相关论文: H{\"o}lder continuity of random processes
The continuity of Gaussian processes is extensively studied topic and it culminates in the Talagrand's notion of majorizing measures that gives complicated necessary and sufficient conditions. In this note we study the H\"older continuity…
Results concerning set theoretic continuity properties of the spectrum of the Harper operator are extended to a large class (generalized Harper operators (GHO)) of operators in $L^{2}(\bZ^{2})$.
We derive a probabilistic representation for the Fourier symbols of the generators of some stable processes.
A well-posedness and maximal regularity result for the time-periodic Cahn-Hilliard-Gurtin system in the half space is proved. For this purpose, we introduce a novel class of complementing boundary conditions, extending the classical…
Sample path properties of random processes are an interesting and extensively studied topic, especially in the case of Gaussian processes. In this article, we study the continuity properties of hypercontractive fields, providing natural…
In this article, the following results are obtained: the process of a randomly wandering particle having a size and a continuous trajectory of motion is considered; (b) based on the study of this probabilistic process, a derivation of the…
We prove a law of large numbers and functional central limit theorem for a class of multivariate Hawkes processes with time-dependent reproduction rate. We address the difficulties induced by the use of non-convolutive Volterra processes by…
We consider the class of Markovian processes defined by the equation $\dd x /\dd t = -\beta x + \sum_k z_k \delta (t-t_k)$. Such processes are encountered in systems (like coalescing systems) where dynamics creates discrete upward jumps at…
It was recently noticed that high-energy scattering processes in QCD have a stochastic nature. An event-by-event scattering amplitude is characterised by a saturation scale which is a random variable. The statistical ensemble of saturation…
This document presents a compilation of results related to the theory of stochastic processes, with a specific focus on Markov processes, regenerative processes, renewal processes, and stationary processes. The relevance of these topics…
The article starts with generalizations of some classical results and new truncation error upper bounds in the sampling theorem for bandlimited stochastic processes. Then, it investigates $L_p([0,T])$ and uniform approximations of…
We show that small ball estimates together with Holder continuity assumption allow to obtain new representation results in models with long memory. In order to apply these results, we establish small ball probability estimates for Gaussian…
We introduce a parameter $p$, called partial survival, in the persistence of stochastic processes and show that for smooth processes the persistence exponent $\theta(p)$ changes continuously with $p$, $\theta(0)$ being the usual persistence…
We obtain some sufficient conditions for the Central Limit Theorem for the random processes (fields) with values in the separable part of Holder space in the modern terms of majorizing (minorizing) measures, belonging to X.Fernique and…
We develop a general framework for extracting highly uniform bounds on local stability for stochastic processes in terms of information on fluctuations or crossings. This includes a large class of martingales: As a corollary of our main…
Random systems of curves exhibiting fluctuating features on arbitrarily small scales ($\delta$) are often encountered in critical models. For such systems it is shown that scale-invariant bounds on the probabilities of crossing events imply…
It was shown in Mishura et al. (Stochastic Process. Appl. 123 (2013) 2353-2369), that any random variable can be represented as improper pathwise integral with respect to fractional Brownian motion. In this paper, we extend this result to…
This text is a survey of the general theory of stochastic processes, with a view towards random times and enlargements of filtrations. The first five chapters present standard materials, which were developed by the French probability school…
These notes were used in a short graduate course on branching processes the author gave in Beijing Normal University. The following main topics are covered: scaling limits of Galton--Watson processes, continuous-state branching processes,…
In this paper, a study of random times on filtered probability spaces is undertaken. The main message is that, as long as distributional properties of optional processes up to the random time are involved, there is no loss of generality in…