Motivated by applications in queueing fluid models and ruin theory, we analyze the asymptotics of $\mathbb{P}(su{p}_{t\in [0,T]}({\sum }_{i=1}^n{\lambda }_i{B}_{H_i}\left(t\right)-ct)>u)$, where $B_{H_i}\left(t\right):t\ge 0$, i = 1,...,n, are independent fractional Brownian motions with Hurst parameters $H_i\in (0,1]$ and λ₁,...,λₙ > 0. The asymptotics takes one of three different qualitative forms, depending on the value of $mi{n}_{i=1,...,n}{H}_i$.

Let $X=X\left(t\right),t\in {ℝ}^N$ be a Gaussian random field in ${ℝ}^d$ with stationary increments. For any Borel set $E\subset {ℝ}^N$, we provide sufficient conditions for the image X(E) to be a Salem set or to have interior points by studying the asymptotic properties of the Fourier transform of the occupation measure of X and the continuity of the local times of X on E, respectively. Our results extend and improve the previous theorems of Pitt [24] and Kahane [12,13] for fractional Brownian motion.

We show that the only flow solving the stochastic differential equation (SDE) on $ℝ$ $$\mathrm{d}{X}_t=1_{\{X_{t}gt;0\}}{W}^{+}\left(\mathrm{d}t\right)+1_{\{X_{t}lt;0\}}\mathrm{d}{W}^{-}\left(\mathrm{d}t\right),$$ where $W^{+}$ and $W^{-}$ are two independent white noises, is a coalescing flow we will denote by ${\varphi }^{\pm }$. The flow ${\varphi }^{\pm }$ is a Wiener solution of the SDE. Moreover, $K^{+}=𝖤\left[{\delta }_{{\varphi }^{\pm }}\right|W^{+}]$ is the unique solution (it is also a Wiener solution) of the SDE $$K_{s,t}^{+}f\left(x\right)=f\left(x\right)+{\int }_s^t{K}_{s,u}\left(1_{ℝ}^{+}{f}^{\text{'}}\right)\left(x\right)W^{+}\left(\mathrm{d}u\right)+\frac{1}{2}{\int }_s^t{K}_{s,u}f``\left(x\right)\mathrm{d}u$$ for $slt;t$, $x\in ℝ$ and $f$ a twice continuously differentiable function. A third flow ${\varphi }^{+}$ can be constructed out of the $n$-point motions of $K^{+}$. This flow is coalescing and its $n$-point motion...

We consider the hexagonal circle packing with radius $1/2$ and perturb it by letting the circles move as independent Brownian motions for time $t$. It is shown that, for large enough $t$, if ${𝛱}_t$ is the point process given by the center of the circles at time $t$, then, as $t\to \infty$, the critical radius for circles centered at ${𝛱}_t$ to contain an infinite component converges to that of continuum percolation (which was shown – based on a Monte Carlo estimate – by Balister, Bollobás and Walters to be strictly...

Let $(X_i,i=1,2,...)$ be a Gaussian sequence with $X_i\in N(0,1)$ for each i and suppose its correlation matrix $R={\left({\rho }_{ij}\right)}_{i,j\ge 1}$ is the matrix of some linear operator R:l₂→ l₂. Then for $f_i\in L²\left(\mu \right)$, i=1,2,..., where μ is the standard normal distribution, we estimate the variation of the sum of the Gaussian functionals $f_i\left(X_i\right)$, i=1,2,... .

We introduce function spaces $B^{p,\lambda }$ with Morrey-Campanato norms, which unify $B^{p,\lambda }$, $CM{O}^{p,\lambda }$ and Morrey-Campanato spaces, and prove the boundedness of the fractional integral operator $I_{\alpha }$ on these spaces.

We consider generalized Wigner ensembles and general $\beta$-ensembles with analytic potentials for any $\beta \ge 1$. The recent universality results in particular assert that the local averages of consecutive eigenvalue gaps in the bulk of the spectrum are universal in the sense that they coincide with those of the corresponding Gaussian $\beta$-ensembles. In this article, we show that local averaging is not necessary for this result, i.e. we prove that the single gap distributions in the bulk are universal....

