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Levy's distributional property for symmetric Levy processes
, 2014 We present the Levy's distributional property for symmetric Levy processes with generating triplet $(0, 0,ν)$ or $(σ>0, γ, ν)$ where $ν$ is a symmetric measure on $R\backslash\{0\}$. This generalizes the classical Levy's theorem about Brownian motions with drift.
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A study in lightly trimmed Levy processes [PDF]
, 2018 In this dissertation, we study Levy processes with a bounded number of largest jumps removed. The resulting processes are termed lightly trimmed Levy processes.
Fan, Yuguang
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Asymptotic Inference in Levy Processes of the Discontinuous Type
The Annals of Statistics, 1981 We establish contiguity of certain families of probability measures indexed by $T$, as $T \rightarrow \infty$, for classes of stochastic processes with stationary, independent increments whose sample paths are discontinuous. Many important consequences pertaining to properties of tests and estimates then apply.
Akritas, Michael G., Johnson, Richard A.
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Xysticus sansan Levy, 2007, n. sp.
, 2007 Xysticus sansan n. sp. Figs. 63, 64 Holotype. adult male from Har Sansan Reserve (696459 / 508994), Israel, leg. Yael Mandelik, May 14, 2002, pitfall trap (HUJ 15473); female unknown. Etymology.
Levy, Gershom
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, 2006 The author's name and surname appear in this replacement in the correct ...
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Path properties of levy processes [PDF]
, 2019 This thesis can be split into two main components, the first of which looks at the fractal dimension, specifically, box-counting dimension, of sets related to subordinators (non-decreasing L evy processes). It was recently shown in [111] that lim !0 U( )N(t; ) = t almost surely, where N(t; ) is the minimal number of boxes of size at most needed to
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Hypothetical Control of Heart Rate Variability
Frontiers in Physiology, 2019 In the last three decades, the analysis of heart rate variability by nonlinear methods demonstrated the complexity of cardiovascular regulation. Additionally to the observations of periodic heart rate regulation by the autonomic nervous system, the long ...
Bruce J. West, Malgorzata Turalska
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A Levy-derived process seen from its supremum and max-stable processes
, 2016 We consider a process Z on the real line composed from a Levy process and its exponentially tilted version killed with arbitrary rates and give an expression for the joint law of the supremum (Z) over bar, its time T, and the process Z(T + center dot) - (
Engelke, Sebastian +5 more
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Classical and nonclassical Levy Laplacians [PDF]
, 2007 A general method for defining and studying operators introduced by Paul Levy referred as classical Levy Laplacians and their modifications referred as nonclassical Laplacians, which makes its possible to extend results on Levy Laplacians to nonclassical ...
Smolyanov, O +3 more
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Two coupled Lévy queues with independent input
Stochastic Systems, 2014 We consider a pair of coupled queues driven by independent spectrally-positive Lévy processes. With respect to the bi-variate workload process this framework includes both the coupled processor model and the two-server fluid network with independent ...
Jevgenijs Ivanovs, Onno Boxma
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