution equations on Hilbert spaces driven by an additive cylindrical L\'evy process. The results are efficiently applied to establish the exponential…
We characterize the small-time asymptotic behavior of the exit probability of a L\'evy process out of a two-sided interval and of the law of its overshoot, conditionally on the terminal value of the process. The asymptotic expansions are…
In this paper we analyze the transient behavior of the workload process in a L\'evy input queue. We are interested in the value of the workload process at a random epoch; this epoch is distributed as the sum of independent exponential…
We investigate the upper tail probabilities of the all-time maximum of a stable L\'evy process with a power negative drift. The asymptotic behaviour is shown to be exponential in the spectrally negative case and polynomial otherwise, with…
The linear stability of buoyant parallel flow in a vertical porous layer with an annular cross-section is investigated. The vertical cylindrical boundaries are kept at different uniform temperatures and they are assumed to be impermeable.…
In this paper we develop two types of tools to deal with differentiability properties of vectors in continuous representations $\pi \: G \to \GL(V)$ of an infinite dimensional Lie group $G$ on a locally convex space $V$. The first class of…
A global picture of a random particle movement is given by the convex hull of the visited points. We obtained numerically the probability distributions of the volume and surface of the convex hulls of a selection of three types of…