On the future infimum of positive self-similar Markov processes

We establish integral tests and laws of the iterated logarithm for the upper envelope of the future infimum of positive self-similar Markov processes and for increasing self-similar Markov processes at 0 and infinity. Our proofs are based on the Lamperti representation and time reversal arguments due to Chaumont and Pardo [9]. These results extend laws of the iterated logarithm for the future infimum of Bessel processes due to Khoshnevisan et al. [11]

Coarsening of Topological Defects in Oscillating Systems with Quenched Disorder

We use large scale simulations to study interacting particles in two dimensions in the presence of both an ac drive and quenched disorder. As a function of ac amplitude, there is a crossover from a low drive regime where the colloid positions are highly disordered to a higher ac drive regime where the system dynamically reorders. We examine the coarsening of topological defects formed when the system is quenched from a disordered low ac amplitude state to a high ac amplitude state. When the quench is performed close to the disorder-order crossover, the defect density decays with time as a power law with \alpha = 1/4 to 1/3. For deep quenches, in which the ac drive is increased to high values such that the dynamical shaking temperature is strongly reduced, we observe a logarithmic decay of the defect density into a grain boundary dominated state. We find a similar logarithmic decay of defect density in systems containing no pinning. We specifically demonstrate these effects for vortices in thin film superconductors, and discuss implications for dynamical reordering transition studies in these systems.Comment: 7 pages, 8 postscript figures; this extended version to appear in Phys. Rev.

Distributional properties of exponential functionals of Levy processes

We study the distribution of the exponential functional I(\xi,\eta)=\int_0^{\infty} \exp(\xi_{t-}) \d \eta_t, where $\xi$ and $\eta$ are independent L\'evy processes. In the general setting using the theories of Markov processes and Schwartz distributions we prove that the law of this exponential functional satisfies an integral equation, which generalizes Proposition 2.1 in Carmona et al "On the distribution and asymptotic results for exponential functionals of Levy processes". In the special case when $\eta$ is a Brownian motion with drift we show that this integral equation leads to an important functional equation for the Mellin transform of $I(\xi,\eta)$, which proves to be a very useful tool for studying the distributional properties of this random variable. For general L\'evy process $\xi$ ($\eta$ being Brownian motion with drift) we prove that the exponential functional has a smooth density on $\r \setminus \{0\}$, but surprisingly the second derivative at zero may fail to exist. Under the additional assumption that $\xi$ has some positive exponential moments we establish an asymptotic behaviour of \p(I(\xi,\eta)>x) as $x\to +\infty$, and under similar assumptions on the negative exponential moments of $\xi$ we obtain a precise asympotic expansion of the density of $I(\xi,\eta)$ as $x\to 0$. Under further assumptions on the L\'evy process $\xi$ one is able to prove much stronger results about the density of the exponential functional and we illustrate some of the ideas and techniques for the case when $\xi$ has hyper-exponential jumps.Comment: In this version we added a remark after Theorem 1 about extra conditions required for validity of equation (2.3