We study supercritical branching Brownian motion on the real line starting at the origin and with constant drift $c$. At the point $xgt;0$, we add an absorbing barrier, i.e. individuals touching the barrier are instantly killed without producing offspring. It is known that there is a critical drift $c_0$, such that this process becomes extinct almost surely if and only if $c\ge c_0$. In this case, if $Z_x$ denotes the number of individuals absorbed at the barrier, we give an asymptotic for $P(Z_x=n)$ as $n$ goes to infinity....

For α ∈ (1,2) we consider the equation ${\partial }_{t}u={\Delta }^{\alpha /2}u+b·\nabla u$, where b is a time-independent, divergence-free singular vector field of the Morrey class $M{₁}^{1-\alpha }$. We show that if the Morrey norm ${\left|\right|b\left|\right|}_{M{₁}^{1-\alpha }}$ is sufficiently small, then the fundamental solution is globally in time comparable with the density of the isotropic stable process.

Let $(X_i,i=1,2,...)$ be the normalized gaussian system such that $X_i\in N(0,1)$, i = 1,2,... and let the correlation matrix ${\rho }_{ij}=E\left(X_i{X}_j\right)$ satisfy the following hypothesis: $C=su{p}_{i\ge 1}{\sum }_{j=1}^{\infty }\left|{\rho }_{i,j}\right|<\infty$. We present Gebelein’s inequality and some of its consequences: Borel-Cantelli type lemma, iterated log law, Levy’s norm for the gaussian sequence etc. The main result is that (f(X₁) + ⋯ + f(Xₙ))/n → 0 a.s. for f ∈ L¹(ν) with (f,1)ν = 0.

Let (M,d) be a metric space with a fixed origin O. P. Lévy defined Brownian motion X(a); a ∈ M as 0. X(O) = 0. 1. X(a) - X(b) is subject to the Gaussian law of mean 0 and variance d(a,b). He gave an example for $M=S^m$, the m-dimensional sphere. Let $Y\left(B\right);B\in ℬ\left(S^m\right)$ be the Gaussian random measure on $S^m$, that is, 1. Y(B) is a centered Gaussian system, 2. the variance of Y(B) is equal of μ(B), where μ is the uniform measure on $S^m$, 3. if B₁ ∩ B₂ = ∅ then Y(B₁) is independent of Y(B₂). 4. for $B_i$, i = 1,2,..., $B_i\cap B_j=\varnothing$,...

Given a compact manifold $N^n\subset {ℝ}^{\nu }$ and real numbers $s\ge 1$ and $1\le p\&lt;\infty$, we prove that the class $C^{\infty }({\overline{Q}}^m;N^n)$ of smooth maps on the cube with values into $N^n$ is strongly dense in the fractional Sobolev space $W^{s,p}(Q^m;N^n)$ when $N^n$ is $\lfloor sp\rfloor$ simply connected. For $sp$ integer, we prove weak sequential density of $C^{\infty }({\overline{Q}}^m;N^n)$ when $N^n$ is $sp-1$ simply connected. The proofs are based on the existence of a retraction of ${ℝ}^{\nu }$ onto $N^n$ except for a small subset of $N^n$ and on a pointwise estimate of fractional derivatives of composition of maps in $W^{s,p}\cap W^{1,sp}$.

Given a two-dimensional fractional multiplicative process ${\left(F_t\right)}_{t\in [0,1]}$ determined by two Hurst exponents $H_1$ and $H_2$, we show that there is an associated uniform Hausdorff dimension result for the images of subsets of $[0,1]$ by $F$ if and only if $H_1=H_2$.

In this paper we give a construction of operators satisfying q-CCR relations for q > 1: $A\left(f\right)A*\left(g\right)-A*\left(g\right)A\left(f\right)=q^N⟨f,g⟩I$ and also q-CAR relations for q < -1: $B\left(f\right)B*\left(g\right)+B*\left(g\right)B\left(f\right)={\left|q\right|}^N⟨f,g⟩I$, where N is the number operator on a suitable Fock space ${ℱ}_q\left(\right)$ acting as Nx₁ ⊗ ⋯ ⊗ xₙ = nx₁ ⊗ ⋯ ⊗xₙ. Some applications to combinatorial problems are also given.

