115 research outputs found
Group theoretic dimension of stationary symmetric \alpha-stable random fields
The growth rate of the partial maximum of a stationary stable process was
first studied in the works of Samorodnitsky (2004a,b), where it was
established, based on the seminal works of Rosi\'nski (1995,2000), that the
growth rate is connected to the ergodic theoretic properties of the flow that
generates the process. The results were generalized to the case of stable
random fields indexed by Z^d in Roy and Samorodnitsky (2008), where properties
of the group of nonsingular transformations generating the stable process were
studied as an attempt to understand the growth rate of the partial maximum
process. This work generalizes this connection between stable random fields and
group theory to the continuous parameter case, that is, to the fields indexed
by R^d.Comment: To appear in Journal of Theoretical Probability. Affiliation of the
authors are update
Schramm-Loewner Equations Driven by Symmetric Stable Processes
We consider shape, size and regularity of the hulls of the chordal
Schramm-Loewner evolution driven by a symmetric alpha-stable process. We obtain
derivative estimates, show that the complements of the hulls are Hoelder
domains, prove that the hulls have Hausdorff dimension 1, and show that the
trace is right-continuous with left limits almost surely.Comment: 22 pages, 4 figure
Inversions of Levy Measures and the Relation Between Long and Short Time Behavior of Levy Processes
The inversion of a Levy measure was first introduced (under a different name)
in Sato 2007. We generalize the definition and give some properties. We then
use inversions to derive a relationship between weak convergence of a Levy
process to an infinite variance stable distribution when time approaches zero
and weak convergence of a different Levy process as time approaches infinity.
This allows us to get self contained conditions for a Levy process to converge
to an infinite variance stable distribution as time approaches zero. We
formulate our results both for general Levy processes and for the important
class of tempered stable Levy processes. For this latter class, we give
detailed results in terms of their Rosinski measures
Maximal -regularity for stochastic evolution equations
We prove maximal -regularity for the stochastic evolution equation
\{{aligned} dU(t) + A U(t)\, dt& = F(t,U(t))\,dt + B(t,U(t))\,dW_H(t),
\qquad t\in [0,T],
U(0) & = u_0, {aligned}. under the assumption that is a sectorial
operator with a bounded -calculus of angle less than on
a space . The driving process is a cylindrical
Brownian motion in an abstract Hilbert space . For and
and initial conditions in the real interpolation space
\XAp we prove existence of unique strong solution with trajectories in
L^p(0,T;\Dom(A))\cap C([0,T];\XAp), provided the non-linearities
F:[0,T]\times \Dom(A)\to L^q(\mathcal{O},\mu) and B:[0,T]\times \Dom(A) \to
\g(H,\Dom(A^{\frac12})) are of linear growth and Lipschitz continuous in their
second variables with small enough Lipschitz constants. Extensions to the case
where is an adapted operator-valued process are considered as well.
Various applications to stochastic partial differential equations are worked
out in detail. These include higher-order and time-dependent parabolic
equations and the Navier-Stokes equation on a smooth bounded domain
\OO\subseteq \R^d with . For the latter, the existence of a unique
strong local solution with values in (H^{1,q}(\OO))^d is shown.Comment: Accepted for publication in SIAM Journal on Mathematical Analysi
Convolution-type derivatives, hitting-times of subordinators and time-changed -semigroups
In this paper we will take under consideration subordinators and their
inverse processes (hitting-times). We will present in general the governing
equations of such processes by means of convolution-type integro-differential
operators similar to the fractional derivatives. Furthermore we will discuss
the concept of time-changed -semigroup in case the time-change is
performed by means of the hitting-time of a subordinator. We will show that
such time-change give rise to bounded linear operators not preserving the
semigroup property and we will present their governing equations by using again
integro-differential operators. Such operators are non-local and therefore we
will investigate the presence of long-range dependence.Comment: Final version, Potential analysis, 201
Measurement of ion emission from plasmas obtained with a 600Â fs KrF laser
Ion emission from plasmas obtained by the use of a 600Â fs, 36Â mJ KrF laser operating at 248Â nm was measured and analysed for a variety of targets at different laser intensities. The intensity was set by changing the distance between the focusing lens and the target. It was found that the ions emitted originate from impurities and ions from the bulk of the target can be produced only in the subsequent shots. Proton emission was identified from some targets, but the energy of the protons was low (less than 12Â keV). A new silicon carbide semiconductor detector proved to be applicable for the collection of the ions
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