نتایج جستجو برای: evy processes
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Let X = (Xt)t≥0 be a Lévy process with absolutely continuous Lévy measure ν. Small time expansions, polynomial in t, are obtained for the tails P (Xt ≥ y) of the process. The conditions imposed on X require for Xt to have a C∞-transition density, whose derivatives remain uniformly bounded away from the origin, as t → 0. Such conditions are shown to be satisfied for symmetric stable Lévy process...
Local time processes parameterized by a circle, de ned by the occupation density up to time T of Brownian motion with constant drift on the circle, are studied for various random times T . While such processes are typically non-Markovian, their Laplace functionals are expressed by series formulae related to similar formulae for the Markovian local time processes subject to the Ray-Knight theore...
We generalize Franz' independence in tensor categories with inclusions from two morphisms (which represent generalized random variables) to arbitrary ordered families of morphisms. will see that this only works consistently if the unit object is an initial object, which case can be defined starting category alone. The obtained for called categorial independence. define L\'evy processes on every...
Comment on: A novel dysferlin-mutant pseudoexon bypassed with antisense oligonucleotides Virginie Kergourlay, Ga€ elle Blandin, V eronique Blanck, Nicolas L evy, Marc Bartoli & Martin Krahn* Aix Marseille Universit e, GMGF, 13385 Marseille, France Inserm, UMR_S 910, 13385 Marseille, France AP-HM, D epartement de G en etique M edicale et de Biologie Cellulaire, Hôpital d’Enfants de la Timone, 13...
We extend the Lindeberg method for the central limit theorem to strongly mixing sequences. Here we obtain a generalization of the central limit theorem of Doukhan, Massart and Rio to nonsta-tionary strongly mixing triangular arrays. The method also provides estimates of the L evy distance between the distribution of the normalized sum and the standard normal.
We study approximations for the L\'evy area of Brownian motion which are based on Fourier series expansion and a polynomial associated bridge. Comparing asymptotic convergence rates approximations, we see that approximation resulting from bridge is more accurate than Kloeden-Platen-Wright approximation, whilst still only using independent normal random vectors. then link these to limiting fluct...
17 Remark 2 We cannot characterize so far all L evy processes for which Theorem 3.2 holds. However, the present argument given for that theorem easily shows that its statement holds when, say, + is equivalent to the tail of a distribution in S(), and 0 is of a smaller order. Then, in particular, lim x!1 P R T 0 jX(t)jdt > x A + () T ~ + (x=T) = T : (3:30) The case when 0 is equivalent to the ta...
Consider a population where individuals give birth at constant rate during their lifetimes to i.i.d. copies of themselves. Individuals bear clonally inherited types, but (neutral) mutations may happen at the birth events. The smallest subtree containing the genealogy of all the extant individuals at a fixed time τ is called the coalescent point process. We enrich this process with the history o...
We study the relation between stochastic domination of an innnitely divisible random vector X by another innnitely divisible random vector Y and their corresponding L evy measures. The results are used to derive a Slepian-type inequality for a general class of symmetric innnitely divisible random vectors.
Motivated by certain birth–death processes with strongly "uctuating birth rates, we consider a level-crossing problem for a random process being a superposition of a continuous drift to the left and jumps to the right. The lengths of the corresponding jumps follow a one-sided extreme L! evy-law of index !. We concentrate on the case 0¡ !¡ 1 and discuss the probability of crossing a left boundar...
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