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pro vyhledávání: '"Marcus, Michael B."'
Let $S$ a be locally compact space with a countable base. Let $\cal Y$ be a transient symmetric Borel right process with state space $S$ and continuous strictly positive $p$--potential densities $u^p(x,y)$. Local and uniform moduli of continuity are
Externí odkaz:
http://arxiv.org/abs/2409.00609
Autor:
Marcus, Michael B., Rosen, Jay
Let $u(s,t)$ be a continuous potential density of a symmetric L\'evy process or diffusion with state space $T$ killed at $T_{0}$, the first hitting time of $0$, or at $\lambda \wedge T_{0}$, where $\lambda$ is an independent exponential time. Let \[
Externí odkaz:
http://arxiv.org/abs/2402.07074
Autor:
Marcus, Michael B., Rosen, Jay
Let $Y$ be a symmetric Borel right process with locally compact state space $T\subseteq R^{1}$ and potential densities $u(x,y)$ with respect to some $\sigma$-finite measure on $T$. Let $g$ and $f$ be finite excessive functions for $ Y$. Set $$ u_{g,
Externí odkaz:
http://arxiv.org/abs/2302.10262
Autor:
Marcus, Michael B., Rosen, Jay
Let $\eta=\{\eta(t);t\in [0,1]\}$ be a mean zero continuous Gaussian process with covariance $U=\{U(s,t),s,t\in [ 0,1]\},$ with $U(0,0)>0$. Let $\{\eta_{i};i=1,\ldots, k\}$ be independent copies of $\eta$ and set $ Y_{k}(t)=\sum_{i=1}^{k} \eta^2_{i}(
Externí odkaz:
http://arxiv.org/abs/2106.00542
Autor:
Marcus, Michael B., Rosen, Jay
Let $ \overline B=\{ \overline B_{t},t\in R^{1} \}$ be Brownian motion killed after an independent exponential time with mean $2/\lambda^{2}$. The process $\overline B$ has potential densities, \[ u(x,y) ={e^{-\lambda |y-x|}\over \lambda},\qquad x,y\
Externí odkaz:
http://arxiv.org/abs/2006.14457
Autor:
Marcus, Michael B., Rosen, Jay
Permanental sequences with non-symmetric kernels that are generalization of the potentials of a Markov chain with state space $\{0,1/2, \ldots, 1/n,\ldots\}$ that was introduced by Kolmogorov, are studied. Depending on a parameter in the kernels we o
Externí odkaz:
http://arxiv.org/abs/1912.00285
Autor:
Marcus, Michael B., Rosen, Jay
Let $U=\{U_{j,k},j,k\in \overline {\mathbb N}\}$ be the potential of a transient symmetric Borel right process $X$ with state space $\overline {\mathbb N}$. For any excessive function $f=\{f_{k,k\in \overline {\mathbb N}}\}$ for $X$ , $\widetilde U=\
Externí odkaz:
http://arxiv.org/abs/1908.04155