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作者：Doney, Ron; Savov, Mladen
作者单位：University of Manchester; University of Oxford
摘要：We call a right-continuous increasing process K-lambda a partial right inverse (PRI) of a given Levy process X if X-K lambda = x for at least all x in some random Interval vertical bar 0. zeta) of positive length In this paper. we give a necessary and sufficient condition for the existence of a PRI in terms of the Levy triplet
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作者：Balint, Andras
作者单位：Vrije Universiteit Amsterdam
摘要：For parameters p is an element of [0, 1] and q > 0 such that the Fortum Kasteleyn (FK) random-cluster measure Phi(Zd)(p,q) for Z(d) with parameters p and q is unique. the q-divide and color [DaC(q)] model on Z(d) is defined as follows First, we draw a bond confitmration with distribution Phi(Zd)(p,q) Then, to each (FK) cluster (i e. to every vertex in the FK cluster). independently for different FK clusters. we assign a spin value from the set {1, 2...s} in such a way that spin t has probabili...
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作者：Gouezel, Sebastien
作者单位：Universite de Rennes; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI)
摘要：We prove the almost sure invariance principle for stationary R(d)-valued random processes (with very precise dimension-independent error terms). solely under a strong assumption concerning the characteristic functions of these processes This assumption is easy to check for large classes of dynamical systems or Markov chains using strong or weak spectral perturbation arguments
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作者：Chaumont, L.; Doney, R. A.
作者单位：Universite d'Angers; University of Manchester
摘要：We prove that when a sequence of Levy processes X((n)) or a normed sequence of random walks S((n)) converges as on the Skorokhod space toward a. Levy process X. the sequence L((n)) of local times at the supremum of X((n)) converges uniformly on compact sets in probability toward the local time at the supremum of X A consequence of this result is that the sequence of (quadrivariate) ladder processes (both ascending and descending) converges jointly in law toward the ladder processes of X As an ...
