On Paszkiewicz-type criterion for a.e. continuity of processes in $L^{p}$-spaces

Jakub Olejnik

Displaying similar documents to “On Paszkiewicz-type criterion for a.e. continuity of processes in $L^{p}$ -spaces”

A remarkable $σ$ -finite measure unifying supremum penalisations for a stable Lévy process

Yuko Yano (2013)

Annales de l'I.H.P. Probabilités et statistiques

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The $σ$ -finite measure $𝒫_{sup}$ which unifies supremum penalisations for a stable Lévy process is introduced. Silverstein’s coinvariant and coharmonic functions for Lévy processes and Chaumont’s $h$ -transform processes with respect to these functions are utilized for the construction of $𝒫_{sup}$ .

Stationary distributions for jump processes with memory

K. Burdzy, T. Kulczycki, R. L. Schilling (2012)

Annales de l'I.H.P. Probabilités et statistiques

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We analyze a jump processes $Z$ with a jump measure determined by a “memory” process $S$ . The state space of $(Z, S)$ is the Cartesian product of the unit circle and the real line. We prove that the stationary distribution of $(Z, S)$ is the product of the uniform probability measure and a Gaussian distribution.

On the strong Brillinger-mixing property of $α$ -determinantal point processes and some applications

Lothar Heinrich (2016)

Applications of Mathematics

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First, we derive a representation formula for all cumulant density functions in terms of the non-negative definite kernel function $C (x, y)$ defining an $α$ -determinantal point process (DPP). Assuming absolute integrability of the function $C_{0} (x) = C (o, x)$ , we show that a stationary $α$ -DPP with kernel function $C_{0} (x)$ is “strongly” Brillinger-mixing, implying, among others, that its tail- $σ$ -field is trivial. Second, we use this mixing property to prove rates of normal convergence for shot-noise processes and sketch...

Estimating the conditional expectations for continuous time stationary processes

Gusztáv Morvai, Benjamin Weiss (2020)

Kybernetika

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One of the basic estimation problems for continuous time stationary processes $X_{t}$ , is that of estimating $E {X_{t + β} | X_{s} : s \in [0, t]}$ based on the observation of the single block ${X_{s} : s \in [0, t]}$ when the actual distribution of the process is not known. We will give fairly optimal universal estimates of this type that correspond to the optimal results in the case of discrete time processes.

On smoothing properties of transition semigroups associated to a class of SDEs with jumps

Seiichiro Kusuoka, Carlo Marinelli (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We prove smoothing properties of nonlocal transition semigroups associated to a class of stochastic differential equations (SDE) in $ℝ^{d}$ driven by additive pure-jump Lévy noise. In particular, we assume that the Lévy process driving the SDE is the sum of a subordinated Wiener process $Y$ (i.e. $Y = W \circ T$ , where $T$ is an increasing pure-jump Lévy process starting at zero and independent of the Wiener process $W$ ) and of an arbitrary Lévy process independent of $Y$ , that the drift coefficient is continuous...

Small positive values for supercritical branching processes in random environment

Vincent Bansaye, Christian Böinghoff (2014)

Annales de l'I.H.P. Probabilités et statistiques

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Branching Processes in Random Environment (BPREs) $(Z_{n} : n \geq 0)$ are the generalization of Galton–Watson processes where in each generation the reproduction law is picked randomly in an i.i.d. manner. In the supercritical case, the process survives with positive probability and then almost surely grows geometrically. This paper focuses on rare events when the process takes positive but small values for large times. We describe the asymptotic behavior of $ℙ (1 \leq Z_{n} \leq k | Z_{0} = i)$ , $k, i \in ℕ$ as $n \to \infty$ . More precisely, we characterize...

A Weak-Type Inequality for Submartingales and Itô Processes

Adam Osękowski (2015)

Bulletin of the Polish Academy of Sciences. Mathematics

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Let α ∈ [0,1] be a fixed parameter. We show that for any nonnegative submartingale X and any semimartingale Y which is α-subordinate to X, we have the sharp estimate $∥ Y ∥_{W} \leq (2 (α + 1) ²) / (2 α + 1) ∥ X ∥_{L^{\infty}}$ . Here W is the weak- $L^{\infty}$ space introduced by Bennett, DeVore and Sharpley. The inequality is already sharp in the context of α-subordinate Itô processes.

Lévy processes conditioned on having a large height process

Mathieu Richard (2013)

Annales de l'I.H.P. Probabilités et statistiques

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In the present work, we consider spectrally positive Lévy processes $(X_{t}, t \geq 0)$ not drifting to $+ \infty$ and we are interested in conditioning these processes to reach arbitrarily large heights (in the sense of the height process associated with $X$ ) before hitting $0$ . This way we obtain a new conditioning of Lévy processes to stay positive. The (honest) law $ℙ_{x}^{☆}$ of this conditioned process (starting at $x g t; 0$ ) is defined as a Doob $h$ -transform via a martingale. For Lévy processes with infinite variation paths,...

An asymptotic test for Quantitative Trait Locus detection in presence of missing genotypes

Charles-Elie Rabier (2014)

Annales de la faculté des sciences de Toulouse Mathématiques

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We consider the likelihood ratio test (LRT) process related to the test of the absence of QTL (a QTL denotes a quantitative trait locus, i.e. a gene with quantitative effect on a trait) on the interval $[0, T]$ representing a chromosome. The originality is in the fact that some genotypes are missing. We give the asymptotic distribution of this LRT process under the null hypothesis that there is no QTL on $[0, T]$ and under local alternatives with a QTL at $t^{☆}$ on $[0, T]$ . We show that the LRT process is asymptotically...

