Results 21 to 30 of about 1,239,268 (312)
Symmetric Stable Processes in Cones [PDF]
Potential Analysis, 2004 The main result identifies those \(p > 0\) for which \(E_ {x} \tau _ {\Gamma }^ {p} < \infty \). \(\tau _ {\Gamma }\) denotes the first exit time, from a generalized cone \(\Gamma \), of a \(\alpha\)-stable rotation invariant Lévy process \(X_ t\) in \({\mathbb R}^ d\).
Bañuelos, Rodrigo, Bogdan, Krzysztof
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The stable processes on symmetric matrices
Arab Journal of Mathematical Sciences, 2018 This paper deals with a characterization of the stable processes on the space of symmetric matrices by means of its Laplace transform. This characterization is done using a mixture with the Wishart distribution and under some independence properties ...
Farouk Mselmi
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Hydrochemical Property and Hydrogen and Oxygen Isotopes in the Bayin River Basin
Guan'gai paishui xuebao, 2022 【Objective】 The Bayin river basin is located in Qinghai province; the physical and chemical properties of its water vary with many factors. In this paper, we analyze the hydro-chemical properties and hydrogen and oxygen isotopes in different reaches of ...
ZHAI Jingya, JIN Yanxiang, JIN Xin
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Trace estimates for stable processes [PDF]
Probability Theory and Related Fields, 2007 In this paper we study the behaviour in time of the trace (the partition function) of the heat semigroup associated with symmetric stable processes in domains of $\Rd$. In particular, we show that for domains with the so called {\it{$R$-smoothness}} property the second terms in the asymptotic as $t\to 0$ involves the surface area of the domain, just as
Bañuelos, Rodrigo, Kulczycki, Tadeusz
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On stochastic differential equations driven by skew stable processes
Lietuvos Matematikos Rinkinys, 2001 There is not abstract.
Henrikas Pragarauskas
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Domains of Quasi Attraction: Why Stable Processes Are Observed in Reality?
Fractal and Fractional, 2023 From the very start of modelling with power-tail distributions, concerns were expressed about the actual applicability of distributions with infinite expectations to real-world distributions, which usually have bounded ranges.
Vassili N. Kolokoltsov
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Uniqueness of stable processes with drift [PDF]
Proceedings of the American Mathematical Society, 2015 Suppose that $d\geq1$ and $α\in (1, 2)$. Let $Y$ be a rotationally symmetric $α$-stable process on $\R^d$ and $b$ a $\R^d$-valued measurable function on $\R^d$ belonging to a certain Kato class of $Y$. We show that $\rd X^b_t=\rd Y_t+b(X^b_t)\rd t$ with $X^b_0=x$ has a unique weak solution for every $x\in \R^d$. Let $\sL^b=-(-Δ)^{α/2} + b \cdot \nabla$,
Chen, Zhen-Qing, Wang, Longmin
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Estimation of Additive Error in Mixed Spectra for Stable Processes
Statistica, 2017 Consider a symmetric α stable process having a spectral representation with an additive constant error. An estimator of that error and its rate of convergence are given.
Rachid Sabre
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Real stationary Gaussian processes with stable correlation functions
Науковий вісник Ужгородського університету. Серія: Математика і інформатика, 2017 The paper deals with real stationary processes with a stable correlation function, with the distribution of some functionalities from these processes and some of their properties.
Ю. В. Козаченко +1 more
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Stable distributions in fragmentation processes [PDF]
Physica A: Statistical Mechanics and its Applications, 1996 We introduce three models of fragmentation in which the largest fragment in the system can be broken at each time step with a fixed probability, p. We solve these models exactly in the long time limit to reveal stable time invariant (scaling) solutions which depend on p and the precise details of the fragmentation process.
Rodgers, GJ, Hassan, MK
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