We consider a double analytic family of fractional integrals $S_z^{\gamma ,\alpha }$ along the curve ${t\mapsto \left|t\right|}^{\alpha }$, introduced for α = 2 by L. Grafakos in 1993 and defined by $\left(S_z^{\gamma ,\alpha }f\right)(x₁,x₂):=1/\Gamma (z+1/2){\int \int |u-1|}^z\psi (u-1){f(x₁-t,x₂-u|t|}^{\alpha }{\left)du\right|t|}^{\gamma }dt/t$, where ψ is a bump function on ℝ supported near the origin, $f{\in }_c^{\infty }\left(ℝ²\right)$, z,γ ∈ ℂ, Re γ ≥ 0, α ∈ ℝ, α ≥ 2. We determine the set of all (1/p,1/q,Re z) such that $S_z^{\gamma ,\alpha }$ maps $L^p\left(ℝ²\right)$ to $L^q\left(ℝ²\right)$ boundedly. Our proof is based on product-type kernel arguments. More precisely, we prove that the kernel $K_{-1+i\theta }^{i\varrho ,\alpha }$ is a product kernel on ℝ², adapted to the curve ${t\mapsto \left|t\right|}^{\alpha }$; as a consequence, we show...

We introduce the generalized fractional integrals $I{̃}_{\alpha ,d}$ and prove the strong and weak boundedness of $I{̃}_{\alpha ,d}$ on the central Morrey spaces $B^{p,\lambda }\left(ℝⁿ\right)$. In order to show the boundedness, the generalized λ-central mean oscillation spaces ${\Lambda }_{p,\lambda }^{\left(d\right)}\left(ℝⁿ\right)$ and the generalized weak λ-central mean oscillation spaces $W{\Lambda }_{p,\lambda }^{\left(d\right)}\left(ℝⁿ\right)$ play an important role.

We collect and extend results on the limit of ${\sigma }^{1-k}{(1-\sigma )}^k{\left|v\right|}_{l+\sigma ,p,\Omega }^p$ as σ → 0⁺ or σ → 1¯, where Ω is ℝⁿ or a smooth bounded domain, k ∈ 0,1, l ∈ ℕ, p ∈ [1,∞), and ${\left|·\right|}_{l+\sigma ,p,\Omega }$ is the intrinsic seminorm of order l+σ in the Sobolev space $W^{l+\sigma ,p}\left(\Omega \right)$. In general, the above limit is equal to $c{\left[v\right]}^p$, where c and [·] are, respectively, a constant and a seminorm that we explicitly provide. The particular case p = 2 for Ω = ℝⁿ is also examined and the results are then proved by using the Fourier transform.

In this article we prove the pathwise uniqueness for stochastic differential equations in ${ℝ}^d$ with time-dependent Sobolev drifts, and driven by symmetric $\alpha$-stable processes provided that $\alpha \in (1,2)$ and its spectral measure is non-degenerate. In particular, the drift is allowed to have jump discontinuity when $\alpha \in (\frac{2d}{d+1},2)$. Our proof is based on some estimates of Krylov’s type for purely discontinuous semimartingales.

Recently, Cilleruelo, Kumchev, Luca, Rué and Shparlinski proved that for each integer a ≥ 2 the sequence of fractional parts ${aⁿ/n}_{n=1}^{\infty }$ is everywhere dense in the interval [0,1]. We prove a similar result for all Pisot numbers and Salem numbers α and show that for each c > 0 and each sufficiently large N, every subinterval of [0,1] of length $c{N}^{-0.475}$ contains at least one fractional part Q(αⁿ)/n, where Q is a nonconstant polynomial in ℤ[z] and n is an integer satisfying 1 ≤ n ≤ N.

A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process $\left(K\right(t),i(t),Y(t\left)\right)$ on $({𝕋}^2\times \{1,2\}\times {ℝ}^2)$, where ${𝕋}^2$ is the two-dimensional torus. Here $\left(K\right(t),i(t\left)\right)$ is an autonomous reversible jump process, with waiting times between two jumps with finite expectation value but infinite variance. $Y\left(t\right)$ is an additive functional of $K$, defined as ${\int }_0^{t}v\left(K\left(s\right)\right)\mathrm{d}s$, where $\left|v\right|\sim 1$ for small $k$. We prove that the rescaled process ${(NlnN)}^{-1/2}Y\left(Nt\right)$ converges in distribution to a two-dimensional Brownian motion. As a consequence,...