相关论文: Levy processes: Capacity and Hausdorff dimension

We determine the Hausdorff dimension of $k$-multiple points for a symmetric operator semistable L\'evy process $X=\{X(t), t\in\mathbb{R}_+\}$ in terms of the eigenvalues of its stability exponent. We also give a necessary and sufficient…

We generalise multivariate subordination of L\'evy processes as introduced by Barndorff-Nielsen, Pedersen, and Sato to Hilbert space valued L\'evy processes. The processes are explicitly characterised and conditions for integrability and…

For a sequence of integers $\{a(x)\}_{x \geq 1}$ we show that the distribution of the pair correlations of the fractional parts of $\{ \langle \alpha a(x) \rangle \}_{x \geq 1}$ is asymptotically Poissonian for almost all $\alpha$ if the…

In our previous paper (ArXiv:1306.1492) we have proved that a representation of the infinitesimal generators $L$ for Levy processes $X_t$ can be written down in a convolution type form. For the case of non-summable Levy measures we…

We compute the Hausdorff multifractal spectrum of two versions of multistable L{\'e}vy motions. These processes extend classical L{\'e}vy motion by letting the stability exponent $\alpha$ evolve in time. The spectra provide a decomposition…

We review the motivation and fundamental properties of the Hausdorff dimension of metric spaces and illustrate this with a number of examples, some of which are expected and well-known. We also give examples where the Hausdorff dimension…

A new kind of the relativistic three-body equations for the three fermion systems are suggested. These equations are derived in the framework of the standard field-theoretical $S$-matrix approach in the time-ordered three dimensional form.…

We consider small perturbations of a conformal iterated function system (CIFS) produced by either adding or removing some generators with small derivative from the original. We establish a formula, utilizing transfer operators arising from…

We explicitly calculate the Hausdorff dimension of the graph and range of an isotropic stable L\'{e}vy process $X$ plus deterministic drift function $f$. For that purpose we use a restricted version of the genuine Hausdorff dimension which…

We prove a new rearrangement inequality for multiple integrals, which partly generalizes a result of Friedberg and Luttinger (1976) and can be interpreted as involving symmetric rearrangements of domains around infinity. As applications, we…

We give general sufficient conditions which imply upper and lower bounds for the probability that a multiparameter process hits a given set E in terms of a capacity of E related to the process. This extends a result of Khoshnevisan and Shi…

Physically relevant field-theoretic quantities are usually derived from perturbation techniques. These quantities are solved in the form of an asymptotic series in powers of small perturbation parameters related to the physical system, and…

In contrast to their seemingly simple and shared structure of independence and stationarity, L\'evy processes exhibit a wide variety of behaviors, from the self-similar Wiener process to piecewise-constant compound Poisson processes.…

Cylindrical probability measures are finitely additive measures on Banach spaces that have sigma-additive projections to Euclidean spaces of all dimensions. They are naturally associated to notions of weak (cylindrical) random variable and…

We present a time change construction of affine processes with state-space $\mathbb{R}_+^m\times \mathbb{R}^n$. These processes were systematically studied in (Duffie, Filipovi\'c and Schachermayer, 2003) since they contain interesting…

We prove that the spacetime singular set of any suitable Leray-Hopf solution of the surface quasigeostrophic equation with fractional dissipation of order $0< \alpha < \frac{1}{2}$ has Hausdorff dimension at most $\frac{1}{2\alpha^2}\,.$…

In this chapter we first review the Levy-Lieb functional, which gives the lowest kinetic and interaction energy that can be reached with all possible quantum states having a given density. We discuss two possible convex generalizations of…

We recall four open problems concerning constructing high-order matrix-exponential approximations for the infimum of a spectrally negative Levy process (with applications to first-passage/ruin probabilities, the waiting time distribution in…

This work is dedicated to the development of the theory of Fourier hyperfunctions in one variable with values in a complex non-necessarily metrisable locally convex Hausdorff space $E$. Moreover, necessary and sufficient conditions are…

We consider radial Loewner evolution driven by unimodular L\'evy processes. We rescale the hulls of the evolution by capacity, and prove that the weak limit of the rescaled hulls exists. We then study a random growth model obtained by…