Zobrazeno 1 - 10
of 962
pro vyhledávání: '"60G18"'
Autor:
Yaran, Celal Umut, Çağlar, Mine
We study general Markov additive processes when the state space of the modulator is a Polish space. Under some regularity assumptions, our main result is the characterization of the long-time behavior of the ordinate in terms of the associated ladder
Externí odkaz:
http://arxiv.org/abs/2411.07671
We propose a quantitative direct method of proving the local stability for the trivial solution of a rough differential equation and of its regular discretization scheme. Using Doss-Sussmann technique and stopping time analysis, we prove that the tri
Externí odkaz:
http://arxiv.org/abs/2410.07842
Studying the behaviour of Markov processes at boundary points of the state space has a long history, dating back all the way to William Feller. With different motivations in mind entrance and exit questions have been explored for different discontinu
Externí odkaz:
http://arxiv.org/abs/2410.07664
We show that for ultracontractive irreducible Dirichlet metric measure spaces, the Dirichlet spectrum is discrete for a restriction to any connected open set without any assumption on regularity of the boundary. The main applications include small de
Externí odkaz:
http://arxiv.org/abs/2409.07425
Recent fluctuation identities for $\alpha$-stable L\'evy processes have decomposed paths using generalised spherical polar coordinates revealing an underlying Markov Additive Process (MAP) for which a more advanced form of excursion theory can be exp
Externí odkaz:
http://arxiv.org/abs/2407.20394
Autor:
Loosveldt, Laurent, Tudor, Ciprian A.
We define an asymptotically normal wavelet-based strongly consistent estimator for the Hurst parameter of any Hermite processes. This estimator is obtained by considering a modified wavelet variation in which coefficients are wisely chosen to be, up
Externí odkaz:
http://arxiv.org/abs/2403.05140
Let $\{X(t)\}_{t\geqslant0}$ be the generalized fractional Brownian motion introduced by Pang and Taqqu (2019): \begin{align*} \{X(t)\}_{t\ge0}\overset{d}{=}&\left\{ \int_{\mathbb R} \left((t-u)_+^{\alpha}-(-u)_+^{\alpha} \right) |u|^{-\gamma/2} B(du
Externí odkaz:
http://arxiv.org/abs/2405.11851
We propose a change in focus from the prevalent paradigm based on the branching property as a tool to analyze the structure of population models, to one based on the self-similarity property, which we also introduce for the first time in the setting
Externí odkaz:
http://arxiv.org/abs/2405.10193
Autor:
Leonenko, N. N., Ruiz-Medina, M. D.
This paper analyzes the limit distribution of spatiotemporal sojourn measures of Gaussian subordinated random fields. The family of Gaussian spatiotemporal random fields studied displays long--range dependence. The approach presented is based on Herm
Externí odkaz:
http://arxiv.org/abs/2402.09003
This paper considers the problem of manifold functional multiple regression with functional response, time--varying scalar regressors, and functional error term displaying Long Range Dependence (LRD) in time. Specifically, the error term is given by
Externí odkaz:
http://arxiv.org/abs/2402.08569