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In this paper we present some new limit theorems for power variations of stationary increment Lévy driven moving average processes. Recently, such asymptotic results have been investigated in [Ann. Probab.
Mathias Mørck Ljungdahl, Mark Podolskij
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Indicator fractional stable motions [PDF]
Using the framework of random walks in random scenery, Cohen and Samorodnitsky (2006) introduced a family of symmetric $\alpha$-stable motions called local time fractional stable motions. When $\alpha=2$, these processes are precisely fractional Brownian
Jung, Paul
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Stable processes with reflections
We construct a Hunt process that can be described as an isotropic $α$-stable Lévy process reflected from the complement of a bounded open Lipschitz set. In fact, we introduce a new analytic method for concatenating Markov processes. It is based on nonlocal Schrödinger perturbations of sub-Markovian transition kernels and the construction of two ...
Krzysztof Bogdan, Markus Kunze
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ABSTRACT Pediatric gastroenteropancreatic neuroendocrine neoplasms (GEP‐NENs) are extremely rare and clinically heterogeneous. Management has largely been extrapolated from adult practice. This European Standard Clinical Practice Guideline (ESCP), developed by the EXPeRT network in collaboration with adult NEN experts, provides (adult) evidence ...
Michaela Kuhlen +23 more
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LIMIT DISTRIBUTIONS OF SOME STEREOLOGICAL ESTIMATORS IN WICKSELL'S CORPUSCLE PROBLEM
Suppose that a homogeneous system of spherical particles (d-spheres) with independent identically distributed radii is contained in some opaque d-dimensional body, and one is interested to estimate the common radius distribution. The only information one
Lothar Heinrich
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Peatland vegetation takes up mercury (Hg) from the atmosphere, typically contributing to net production and export of neurotoxic methyl-Hg to downstream ecosystems. Chemical reduction processes can slow down methyl-Hg production by releasing Hg from peat
Chuxian Li +11 more
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Arithmetic Brownian motion subordinated by tempered stable and inverse tempered stable processes
In the last decade the subordinated processes have become popular and found many practical applications. Therefore in this paper we examine two processes related to time-changed (subordinated) classical Brownian motion with drift (called arithmetic ...
Agnieszka Wyłomańska +55 more
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Let \((Y(t), t\geq 0)\) be a stochastic process in \([0,\infty)\) such that \(\forall n\geq 1\) and for any \(\alpha\in R\) it holds \[ \left(n\min_{1\leq i\leq n} Y_ i(t),\;t\geq 0\right)\overset {d}=\bigl(Y(n^ \alpha t),\;t\geq 0\bigr), \] where \(Y_ i(.)\) are independent copies of \(Y(.)\) and \(\overset {d}=\) means equality of finite-dimensional ...
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ABSTRACT Purpose Cognitive and psychological difficulties could negatively interfere with treatment adherence and quality of life before and after hematopoietic stem cell transplant (HSCT). Methods to mitigate these changes may have positive effects on treatment success.
Kristen L. Votruba +11 more
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Background: Deuterium is unevenly distributed in natural waters, while the same applies to the content of deuterium in ice on Mars. Moreover, changes in the deuterium content of drinking water are known to affect the bodies of mammals.
Stanislav Kozin +11 more
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