Covariance structure of wide-sense Markov processes of order k ≥ 1

Arkadiusz Kasprzyk, Władysław Szczotka (2006)

Applicationes Mathematicae

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A notion of a wide-sense Markov process $X_{t}$ of order k ≥ 1, $X_{t} \sim W M (k)$ , is introduced as a direct generalization of Doob’s notion of wide-sense Markov process (of order k=1 in our terminology). A base for investigation of the covariance structure of $X_{t}$ is the k-dimensional process $x_{t} = (X_{t - k + 1}, . . ., X_{t})$ . The covariance structure of $X_{t} \sim W M (k)$ is considered in the general case and in the periodic case. In the general case it is shown that $X_{t} \sim W M (k)$ iff $x_{t}$ is a k-dimensional WM(1) process and iff the covariance function of $x_{t}$ has the triangular...

On reduction of two-parameter prediction problems

J. Friedrich, L. Klotz, M. Riedel (1995)

Studia Mathematica

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We present a general method for the extension of results about linear prediction for q-variate weakly stationary processes on a separable locally compact abelian group $G_{2}$ (whose dual is a Polish space) with known values of the processes on a separable subset $S_{2} \subseteq G_{2}$ to results for weakly stationary processes on $G_{1} \times G_{2}$ with observed values on $G_{1} \times S_{2}$ . In particular, the method is applied to obtain new proofs of some well-known results of Ze Pei Jiang.

The weak convergence of regenerative processes using some excursion path decompositions

Amaury Lambert, Florian Simatos (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We consider regenerative processes with values in some general Polish space. We define their $ε$ -big excursions as excursions $e$ such that $ϕ (e) g t; ε$ , where $ϕ$ is some given functional on the space of excursions which can be thought of as, e.g., the length or the height of $e$ . We establish a general condition that guarantees the convergence of a sequence of regenerative processes involving the convergence of $ε$ -big excursions and of their endpoints, for all $ε$ in a set whose closure contains $0$ . Finally,...

Large scale behaviour of the spatial $𝛬$ -Fleming–Viot process

N. Berestycki, A. M. Etheridge, A. Véber (2013)

Annales de l'I.H.P. Probabilités et statistiques

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We consider the spatial $𝛬$ -Fleming–Viot process model ( (2010) 162–216) for frequencies of genetic types in a population living in $ℝ^{d}$ , in the special case in which there are just two types of individuals, labelled $0$ and $1$ . At time zero, everyone in a given half-space has type 1, whereas everyone in the complementary half-space has type $0$ . We are concerned with patterns of frequencies of the two types at large space and time scales. We consider two cases, one in which the...

On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes

Nicolas Fournier (2013)

Annales de l'I.H.P. Probabilités et statistiques

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We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order $α$ with drift and diffusion coefficients $b$ , $σ$ . When $α \in (1, 2)$ , we investigate pathwise uniqueness for this equation. When $α \in (0, 1)$ , we study another stochastic differential equation, which is equivalent in law, but for which pathwise uniqueness holds under much weaker conditions. We obtain various results, depending on whether $α \in (0, 1)$ or $α \in (1, 2)$ and on whether the driving stable process is symmetric or not. Our...

Universal rates for estimating the residual waiting time in an intermittent way

Gusztáv Morvai, Benjamin Weiss (2020)

Kybernetika

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A simple renewal process is a stochastic process ${X_{n}}$ taking values in ${0, 1}$ where the lengths of the runs of $1$ ’s between successive zeros are independent and identically distributed. After observing $X_{0}, X_{1}, ... X_{n}$ one would like to estimate the time remaining until the next occurrence of a zero, and the problem of universal estimators is to do so without prior knowledge of the distribution of the process. We give some universal estimates with rates for the expected time to renewal as well as for the conditional...

Two stationarity conditions in the $G I / r_{0} / M / r_{1}$ dam

M. Jankiewicz (1988)

Applicationes Mathematicae

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Small and large time stability of the time taken for a Lévy process to cross curved boundaries

Philip S. Griffin, Ross A. Maller (2013)

Annales de l'I.H.P. Probabilités et statistiques

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This paper is concerned with the small time behaviour of a Lévy process $X$ . In particular, we investigate theof the times, ${\bar{T}}_{b} (r)$ and $T_{b}^{*} (r)$ , at which $X$ , started with $X_{0} = 0$ , first leaves the space-time regions ${(t, y) \in ℝ^{2} : y \leq r t^{b}, t \geq 0}$ (one-sided exit), or ${(t, y) \in ℝ^{2} : | y | \leq r t^{b}, t \geq 0}$ (two-sided exit), $0 \leq b l t; 1$ , as $r ↓ 0$ . Thus essentially we determine whether or not these passage times behave like deterministic functions in the sense of different modes of convergence; specifically convergence in probability, almost surely and in $L^{p}$ . In many instances these are...

Theorem-proving systems

Ewa Orłowska

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CONTENTSIntroduction.................................................................................................................... 6Chapter I. Theorem-proving system§ 1. Theory...................................................................................................................... 7§ 2. Fundamental theory $T_{ƒ}$ ................................................................................ 8§ 3. Theorem-proving system.......................................................................................

Displaying similar documents to “On Paszkiewicz-type criterion for a.e. continuity of processes in L p -spaces”

Displaying similar documents to “On Paszkiewicz-type criterion for a.e. continuity of processes in $L^{p}$ -spaces”