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In this paper we estimate both the Hurst and the stable indices of a H-self-similar stable process. More precisely, let $X$ be a $H$-sssi (self-similar stationary increments) symmetric $\alpha$-stable process. The process $X$ is observed at…

统计理论 · 数学 2017-10-19 Thi To Nhu Dang , Jacques Istas

Multivariate $\operatorname {COGARCH}(1,1)$ processes are introduced as a continuous-time models for multidimensional heteroskedastic observations. Our model is driven by a single multivariate L\'{e}vy process and the latent time-varying…

统计理论 · 数学 2010-02-24 Robert Stelzer

Field theory in de Sitter space admits a one-parameter family of vacua determined by a superselection parameter alpha. Of these vacua, the Euclidean vacuum uniquely extrapolates to the vacuum of flat Minkowski space. States which resemble…

高能物理 - 理论 · 物理学 2009-11-10 Jan de Boer , Vishnu Jejjala , Djordje Minic

We study $\infty$-Ground states in convex domains in the plane. In a polygon, the points where an $\infty$-Ground state does not satisfy the $\infty$-Laplace Equation are characterized: they are restricted to lie on specific curves, which…

偏微分方程分析 · 数学 2021-05-17 Erik Lindgren , Peter Lindqvist

Let $d\ge1$. Consider a stable-like operator of variable order \begin{align*} \mathcal{A}f(x) & =\int_{\mathbb{R}^{d} \backslash\{0\}} \left[f(x+h) -f(x) -\mathbf{1}_{\{|h|\le1\}}h \cdot\nabla f(x)\right]\frac{n(x,h)}{|h|^{d+\alpha(x)}}…

概率论 · 数学 2020-01-30 Peng Jin

We consider a family of pseudo differential operators $\{\Delta+ a^\alpha \Delta^{\alpha/2}; a\in [0, 1]\}$ on $\R^d$ that evolves continuously from $\Delta$ to $\Delta + \Delta^{\alpha/2}$, where $d\geq 1$ and $\alpha \in (0, 2)$. It gives…

概率论 · 数学 2009-12-16 Zhen-Qing Chen , Panki Kim , Renming Song , Zoran Vondracek

In this work, we investigate the fine regularity of L\'evy processes using the 2-microlocal formalism. This framework allows us to refine the multifractal spectrum determined by Jaffard and, in addition, study the oscillating singularities…

概率论 · 数学 2014-02-11 Paul Balança

We study families H_n of 1D quantum spin systems, where n is the number of spins, which have a spectral gap \Delta E between the ground-state and first-excited state energy that scales, asymptotically, as a constant in n. We show that if…

量子物理 · 物理学 2007-05-23 Tobias J. Osborne

In this paper, we present several path properties, simulations, inferences, and generalizations of the weighted sub-fractional Brownian motion. A primary focus is on the derivation of the covariance function $R_{f,b}(s,t)$ for the weighted…

概率论 · 数学 2024-09-10 Ramirez-Gonzalez Jose Hermenegildo , Sun Ying

Let $X_{\alpha}=\{X_{\alpha}(t),t\in T\}$, $\alpha>0$, be an $\alpha$-permanental process with kernel $u(s,t)$. We show that $X^{1/2}_{\alpha}$ is a subgaussian process with respect to the metric $\sigma (s,t)=…

概率论 · 数学 2017-11-06 Michael B. Marcus , Jay Rosen

We consider a symmetric finite-range contact process on $\mathbb{Z}$ with two types of particles (or infections), which propagate according to the same supercritical rate and die (or heal) at rate $1$. Particles of type 1 can occupy any…

概率论 · 数学 2019-07-31 Mariela Pentón Machado

A Minkowski symmetral of an $\alpha$-concave function is introduced, and some of its fundamental properties are derived. It is shown that for a given $\alpha$-concave function, there exists a sequence of Minkowski symmetrizations that…

泛函分析 · 数学 2025-05-27 Steven Hoehner

We define in the space of n by m matrices of rank n, n less or equal than m, the condition Riemannian structure as follows: For a given matrix A the tangent space of A is equipped with the Hermitian inner product obtained by multiplying the…

数值分析 · 数学 2010-07-12 Carlos Beltrán , Jean-Pierre Dedieu , Gregorio Malajovich , Mike Shub

Let $(S^2,g)$ be a convex surface of revolution and $H \subset S^2$ the unique rotationally invariant geodesic. Let $\varphi^\ell_m$ be the orthonormal basis of joint eigenfunctions of $\Delta_g$ and $\partial_\theta$, the generator of the…

谱理论 · 数学 2020-08-31 Michael Geis

This paper investigates numerical methods for approximating the ground state of Bose--Einstein condensates (BECs) by introducing two relaxed formulations of the Gross--Pitaevskii energy functional. These formulations achieve first- and…

数值分析 · 数学 2025-07-30 Jing Guo , Yongyong Cai , Dong Wang

In this paper, we provide the sufficient and necessary conditions for the symmetry of the following stable L\'evy-type operator $\mathcal{L}$ on $\mathbb{R}$: $$\mathcal{L}=a(x){\Delta^{\alpha/2}}+b(x)\frac{\d}{\d x},$$ where $a,b$ are the…

概率论 · 数学 2024-02-21 Lu-Jing Huang , Tao Wang

The nonuniform superconducting state in a ring in which the order parameter vanishing at one point is studied. This state is characterized by a jump of the phase by $\pi$ at the point where the order parameter becomes zero. In uniform rings…

超导电性 · 物理学 2009-11-07 D. Y. Vodolazov , B. J. Baelus , F. M. Peeters

Motivated by L\'{e}vy's characterization of Brownian motion on the line, we propose an analogue of Brownian motion that has as its state space an arbitrary closed subset of the line that is unbounded above and below: such a process will be…

概率论 · 数学 2009-09-29 Shankar Bhamidi , Steven N. Evans , Ron Peled , Peter Ralph

A description of eigensubspaces of the cosine and sine operators is presented. The spectrum of each of these two operator consists of two eigenvalues (1,\,-1) and their eigensubspaces are infinite--dimensional. There are many possible bases…

经典分析与常微分方程 · 数学 2012-12-27 Victor Katsnelson

We study long time behavior of integrated trawl processes introduced by Barndorff-Nielsen. The trawl processes form a class of stationary infinitely divisible processes, described by an infinitely divisible random measure (L\'evy base) and…

概率论 · 数学 2021-09-28 Anna Talarczyk , Łukasz Treszczotko