Convergence of the all-time supremum of a L\'evy process in the heavy-traffic regime

In this paper we derive a technique of obtaining limit theorems for suprema of L\'evy processes from their random walk counterparts. For each $a>0$, let $\{Y^{(a)}_n:n\ge 1\}$ be a sequence of independent and identically distributed random variables and $\{X^{(a)}_t:t\ge 0\}$ be a L\'evy processes such that $X_1^{(a)}\stackrel{d}{=} Y_1^{(a)}$, $\mathbb E X_1^{(a)}<0$ and $\mathbb E X_1^{(a)}\uparrow0$ as $a\downarrow0$. Let $S^{(a)}_n=\sum_{k=1}^n Y^{(a)}_k$. Then, under some mild assumptions, $\Delta(a)\max_{n\ge 0} S_n^{(a)}\stackrel{d}{\to} R\iff\Delta(a)\sup_{t\ge 0} X^{(a)}_t\stackrel{d}{\to} R$, for some random variable $R$ and some function $\Delta(\cdot)$. We utilize this result to present a number of limit theorems for suprema of L\'evy processes in the heavy-traffic regime

On the Thermodynamic Limit in Random Resistors Networks

We study a random resistors network model on a euclidean geometry \bt{Z}^d. We formulate the model in terms of a variational principle and show that, under appropriate boundary conditions, the thermodynamic limit of the dissipation per unit volume is finite almost surely and in the mean. Moreover, we show that for a particular thermodynamic limit the result is also independent of the boundary conditions.Comment: 14 pages, LaTeX IOP journal preprint style file `ioplppt.sty', revised version to appear in Journal of Physics

Strange-Beauty Meson Production at ppˉp\bar p Colliders

The production rates and transverse momentum distributions of the strange-beauty mesons $B_s$ and $B_s^*$ at $p\bar p$ colliders are calculated assuming fragmentation is the dominant process. Results are given for the Tevatron in the large transverse momentum region, where fragmentation is expected to be most important.Comment: Minor changes in the discussion section. Also available at http://www.ph.utexas.edu/~cheung/paper.htm

Comments on SUSY inflation models on the brane

In this paper we consider a class of inflation models on the brane where the dominant part of the inflaton scalar potential does not depend on the inflaton field value during inflation. In particular, we consider supernatural inflation, its hilltop version, A-term inflation, and supersymmetric (SUSY) D- and F-term hybrid inflation on the brane. We show that the parameter space can be broadened, the inflation scale generally can be lowered, and still possible to have the spectral index $n_s=0.96$.Comment: 7 page

Dual random fragmentation and coagulation and an application to the genealogy of Yule processes

The purpose of this work is to describe a duality between a fragmentation associated to certain Dirichlet distributions and a natural random coagulation. The dual fragmentation and coalescent chains arising in this setting appear in the description of the genealogy of Yule processes.Comment: 14 page

On exact time-averages of a massive Poisson particle

In this work we study, under the Stratonovich definition, the problem of the damped oscillatory massive particle subject to a heterogeneous Poisson noise characterised by a rate of events, \lambda (t), and a magnitude, \Phi, following an exponential distribution. We tackle the problem by performing exact time-averages over the noise in a similar way to previous works analysing the problem of the Brownian particle. From this procedure we obtain the long-term equilibrium distributions of position and velocity as well as analytical asymptotic expressions for the injection and dissipation of energy terms. Considerations on the emergence of stochastic resonance in this type of system are also set forth.Comment: 21 pages, 5 figures. To be published in Journal of Statistical Mechanics: Theory and Experimen

Observable Optimal State Points of Sub-additive Potentials

For a sequence of sub-additive potentials, Dai [Optimal state points of the sub-additive ergodic theorem, Nonlinearity, 24 (2011), 1565-1573] gave a method of choosing state points with negative growth rates for an ergodic dynamical system. This paper generalizes Dai's result to the non-ergodic case, and proves that under some mild additional hypothesis, one can choose points with negative growth rates from a positive Lebesgue measure set, even if the system does not preserve any measure that is absolutely continuous with respect to Lebesgue measure.Comment: 16 pages. This work was reported in the summer school in Nanjing University. In this second version we have included some changes suggested by the referee. The final version will appear in Discrete and Continuous Dynamical Systems- Series A - A.I.M. Sciences and will be available at http://aimsciences.org/journals/homeAllIssue.jsp?journalID=

Higgs Boson Sector of the Next-to-MSSM with CP Violation

We perform a comprehensive study of the Higgs sector in the framework of the next-to-minimal supersymmetric standard model with CP-violating parameters in the superpotential and in the soft-supersymmetry-breaking sector. Since the CP is no longer a good symmetry, the two CP-odd and the three CP-even Higgs bosons of the next-to-minimal supersymmetric standard model in the CP-conserving limit will mix. We show explicitly how the mass spectrum and couplings to gauge bosons of the various Higgs bosons change when the CP-violating phases take on nonzero values. We include full one-loop and the logarithmically enhanced two-loop effects employing the renormalization-group (RG) improved approach. In addition, the LEP limits, the global minimum condition, and the positivity of the square of the Higgs-boson mass have been imposed. We demonstrate the effects on the Higgs-mass spectrum and the couplings to gauge bosons with and without the RG-improved corrections. Substantial modifications to the allowed parameter space happen because of the changes to the Higgs-boson spectrum and their couplings with the RG-improved corrections. Finally, we calculate the mass spectrum and couplings of the few selected scenarios and compare to the previous results in literature where possible; in particular, we illustrate a scenario motivated by electroweak baryogenesis.Comment: 40 pages, 49 figures; v2: typos corrected and references added; v3: some clarification and new figures added, version published in PR

Infectious Default Model with Recovery and Continuous Limit

We introduce an infectious default and recovery model for N obligors. Obligors are assumed to be exchangeable and their states are described by N Bernoulli random variables S_{i} (i=1,...,N). They are expressed by multiplying independent Bernoulli variables X_{i},Y_{ij},Y'_{ij}, and default and recovery infections are described by Y_{ij} and Y'_{ij}. We obtain the default probability function P(k) for k defaults. Taking its continuous limit, we find two nontrivial probability distributions with the reflection symmetry of S_{i} \leftrightarrow 1-S_{i}. Their profiles are singular and oscillating and we understand it theoretically. We also compare P(k) with an implied default distribution function inferred from the quotes of iTraxx-CJ. In order to explain the behavior of the implied distribution, the recovery effect may be necessary.Comment: 13 pages, 7 figure

Expected length of the longest common subsequence for large alphabets

We consider the length L of the longest common subsequence of two randomly uniformly and independently chosen n character words over a k-ary alphabet. Subadditivity arguments yield that the expected value of L, when normalized by n, converges to a constant C_k. We prove a conjecture of Sankoff and Mainville from the early 80's claiming that C_k\sqrt{k} goes to 2 as k goes to infinity.Comment: 14 pages, 1 figure, LaTe